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Year of publication
Subject
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Random sum 4 Probability theory 3 Statistical distribution 3 Statistische Verteilung 3 Wahrscheinlichkeitsrechnung 3 random sum 3 Compound distribution 2 Contagion 2 IBNR 2 Inflation 2 Mixed Poisson 2 Stochastic process 2 Stochastischer Prozess 2 Theorie 2 Theory 2 Transition probabilities 2 Bell polynomials 1 Collective risk model 1 Cumulative distribution function 1 Edgeworth expansion 1 Estimation theory 1 Fourth cumulant 1 Gibbs partitions 1 Linnik distribution 1 Partition data 1 Poisson-Bernoulli distributions 1 Pólya’s urn model 1 Random number partitions 1 Random sum models 1 Random variable 1 Risikomanagement 1 Risikomaß 1 Risk management 1 Risk measure 1 Saddle point approximation 1 Schätztheorie 1 Size index 1 Skew-normal 1 Stein's method 1 Trawl fishery 1
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Online availability
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Free 3 Undetermined 3
Type of publication
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Article 7 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Working Paper 1
Language
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English 4 Undetermined 4
Author
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Landriault, David 2 Willmot, Gordon E. 2 Xu, Di 2 AL MUTAIRI ALYA O. 1 Daly, Fraser 1 Hannah, Lincoln 1 Javed, Farrukh 1 Kozubowski, Tomasz J. 1 LOW, HENG CHIN 1 Loperfido, Nicola 1 Mazur, Stepan 1 Panorska, Anna K. 1 Puza, Borek 1 Sibuya, Masaaki 1
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Published in...
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Annals of the Institute of Statistical Mathematics 1 Insurance / Mathematics & economics 1 Insurance: Mathematics and Economics 1 Journal of Asian Scientific Research 1 Journal of Multivariate Analysis 1 Scandinavian actuarial journal 1 The journal of operational risk 1 Working Paper 1
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Source
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RePEc 4 ECONIS (ZBW) 3 EconStor 1
Showing 1 - 8 of 8
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Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings
Daly, Fraser - In: Scandinavian actuarial journal 2022 (2022) 6, pp. 471-487
Persistent link: https://www.econbiz.de/10013370710
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Edgeworth Expansions for Multivariate Random Sums
Javed, Farrukh; Loperfido, Nicola; Mazur, Stepan - 2020
Edgeworth expansions. We derive a general formula for the fourth-order cumulants of the random sum of independent and …
Persistent link: https://www.econbiz.de/10012654463
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Saddle Point Approximation to Cumulative Distribution Function for Damage Process
AL MUTAIRI ALYA O.; LOW, HENG CHIN - In: Journal of Asian Scientific Research 3 (2013) 5, pp. 485-492
The random sum distribution plays a key role in the application of statistics, in addition, it can be used with … distribution function (CDF) for damage process in discrete form. Furthermore, it shows approximations to random sum variable with …
Persistent link: https://www.econbiz.de/10010666551
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Approximations of value-at-risk as an extreme quantile of a random sum of heavy-tailed random variables
Hannah, Lincoln; Puza, Borek - In: The journal of operational risk 10 (2015) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10011298869
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Prediction in Ewens–Pitman sampling formula and random samples from number partitions
Sibuya, Masaaki - In: Annals of the Institute of Statistical Mathematics 66 (2014) 5, pp. 833-864
Motivated by marine ecological data on species abundance, with the record of subsamples, two problems are investigated in this paper, assuming the Ewens–Pitman sampling formula: One is the prediction of the number of new species if the catch is continued, and the other is how the number of...
Persistent link: https://www.econbiz.de/10011000049
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On the analysis of time dependent claims in a class of birth process claim count models
Landriault, David; Willmot, Gordon E.; Xu, Di - In: Insurance: Mathematics and Economics 58 (2014) C, pp. 168-173
An integral representation is derived for the sum of all claims over a finite interval when the claim value depends upon its incurral time. These time dependent claims, which generalize the usual compound model for aggregate claims, have insurance applications involving models for inflation and...
Persistent link: https://www.econbiz.de/10011046615
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On the analysis of time dependent claims in a class of birth process claim count models
Landriault, David; Willmot, Gordon E.; Xu, Di - In: Insurance / Mathematics & economics 58 (2014), pp. 168-173
Persistent link: https://www.econbiz.de/10010437573
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Weak Limits for Multivariate Random Sums
Kozubowski, Tomasz J.; Panorska, Anna K. - In: Journal of Multivariate Analysis 67 (1998) 2, pp. 398-413
Let {Xi, i[greater-or-equal, slanted]1} be a sequence of i.i.d. random vectors inRd, and let[nu]p, 0p1, be a positive, integer valued random variable, independent ofXis. The[nu]-stable distributions are the weak limits of properly normalized random sums [summation...
Persistent link: https://www.econbiz.de/10005221690
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