In this article we review two historical approximations to the Poisson and binomial cumulative distribution functions (CDFs); that is, the Wilson—Hilferty and Camp—Paulson approximations. Both of ...

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 ...

The Conway-Maxwell-Poisson (CMP) distribution is a two-parameter generalization of the Poisson distribution that allows for over-and underdispersion. In this work, we propose a mixture of CMPs for ...