Asymptotic results on tail moment and tail central moment for dependent risks
Sign Up to like & getrecommendations! Published in 2023 at "Advances in Applied Probability"
DOI: 10.1017/apr.2022.74
Abstract: In this paper, we consider a financial or insurance system with a finite number of individual risks described by real-valued random variables. We focus on two kinds of risk measures, referred to as the tail… read more here.
Keywords: tail moment; tail central; asymptotic results; moment ... See more keywords
Asymptotic results in censored zero-inflated Poisson regression
Sign Up to like & getrecommendations! Published in 2019 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2019.1676442
Abstract: Abstract This paper investigates properties of the maximum-likelihood estimator (MLE) in the zero-inflated Poisson regression model with randomly right-censored counts. Consistency and asymptotic normality of the MLE are rigorously established. A thorough simulation study is… read more here.
Keywords: asymptotic results; zero inflated; results censored; poisson regression ... See more keywords