On a double barrier hybrid dividend strategy in a compound Poisson risk model with stochastic income
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DOI: 10.1007/s10479-021-03937-0
Abstract: The paper features a hybrid dividend payment strategy on an insurance surplus with stochastic income. The hybrid dividend strategy works as follows: A delay-clock starts whenever the surplus up-shoots, due to a premium arrival, to… read more here.
Keywords: strategy; dividend; dividend strategy; compound poisson ... See more keywords
Compound Poisson demand with price-dependent intensity for fast moving items: price optimisation and parameters estimation
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DOI: 10.1080/00207543.2016.1257168
Abstract: We consider a single-period single-item inventory system. The demand is a compound Poisson process with price-dependent intensity and continuous batch size distribution. The intensity of the customers’ arrivals is sufficiently high to use a diffusion… read more here.
Keywords: compound poisson; price dependent; price; dependent intensity ... See more keywords
Bivariate regression models based on compound Poisson distribution
Sign Up to like & getrecommendations! Published in 2017 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2016.1152483
Abstract: ABSTRACT Based on a compound Poisson distribution, new bivariate regression models are introduced and studied. The parameters of the bivariate regression models are estimated by using the maximum likelihood method. Two applications on real datasets… read more here.
Keywords: bivariate regression; based compound; compound poisson; regression models ... See more keywords
Zero-Inflated Patent Data Analysis Using Compound Poisson Models
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DOI: 10.3390/app13074505
Abstract: A large part of big data consists of text documents such as papers, patents or articles. To analyze text data, we have to preprocess the text documents and build a structured data based on a… read more here.
Keywords: patent; data analysis; compound poisson; analysis ... See more keywords