منابع مشابه
Concentration of measures via size biased couplings
Let Y be a nonnegative random variable with mean μ and finite positive variance σ, and let Y , defined on the same space as Y , have the Y size biased distribution, that is, the distribution characterized by E[Y f(Y )] = μEf(Y s) for all functions f for which these expectations exist. Under a variety of conditions on the coupling of Y and Y , including combinations of boundedness and monotonici...
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Let Y be a nonnegative random variable with mean μ and finite positive variance σ, and let Y , defined on the same space as Y , have the Y size biased distribution, that is, the distribution characterized by E[Y f(Y )] = μEf(Y ) for all functions f for which these expectations exist. Under a variety of conditions on the coupling of Y and Y , including combinations of boundedness and monotonicit...
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In this paper we present a method for drawing inferences about the process of financial losses that are associated with the operations of a business. For example, for a bank such losses may be related to erroneous transactions, human error, fraud, lawsuits, or power outages. Information about the frequency and magnitude of losses is obtained through the search of a number of sources, such as pr...
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We investigate the x log x condition for a general (Crump–Mode– Jagers) multi-type branching process with arbitrary type space by constructing a size-biased population measure that relates to the ordinary population measure via the intrinsic martingale Wt. Sufficiency of the x log x condition for a non-degenerate limit of Wt is proved and conditions for necessity are investigated. GENERAL BRANC...
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ژورنال
عنوان ژورنال: North American Actuarial Journal
سال: 2020
ISSN: 1092-0277,2325-0453
DOI: 10.1080/10920277.2019.1676787