Search Results - subject:"Poisson Distribution"

COVID-19 intensity, resilience, and expected returns

Daadmehr, Elham - 2025

This paper provides a model to interpret the relative behavior of expected returns of high- and low-resilience assets from the time of the COVID-19 pandemic, including a novel definition of disaster based on COVID-19 intensity. The setup allows us to disentangle the probability of disaster and...

Persistent link: https://www.econbiz.de/10015358871

The method of moments for multivariate random sums

Javed, Farrukh; Loperfido, Nicola; Mazur, Stepan - 2024

-normal and a Poisson distribution, respectively. In doing so, we also derive closed-form expressions for some fundamental …

Persistent link: https://www.econbiz.de/10014581240

The method of moments for multivariate random sums

Javed, Farrukh; Loperfido, Nicola; Mazur, Stepan - 2024

-normal and a Poisson distribution, respectively. In doing so, we also derive closed-form expressions for some fundamental …

Persistent link: https://www.econbiz.de/10014575595

Bayesian CART models for insurance claims frequency

Zhang, Yaojun; Ji, Lanpeng; Aivaliotis, Georgios; … - In: Insurance : mathematics and economics 114 (2024), pp. 108-131

Persistent link: https://www.econbiz.de/10015049382

Forecasting number of corner kicks taken in association football using compound Poisson distribution

Yip, Stan; Zou, Yinghong; Hung, Ronald Tsz Hin; Yiu, Ka … - In: Journal of the Operational Research Society 75 (2024) 11, pp. 2127-2137

Persistent link: https://www.econbiz.de/10015188778

A new INAR(1) model for Z-valued time series using the relative binomial thinning operator

Kachour, Maher; Bakouch, Hassan S.; Mohammadi, Zohreh - In: Jahrbücher für Nationalökonomie und Statistik 243 (2023) 2, pp. 125-152

A new first-order integer-valued autoregressive process (INAR(1)) with extended Poisson innovations is introduced based on a signed version of the thinning operator, called relative binomial thinning operator, which can be considered as an extension of standard binomial thinning operator...

Persistent link: https://www.econbiz.de/10014514104

Poisson-Cournot games

De Sinopoli, Francesco; Künstler, Christopher; Meroni, … - In: Economic theory 75 (2023) 3, pp. 803-840

Persistent link: https://www.econbiz.de/10014259056

The Conway-Maxwell-Poisson distribution

Sellers, Kimberly F. - 2023

While the Poisson distribution is a classical statistical model for count data, the distributional model hinges on the … constraining property that its mean equal its variance. This text instead introduces the Conway-Maxwell-Poisson distribution and … contains the Poisson distribution as a special case but, in its ability to account for data over- or under …

Persistent link: https://www.econbiz.de/10014466704

The odd power generalized Weibull-G power series class of distributions: Properties and applications

Oluyede, Broderick; Moakofi, Thatayaone; Chipepa, Fastel - In: Statistics in Transition new series (SiTns) 23 (2022) 1, pp. 89-108

We develop a new class of distributions, namely, the odd power generalized Weibull-G powerseries (OPGW-GPS) class of distributions. We present some special classes of the proposeddistribution. Structural properties, have also been derived. We conducted a simulation studyto evaluate the...

Persistent link: https://www.econbiz.de/10013444122

Poisson area-biased Ailamujia Distribution and its applications in environmental and medical sciences

Aijaz, Ahmad; Ul Ain, S. Qurat; Afaq, Ahmad; Tripathi, … - In: Statistics in Transition new series (SiTns) 23 (2022) 3, pp. 167-184

In this paper, a new Poisson area-biased Ailamujia distribution has been formulated to analyse count data. It was created by combining two distributions: the Poisson and area-biased Ailamujia distributions, using the compounding technique. Several distributional properties of the formulated...

Persistent link: https://www.econbiz.de/10013444152