This paper presents new results on the nonhomogeneous bivariate compound Poisson process with a short-term periodic intensity function. The dependence between margins is modeled using the Lévy copula.

This is a preview. Log in through your library . Abstract Shot noise processes form an important class of stochastic processes modeling phenomena which occur as shocks to a system and with effects ...

2021 APR 07 (NewsRx) -- By a News Reporter-Staff News Editor at NewsRx Science Daily-- Investigators publish new report on Science - Operations Science. According to news reporting out of Sydney, ...

We examine the statistical properties of operational losses obtained from a large European bank using an actuarial-type framework. The simplistic assumption of a Poisson frequency distribution fails ...