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Hedging no modelo com processo de Poisson composto
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2015-12-07)
The investor, that negotiate assets, is subject to economic risks of any negotiation because there is no certainty regarding the appreciation or depreciation of an asset. Here comes the futures market, where contracts can ...
Medida aleatoria de PoissonMedida aleatoria de Poisson
(Pontificia Universidad Católica del PerúPE, 2017)
O processo de Poisson estendido e aplicações
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Estatística - PPGEs, 2007-06-14)
Abstract
In this dissertation we will study how extended Poisson process can be applied to
construct discrete probabilistic models. An Extended Poisson Process is a continuous
time stochastic process with the state space ...
Destructive weighted Poisson cure rate models
(SPRINGER, 2011)
In this paper, we develop a flexible cure rate survival model by assuming the number of competing causes of the event of interest to follow a compound weighted Poisson distribution. This model is more flexible in terms of ...
Particle dynamics description of ‘‘BGK collisions’’ as a Poisson process
(American Geophysical Union, 2009-07-02)
The Gordeyev integral for plasma particles colliding with neutrals is obtained using a particle dynamics formalism in which the collisions are modeled as a discrete Poisson process. The result leads to an electron density ...
Exact results on Poisson noise, Poisson flights, and Poisson fluctuations
(American Institute of Physics, 2021-06)
We study non-Markovian stochastic differential equations with additive noise characterized by a Poisson point process with arbitrary pulse shapes and exponentially distributed intensities. Specifically, analytic results ...
BIRTH AND DEATH PROCESSES AS PROJECTIONS OF HIGHER-DIMENSIONAL POISSON PROCESSES
(Applied Probability TrustSheffieldInglaterra, 1995)
Poisson–geometric INAR(1) process for modeling count time series with overdispersion
(Statistica Neerlandica, 2022)
On the moment characteristics for the univariate compound poisson and bivariate compound poisson processes with applications
(Universidad Nacional de Colombia, 2013)
The univariate and bivariate compound Poisson process (CPP and BCPP,respectively) ensure a better description than the homogeneous Poisson processfor clustering of events. In this paper, new explicit representations ofthe ...