Merging of bivariate compound binomial processes with shocks
نویسندگان
چکیده
The paper investigates a discrete time Binomial risk model with different types of polices and shock events may influence some the claim sizes. It is shown that this can be considered as particular case classical compound model. As far we work parallel counting processes in infinite time, if consider them independent, probability event they to have at least once simultaneous jumps would equal one. We overcome problem by using thinning instead convolution operation. bivariate are expressed two ways. characteristics total amount derived. reserve process probabilities ruin discussed. deficit thoroughly investigated when initial capital zero. Its mean, mass function generating obtained. show although global maxima random walk uniquely determined via its vice versa, any geometric distribution non-negative summands has uncountably many stochastically equivalent presentations. survive much more general settings, than those, discussed here, for example Anderson model, Beekman's series
منابع مشابه
Estimation of Count Data using Bivariate Negative Binomial Regression Models
Abstract Negative binomial regression model (NBR) is a popular approach for modeling overdispersed count data with covariates. Several parameterizations have been performed for NBR, and the two well-known models, negative binomial-1 regression model (NBR-1) and negative binomial-2 regression model (NBR-2), have been applied. Another parameterization of NBR is negative binomial-P regression mode...
متن کاملBivariate binomial autoregressive models
This paper introduces new classes of bivariate time series models being useful to fit count data time series with a finite range of counts. Motivation comes mainly from the comparison of schemes for monitoring tourism demand, stock data, production and environmental processes. All models are based on the bivariate binomial distribution of Type II. First, a new family of bivariate integer-valued...
متن کاملDiscrete Distributions Connected with the Bivariate Binomial
A new class of multivariate discrete distributions with binomial and multinomial marginals is studied. This class of distributions is obtained in a natural manner using probabilistic properties of the sampling model considered. Some possible applications in game theory, life testing and exceedance models for order statistics are discussed.
متن کاملdeterminant of the hankel matrix with binomial entries
abstract in this thesis at first we comput the determinant of hankel matrix with enteries a_k (x)=?_(m=0)^k??((2k+2-m)¦(k-m)) x^m ? by using a new operator, ? and by writing and solving differential equation of order two at points x=2 and x=-2 . also we show that this determinant under k-binomial transformation is invariant.
15 صفحه اولRoos Compound binomial approximations
We consider the approximation of the convolution product of not necessarily identical probability distributions qj I + pjF , (j = 1, . . . , n), where, for all j , pj = 1 − qj ∈ [0, 1], I is the Dirac measure at point zero, and F is a probability distribution on the real line. As an approximation, we use a compound binomial distribution, which is defined in a one-parametric way: the number of t...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Nucleation and Atmospheric Aerosols
سال: 2022
ISSN: ['0094-243X', '1551-7616', '1935-0465']
DOI: https://doi.org/10.1063/5.0101318