different areas of modern financial tools and processes activities contain the matters like innovations in financial tools engineering and risk management. derivatives and especially stock exchange option is part of this innovation. among all numerical procedures in calculating the value of derivatives and the risk sensitivity parameters of option, binomial models are widely used. in this stud...

This paper proposes the application of the two well known models of negative binomial regression, namely the NB-1 and the NB-2, and the functional form of negative binomial regression, namely the NB-P, for the analysis of vehicle theft crime. The advantage of using the NB-P is that it parametrically nests both the NB-1 and the NB-2, and allows statistical tests of the NB-1 and the NB-2 models a...

This study presents several extensions of the most familiar models for count data, the Poisson and negative binomial models. We develop an encompassing model for two well-known variants of the negative binomial model (the NB1 and NB2 forms). We then analyze some alternative approaches to the standard log gamma model for introducing heterogeneity into the loglinear conditional means for these mo...

The probability density functions fitting to the discrete probability functions has always been needed, and very important. This paper is fitting the continuous curves which are probability density functions to the binomial probability functions, negative binomial geometrics, poisson and hypergeometric. The main key in these fittings is the use of the derivative concept and common differential ...

We focus on the development of diagnostic tools and an R package called MNB for a multivariate negative binomial (MNB) regression model detecting atypical influential subjects. The is deduced from Poisson mixed in which random intercept follows generalized log-gamma (GLG) distribution. correlated count data leads to that inherits features hierarchical accommodate intraclass correlation occurren...