A compound Poisson distribution is the sum of independent and identically distributed random variables over a count variable that follows a Poisson distribution. Generally, this distribution is not ...
Some general results concerning the asymptotic behavior of the value of the empirical distribution function at a random point (e.g. the sample mean) are given. These results are then used to obtain: ...
Welcome to the second issue of Volume 12 of The Journal of Operational Risk. It has been more than a year since Basel’s infamous paper introducing the standardized measurement approach (SMA) was ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results