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Search: subject:"Compound Poisson"
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Stochastic process
67
Stochastischer Prozess
67
Theorie
48
Theory
48
Compound Poisson process
32
Risikomodell
23
Risk model
23
Risiko
22
Risk
22
compound Poisson process
20
Option pricing theory
17
Optionspreistheorie
17
Probability theory
17
Wahrscheinlichkeitsrechnung
17
Compound Poisson
15
Actuarial mathematics
14
Versicherungsmathematik
14
Inventory model
13
Finanzmathematik
12
Lagerhaltungsmodell
12
Lagermanagement
12
Mathematical finance
12
Warehouse management
12
Estimation theory
11
Reinsurance
11
Rückversicherung
11
Schätztheorie
11
Risikomanagement
10
Risk management
10
Volatility
9
Volatilität
9
Compound Poisson distribution
8
Compound Poisson risk model
8
Dividend
8
Dividende
8
Portfolio selection
8
Portfolio-Management
8
compound Poisson processes
8
Statistical distribution
7
Statistische Verteilung
7
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Online availability
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Undetermined
117
Free
39
CC license
4
Type of publication
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Article
153
Book / Working Paper
25
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Article in journal
82
Aufsatz in Zeitschrift
82
Article
4
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2
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2
Graue Literatur
2
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2
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1
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1
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1
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1
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1
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English
105
Undetermined
70
German
2
French
1
Author
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Cheung, Eric C. K.
8
Li, Dong
5
Ling, Shiqing
5
Bayraktar, Erhan
4
Chiarella, Carl
4
Gapeev, Pavel V.
4
Jacobs, Kris
4
Liang, Zhibin
4
Ornthanalai, Chayawat
4
Yu, Ping
4
Burnecki, Krzysztof
3
Giuricich, Mario Nicoló
3
Itoh, Yuki
3
Liu, Haibo
3
Loisel, Stéphane
3
Yuen, Kam Chuen
3
Zhang, Zhimin
3
Zhou, Ming
3
Aven, Terje
2
Azcue, Pablo
2
Babai, M. Zied
2
Bai, Lihua
2
Boxma, Onno
2
Cai, Jun
2
Cavaliere, Giuseppe
2
Cheang, Gerald
2
Cheang, Gerald H. L.
2
Chiang, Chi
2
Christoffersen, Peter
2
Christoffersen, Peter F.
2
Ebrahimi, Nader
2
Fan, Yuguang
2
Gao, Guangyuan
2
Georgiev, Iliyan
2
Griffin, Philip S.
2
Hainaut, Donatien
2
Heilpern, Stanislaw
2
Ishitani, Kensuke
2
Jensen, Uwe
2
Knobloch, Ralf
2
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Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
4
Finance Discipline Group, Business School
3
HAL
3
Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
Econometric Society
1
Facoltà di Economia, Università degli Studi dell'Insubria
1
Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
1
Graduate School of Economics, Hitotsubashi University
1
International Centre for Economic Research (ICER)
1
London School of Economics (LSE)
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
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Insurance
12
Scandinavian actuarial journal
9
Insurance: Mathematics and Economics
7
Risks : open access journal
6
Statistics & Probability Letters
6
Annals of the Institute of Statistical Mathematics
5
Asia-Pacific Financial Markets
5
Astin bulletin : the journal of the International Actuarial Association
4
Computational Statistics
4
European journal of operational research : EJOR
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Management Science
4
Mathematical Methods of Operations Research
4
SFB 649 Discussion Papers
4
Insurance : mathematics and economics
3
Journal of forecasting
3
Metrika
3
Research Paper Series / Finance Discipline Group, Business School
3
Risks
3
Applied mathematical finance
2
Forschung am ivwKöln
2
International journal of production economics
2
International journal of production research
2
Journal of Econometrics
2
Journal of Multivariate Analysis
2
Journal of econometrics
2
Journal of financial economics
2
Mathematics of operations research
2
Operations research
2
Post-Print / HAL
2
Quaderni di Dipartimento
2
Statistical Inference for Stochastic Processes
2
Stochastic Processes and their Applications
2
Annals of Faculty of Economics
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of operations research ; volume 302, number 1 (July 2021)
1
Applied Mathematical Finance
1
Asia-Pacific financial markets
1
CIRANO Working Papers
1
Computational Management Science : CMS
1
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Source
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ECONIS (ZBW)
86
RePEc
83
EconStor
6
BASE
2
Other ZBW resources
1
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151
Recovery Process Model for Two Companies
Itoh, Yuki
- In:
Asia-Pacific Financial Markets
16
(
2009
)
4
,
pp. 287-331
Persistent link: https://www.econbiz.de/10008527213
Saved in:
152
Estimation of split-points in binary regression
Ferger, Dietmar
;
Klotsche, Jens
- In:
Statistics & Decisions
27
(
2009
)
02
,
pp. 93-128
maximizing point of a
compound
Poisson
process on the real line. Estimation of ( a,b ) yields the usual √ n -consistency with …
Persistent link: https://www.econbiz.de/10014621379
Saved in:
153
Recovery Process Model
Itoh, Yuki
- In:
Asia-Pacific Financial Markets
15
(
2008
)
3
,
pp. 307-347
Persistent link: https://www.econbiz.de/10005684892
Saved in:
154
New inference procedures for generalized Poisson distributions
Meintanis, Simos
- In:
Journal of Applied Statistics
35
(
2008
)
7
,
pp. 751-762
A common feature for
compound
Poisson
and Katz distributions is that both families may be viewed as generalizations of …
Persistent link: https://www.econbiz.de/10005458236
Saved in:
155
Optimal time to change premiums
Bayraktar, Erhan
;
Poor, H.
- In:
Mathematical Methods of Operations Research
68
(
2008
)
1
,
pp. 125-158
The claim arrival process to an insurance company is modeled by a
compound
Poisson
process whose intensity and/or jump …
Persistent link: https://www.econbiz.de/10010950265
Saved in:
156
Optimal time to change premiums
Bayraktar, Erhan
;
Poor, H.
- In:
Computational Statistics
68
(
2008
)
1
,
pp. 125-158
The claim arrival process to an insurance company is modeled by a
compound
Poisson
process whose intensity and/or jump …
Persistent link: https://www.econbiz.de/10010759472
Saved in:
157
Numerical Solutions for Patterns Statistics on Markov Chains
Nuel, Gregory
- In:
Statistical Applications in Genetics and Molecular Biology
5
(
2007
)
1
,
pp. 26-26
and
compound
Poisson
). The SPatt package (Statistics for Pattern, free software available at http …
Persistent link: https://www.econbiz.de/10005585072
Saved in:
158
Exchangeable Claims Sizes in a
Compound
Poisson
Type Proces
Mena, Ramsés H.
;
Nieto-Barajas, Luis E.
-
International Centre for Economic Research (ICER)
-
2007
aggregated claims through
compound
Poisson
type processes. In par- ticular, exchangeability is achieved through conditional …
Persistent link: https://www.econbiz.de/10004980486
Saved in:
159
First exit times for
compound
Poisson
dams with a general release rule
Lee, Jiyeon
- In:
Mathematical Methods of Operations Research
65
(
2007
)
1
,
pp. 169-178
An infinite dam with
compound
Poisson
inputs and a state-dependent release rate is considered. For this dam, we solve …
Persistent link: https://www.econbiz.de/10010950054
Saved in:
160
First exit times for
compound
Poisson
dams with a general release rule
Lee, Jiyeon
- In:
Computational Statistics
65
(
2007
)
1
,
pp. 169-178
An infinite dam with
compound
Poisson
inputs and a state-dependent release rate is considered. For this dam, we solve …
Persistent link: https://www.econbiz.de/10010759261
Saved in:
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