Periodicity and Ruin Probabilities for Compound Non-Homogenous Poisson Processes Compound non-homogenous Poisson processes with periodic claim intensity rates are stiidied in this work. A risk process related to a short term periodic environment and the periodicity for its compound claim counting process are discussed. The ruin probabilities of compo~md non-homogenous Poisson processes with per...

In this paper, we discuss a generalization of the classical compound Poisson model with claim sizes following distribution. As applications, consider models involving zero-truncated geometric, negative-binomial and binomial batch-claim arrivals. We also provide some ruin-related quantities under resulting risk models. Finally, through numerical examples, visualize behavior these quantities.

Non-negative matrix factorization models based on a hierarchical Gamma-Poisson structure capture user and item behavior effectively in extremely sparse data sets, making them the ideal choice for collaborative filtering applications. Hierarchical Poisson factorization (HPF) in particular has proved successful for scalable recommendation systems with extreme sparsity. HPF, however, suffers from ...

In this paper we study approximating the total loss associated with the individual insurance risk model by a compound Poisson random variable. By minimizing the expectation of the absolute deviation of the compound Poisson random variable from the true total loss, we investigate not only the optimal compound Poisson random variable but also the numerical calculation of the approximation error. ...