Concepedia

Compound Poisson Processes

A Compound Poisson Process is a stochastic process that generalizes the standard Poisson process by associating each arrival with a random jump size, such that the total value at any time is the sum of a Poisson-distributed number of independent and identically distributed random variables.

957

Publications

52.1K

Citations

1.4K

Authors

693

Institutions

Publications per year

2017–2026

99

Parents

Publications

957

Econometric models based on count data. Comparisons and applications of some estimators and tests

A. Colin Cameron, Pravin K. Trivedi · Journal of Applied Econometrics · 1986 · 1.8K citations

, , +16

Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons

Guillermo Gallego, Garrett van Ryzin · Management Science · 1994 · 1.6K citations

, , +17

The Variance Gamma (V.G.) Model for Share Market Returns

Dilip B. Madan, E. Seneta · The Journal of Business · 1990 · 1.6K citations

, , +17

Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model

Kung‐Sik Chan · The Annals of Statistics · 1993 · 1.3K citations · Full text

, , +15

An Introduction to Stochastic Modeling

Michael Frey, Howard M. Taylor, Samuel Karlin · Technometrics · 1994 · 1.3K citations

, , +16

1–5 of 957

Authors

1.4K

  1. HU
    Hans U. Gerber

    University of Lausanne, Switzerland

    15 publications · 1.4K citations

    13

    h-index

  2. AD
    A. D. Barbour

    University of Zurich, Switzerland

    13 publications · 665 citations

    12

    h-index

  3. DP
    David Perry

    University of Haifa, Israel

    11 publications · 269 citations

    11

    h-index

  4. ZZ
    Zhimin Zhang

    Chongqing University, China

    12 publications · 300 citations

    11

    h-index

  5. HY
    Hailiang Yang

    University of Hong Kong, Hong Kong SAR China

    11 publications · 465 citations

    11

    h-index

1–5 of 1.4K

Institutions

693

  1. University of Hong Kong

    Pok Fu Lam, Hong Kong

    23 h-index

    46 publications

    2.4K citations

  2. University of Waterloo

    Waterloo, Canada

    19 h-index

    40 publications

    1.5K citations

  3. University of Lausanne

    Lausanne, Switzerland

    18 h-index

    28 publications

    2.3K citations

  4. Columbia University

    New York, United States

    16 h-index

    18 publications

    4.3K citations

  5. The University of Melbourne

    Melbourne, Australia

    15 h-index

    25 publications

    951 citations

  6. University of Zurich

    Zurich, Switzerland

    15 h-index

    20 publications

    803 citations

  7. University of Haifa

    Haifa, Israel

    14 h-index

    17 publications

    403 citations

  8. UNSW Sydney

    Sydney, Australia

    12 h-index

    14 publications

    561 citations

1–8 of 693

Venues

  1. Journal of Applied Probability

    JAP · 79 publications · 3K citations

    31

    h-index

  2. Astin Bulletin

    54 publications · 2.2K citations

    27

    h-index

  3. Scandinavian Actuarial Journal

    54 publications · 2.3K citations

    27

    h-index

  4. Advances in Applied Probability

    AAP · 34 publications · 1.1K citations

    22

    h-index

  5. Management Science

    20 publications · 3.6K citations

    19

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