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Record W2035250568 · doi:10.1239/jap/1025131429

On higher-order properties of compound geometric distributions

2002· article· en· W2035250568 on OpenAlexaff
Gordon E. Willmot

Bibliographic record

VenueJournal of Applied Probability · 2002
Typearticle
Languageen
FieldMathematics
TopicStatistical Distribution Estimation and Applications
Canadian institutionsUniversity of Waterloo
Fundersnot available
KeywordsMathematicsConvolution (computer science)Geometric distributionLaplace transformDistribution (mathematics)Convolution powerRepresentation (politics)Order (exchange)Moment (physics)Zero (linguistics)Mathematical analysisApplied mathematicsPure mathematicsProbability distributionStatisticsFourier transformLaw

Abstract

fetched live from OpenAlex

An explicit convolution representation for the equilibrium residual lifetime distribution of compound zero-modified geometric distributions is derived. Second-order reliability properties are seen to be essentially preserved under geometric compounding, and complement results of Brown (1990) and Cai and Kalashnikov (2000). The convolution representation is then extended to the nth-order equilibrium distribution. This higher-order convolution representation is used to evaluate the stop-loss premium and higher stop-loss moments of the compound zero-modified geometric distribution, as well as the Laplace transform of the kth moment of the time of ruin in the classical risk model.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.015
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.005
Threshold uncertainty score0.022

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.015
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.001
Science and technology studies0.0010.002
Scholarly communication0.0020.005
Open science0.0010.001
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0050.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.125
GPT teacher head0.311
Teacher spread0.186 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations29
Published2002
Admission routes1
Has abstractyes

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