Download or read book Maximum Likelihood Estimation of the Parameters of a Geometrically Compounded Poisson Process written by Robin B. S. Brooks and published by . This book was released on 1966 with total page 7 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Maximum Likelihood Estimation of the Compounding Distribution of Compound Poisson Process written by Léopold Simar and published by . This book was released on 1974 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Estimation of the Parameters of a Modified Compound Poisson Distribution written by J. L. Bryant and published by . This book was released on 1986 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper addresses the problem of estimation of the parameters of the Poisson sum of Gaussian random variables imbedded in a background of Gaussian noise when only realizations of the sum are observable. Cumulant matching, maximum likelihood, and an empirically orthogonalized characteristic function procedures are considered. The characteristic function and the maximum likelihood procedures produce similar results in a simulation study. However, the characteristic function procedure is computationally superior. Conditions under which all procedures are incapable of parameter estimation are discussed. Keywords: random variables, normal distribution.
Download or read book Technical Abstract Bulletin written by and published by . This book was released on with total page 776 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Discrete Compound Poisson Processes and Tables of the Geometric Poisson Distribution written by Craig C. Sherbrooke and published by . This book was released on 1966 with total page 51 pages. Available in PDF, EPUB and Kindle. Book excerpt: A concise summary of the salient properties of discrete Poisson processes, with emphasis on comparing the geometric and logarithmic Poisson processes. The geometric Poisson process is particularly convenient when the analyst is interested in a simple model for the time between events--as in simulation. The logarithmic Poisson process is more convenient in analytical models in which the state probabilities are required. State probabilities of the geometric Poisson process are given for 176 sets of parameter values. New discrete compound Poisson processes are also introduced. These processes have properties that are particularly relevant when the summation of several different Poisson processes is to be analyzed. This study provides the theoretical foundation for extending RAND'S base stockage policy for recoverable items to more than one echelon (depot and base). To make the extension computationally feasible, the logarithmic Poisson description of demand was substituted for the geometric Poisson assumption used previously. (Author).
Download or read book Handbook of the Poisson Distribution written by Frank A. Haight and published by . This book was released on 1967 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mixed Poisson Processes written by J Grandell and published by CRC Press. This book was released on 2020-10-28 with total page 281 pages. Available in PDF, EPUB and Kindle. Book excerpt: To date, Mixed Poisson processes have been studied by scientists primarily interested in either insurance mathematics or point processes. Work in one area has often been carried out without knowledge of the other area. Mixed Poisson Processes is the first book to combine and concentrate on these two themes, and to distinguish between the notions of distributions and processes. The first part of the text gives special emphasis to the estimation of the underlying intensity, thinning, infinite divisibility, and reliability properties. The second part is, to a greater extent, based on Lundberg's thesis.
Download or read book Error Probabilities for Maximum Likelihood Detection of M ary Poisson Processes in Poisson Noise written by Sherman Karp and published by . This book was released on 1968 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Maximum Likelihood Estimation in Compound Multinomial and Compound Poisson Distributions written by Bruce Levin and published by . This book was released on 1974 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Government wide Index to Federal Research Development Reports written by and published by . This book was released on 1966-05 with total page 778 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Loss Models written by Stuart A. Klugman and published by John Wiley & Sons. This book was released on 2012-01-25 with total page 758 pages. Available in PDF, EPUB and Kindle. Book excerpt: An update of one of the most trusted books on constructing and analyzing actuarial models Written by three renowned authorities in the actuarial field, Loss Models, Third Edition upholds the reputation for excellence that has made this book required reading for the Society of Actuaries (SOA) and Casualty Actuarial Society (CAS) qualification examinations. This update serves as a complete presentation of statistical methods for measuring risk and building models to measure loss in real-world events. This book maintains an approach to modeling and forecasting that utilizes tools related to risk theory, loss distributions, and survival models. Random variables, basic distributional quantities, the recursive method, and techniques for classifying and creating distributions are also discussed. Both parametric and non-parametric estimation methods are thoroughly covered along with advice for choosing an appropriate model. Features of the Third Edition include: Extended discussion of risk management and risk measures, including Tail-Value-at-Risk (TVaR) New sections on extreme value distributions and their estimation Inclusion of homogeneous, nonhomogeneous, and mixed Poisson processes Expanded coverage of copula models and their estimation Additional treatment of methods for constructing confidence regions when there is more than one parameter The book continues to distinguish itself by providing over 400 exercises that have appeared on previous SOA and CAS examinations. Intriguing examples from the fields of insurance and business are discussed throughout, and all data sets are available on the book's FTP site, along with programs that assist with conducting loss model analysis. Loss Models, Third Edition is an essential resource for students and aspiring actuaries who are preparing to take the SOA and CAS preliminary examinations. It is also a must-have reference for professional actuaries, graduate students in the actuarial field, and anyone who works with loss and risk models in their everyday work. To explore our additional offerings in actuarial exam preparation visit www.wiley.com/go/actuarialexamprep.
Download or read book Introduction to the Statistics of Poisson Processes and Applications written by Yury A. Kutoyants and published by Springer Nature. This book was released on 2023-09-04 with total page 683 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers an extensive class of models involving inhomogeneous Poisson processes and deals with their identification, i.e. the solution of certain estimation or hypothesis testing problems based on the given dataset. These processes are mathematically easy-to-handle and appear in numerous disciplines, including astronomy, biology, ecology, geology, seismology, medicine, physics, statistical mechanics, economics, image processing, forestry, telecommunications, insurance and finance, reliability, queuing theory, wireless networks, and localisation of sources. Beginning with the definitions and properties of some fundamental notions (stochastic integral, likelihood ratio, limit theorems, etc.), the book goes on to analyse a wide class of estimators for regular and singular statistical models. Special attention is paid to problems of change-point type, and in particular cusp-type change-point models, then the focus turns to the asymptotically efficient nonparametric estimation of the mean function, the intensity function, and of some functionals. Traditional hypothesis testing, including some goodness-of-fit tests, is also discussed. The theory is then applied to three classes of problems: misspecification in regularity (MiR),corresponding to situations where the chosen change-point model and that of the real data have different regularity; optical communication with phase and frequency modulation of periodic intensity functions; and localization of a radioactive (Poisson) source on the plane using K detectors. Each chapter concludes with a series of problems, and state-of-the-art references are provided, making the book invaluable to researchers and students working in areas which actively use inhomogeneous Poisson processes.
Download or read book Computational and Methodological Statistics and Biostatistics written by Andriëtte Bekker and published by Springer Nature. This book was released on 2020-08-10 with total page 543 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the statistical domain, certain topics have received considerable attention during the last decade or so, necessitated by the growth and evolution of data and theoretical challenges. This growth has invariably been accompanied by computational advancement, which has presented end users as well as researchers with the necessary opportunities to handle data and implement modelling solutions for statistical purposes. Showcasing the interplay among a variety of disciplines, this book offers pioneering theoretical and applied solutions to practice-oriented problems. As a carefully curated collection of prominent international thought leaders, it fosters collaboration between statisticians and biostatisticians and provides an array of thought processes and tools to its readers. The book thereby creates an understanding and appreciation of recent developments as well as an implementation of these contributions within the broader framework of both academia and industry. Computational and Methodological Statistics and Biostatistics is composed of three main themes: • Recent developments in theory and applications of statistical distributions;• Recent developments in supervised and unsupervised modelling;• Recent developments in biostatistics; and also features programming code and accompanying algorithms to enable readers to replicate and implement methodologies. Therefore, this monograph provides a concise point of reference for a variety of current trends and topics within the statistical domain. With interdisciplinary appeal, it will be useful to researchers, graduate students, and practitioners in statistics, biostatistics, clinical methodology, geology, data science, and actuarial science, amongst others.
Download or read book Lectures on the Poisson Process written by Günter Last and published by Cambridge University Press. This book was released on 2017-10-26 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: A modern introduction to the Poisson process, with general point processes and random measures, and applications to stochastic geometry.
Download or read book Risk Modelling in General Insurance written by Roger J. Gray and published by Cambridge University Press. This book was released on 2012-06-28 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: A wide range of topics give students a firm foundation in statistical and actuarial concepts and their applications.
Download or read book Actuarial Modelling of Claim Counts written by Michel Denuit and published by John Wiley & Sons. This book was released on 2007-07-27 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: There are a wide range of variables for actuaries to consider when calculating a motorist’s insurance premium, such as age, gender and type of vehicle. Further to these factors, motorists’ rates are subject to experience rating systems, including credibility mechanisms and Bonus Malus systems (BMSs). Actuarial Modelling of Claim Counts presents a comprehensive treatment of the various experience rating systems and their relationships with risk classification. The authors summarize the most recent developments in the field, presenting ratemaking systems, whilst taking into account exogenous information. The text: Offers the first self-contained, practical approach to a priori and a posteriori ratemaking in motor insurance. Discusses the issues of claim frequency and claim severity, multi-event systems, and the combinations of deductibles and BMSs. Introduces recent developments in actuarial science and exploits the generalised linear model and generalised linear mixed model to achieve risk classification. Presents credibility mechanisms as refinements of commercial BMSs. Provides practical applications with real data sets processed with SAS software. Actuarial Modelling of Claim Counts is essential reading for students in actuarial science, as well as practicing and academic actuaries. It is also ideally suited for professionals involved in the insurance industry, applied mathematicians, quantitative economists, financial engineers and statisticians.
Download or read book The Conway Maxwell Poisson Distribution written by Kimberly F. Sellers and published by Cambridge University Press. This book was released on 2023-02-28 with total page 355 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first comprehensive introduction to the Conway-Maxwell-Poisson distribution and its contributions in statistical theory and computing in R, including its uses in count data modelling. An essential reference for academics in statistics and data science, as well as quantitative researchers and data analysts in applied disciplines.
