A Poisson distribution is a statistical distribution showing the likely number of times that an event will occur within a specified period of time.

This paper contains a detailed study of the Poisson cluster process on the real line, concentrating on two aspects; first, the asymptotic distribution of the number of points in [0,t) as t→ ∞ for both ...

Probability density function is a statistical expression defining the likelihood of a series of outcomes for a continuous variable, such as a stock or ETF return.

Leo A. Aroian, The Probability Function of the Product of Two Normally Distributed Variables, The Annals of Mathematical Statistics, Vol. 18, No. 2 (Jun., 1947), pp. 265-271 ...

The study integrates Gaussian copula and shifted-gamma copula (factor decomposition) models into the Poisson binomial distribution framework, enabling the valuation of credit portfolios with tranches ...