Discrete Probability Models Using Taylor Series Mohammad Masjed-Jamei, Edward Omey,
Bulletin de l'Académie serbe des sciences. Classe des sciences mathématiques et naturelles, Tome 47 (2022), p. 101
Cet article a éte moissonné depuis la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts
We briefly consider basic properties of power series distribution and derive generating functions, Laplace transforms and combinations of such distributions. In the main section of the paper, we also study compound processes for sums and for extremes. We then provide new Panjer type of relationships and study the asymptotic behaviour of the compound processes. This analysis shows that these distributions may be used for modeling discrete data with light as well as heavy tails.
Classification :
60E05, 62E10
Keywords: discrete random variable, power series distribution, generating function, compound process, extreme values
Keywords: discrete random variable, power series distribution, generating function, compound process, extreme values
@article{BASS_2022_47_a6,
author = {Meitner Cadena and Nasser Saad},
title = {Discrete {Probability} {Models} {Using} {Taylor} {Series} {Mohammad} {Masjed-Jamei,} {Edward} {Omey,}},
journal = {Bulletin de l'Acad\'emie serbe des sciences. Classe des sciences math\'ematiques et naturelles},
pages = {101 },
year = {2022},
volume = {47},
language = {en},
url = {http://geodesic.mathdoc.fr/item/BASS_2022_47_a6/}
}
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Meitner Cadena; Nasser Saad. Discrete Probability Models Using Taylor Series Mohammad Masjed-Jamei, Edward Omey,. Bulletin de l'Académie serbe des sciences. Classe des sciences mathématiques et naturelles, Tome 47 (2022), p. 101 . http://geodesic.mathdoc.fr/item/BASS_2022_47_a6/