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Search: subject:"Double Poisson"
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Double Poisson distribution
2
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Approximate restricted or residual maximum likelihood (approximate REML)
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Chain-ladder technique
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Generalized autoregressive score model
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Incurred but not reported (IBNR) claims
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Instantaneous centralized moments of returns
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Kapitaleinkommen
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Maximum likelihood estimation
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Multivariate Count Data Models
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Over-dispersed Poisson model
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Price clustering
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Pricing strategy
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Probability theory
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Sarmanov Distributions
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Buckley, Winston S.
1
Gao, Guangyuan
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Holý, Vladimír
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Long, Hongwei
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Miravete, Eugenio J
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Modeling price clustering in high-frequency prices
Holý, Vladimír
;
Tomanová, Petra
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1649-1663
Persistent link: https://www.econbiz.de/10013367939
Saved in:
2
Dispersion modelling of outstanding claims with
double
Poisson
regression models
Gao, Guangyuan
;
Meng, Shengwang
;
Shi, Yanlin
- In:
Insurance
101
(
2021
)
2
,
pp. 572-586
Persistent link: https://www.econbiz.de/10012793953
Saved in:
3
m-
Double
Poisson
Lévy markets
Buckley, Winston S.
;
Long, Hongwei
;
Perera, Sandun
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1663-1679
Persistent link: https://www.econbiz.de/10012295630
Saved in:
4
Multivariate Sarmanov Count Data Models
Miravete, Eugenio J
-
C.E.P.R. Discussion Papers
-
2009
considered strategic complements or substitutes. I show that a Sarmanov model with
double
Poisson
marginals outperforms the …
Persistent link: https://www.econbiz.de/10008528538
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