𝔖 Bobbio Scriptorium
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Exponential and scale mixtures and equilibrium distributions

✍ Scribed by Hesselager, Ole; Wang, Shaun; Willmot, Gordon


Book ID
126471615
Publisher
Taylor and Francis Group
Year
1998
Tongue
English
Weight
659 KB
Volume
1998
Category
Article
ISSN
0346-1238

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πŸ“œ SIMILAR VOLUMES


233003 (M10) Exponential and scale mixtu
πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 85 KB

Significant changes in decrement rate have occurred since the last creation of the association's decrement tables for the private occupational disability insurance. Thus, the working party on "Biometrical Base of Calculation' was asked by the German Actuary Association to create new decrement tables

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πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 182 KB

In particular X(t) is the fractional Brownian motion, a nonlinearly scaled Brownian motion or some stationary integrated Gaussian processes. The results are from the joint work with K. Debicki and Z. Michna.

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✍ JarosΕ‚aw Bartoszewicz πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 109 KB

Mixtures of exponential distributions are treated as the Laplace transforms of mixing distributions. Using results on stochastic orders based on the Laplace transform order relations for the mixtures are derived. Preservation of some stochastic orders under the mixtures is studied.

Scale Mixtures of Normal Distributions
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