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 ...

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 ...

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 ...

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 ...

The application of geostatistical models have been growing rapidly in the last decades. Geostatistical models for counting via Poisson process have been a versatile tool for environ- mental sciences in predicting anomalous ...

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 ...

For Poisson processes taking values in a general metric space, we tackle the problem of supervised classification in two different ways: via the classical k-nearest neighbor rule, by introducing suitable distances between ...

Let IaS,a"e (d) be a set of centers chosen according to a Poisson point process in a"e (d) . Let psi be an allocation of a"e (d) to I in the sense of the Gale-Shapley marriage problem, with the additional feature that every ...