Download or read book The estimation of the compounding distribution of a compound poisson process written by Léopold Simar and published by . This book was released on 1974 with total page 66 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 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 Decompounding written by Boris Buchmann and published by . This book was released on 2001 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Compound Poisson Approximation written by V. Čekanavičius and published by CRC Press. This book was released on 2024-08-21 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Compound Poisson approximation appears naturally in situations where one deals with a large number of rare events. It has important applications in insurance, extreme value theory, reliability theory, mathematical biology, and more. Compound Poisson Approximation synthesizes the most important recent research in the field in a single volume. With an extensive list of references, open problems, and exercises, it will become the standard reference book on the topic. Features • Provides a comprehensive overview of this rapidly expanding field • Synthesizes the most important research results of recent years • Presents an array of special topics • Provides the reader with a set of tools needed for research and education The book is of interest to researchers and postgraduate students from probability, statistics, and mathematics.
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 Report written by and published by . This book was released on 1974 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Smooth and Predictive Estimates for the Compound Poisson Distribution written by Ian Richard Harris and published by . This book was released on 1987 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Research in Progress written by and published by . This book was released on 1967 with total page 756 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 Point Processes and Their Statistical Inference written by Alan Karr and published by Routledge. This book was released on 2017-09-06 with total page 509 pages. Available in PDF, EPUB and Kindle. Book excerpt: Maintaining the excellent features that made the first edition so popular, this outstanding reference/text presents the only comprehensive treatment of the theory of point processes and statistical inference for point processes-highlighting both pointprocesses on the real line and sp;,.tial point processes. Thoroughly updated and revised to reflect changes since publication of the firstedition, the expanded Second EdiLion now contains a better organized and easierto-understand treatment of stationary point processes ... expanded treatment ofthe multiplicative intensity model ... expanded treatment of survival analysis . ..broadened consideration of applications ... an expanded and extended bibliographywith over 1,000 references ... and more than 3('() end-of-chapter exercises.
Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Statistical Decision Theory and Related Topics V written by Shanti S. Gupta and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 535 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Fifth Purdue International Symposium on Statistical Decision The was held at Purdue University during the period of ory and Related Topics June 14-19,1992. The symposium brought together many prominent leaders and younger researchers in statistical decision theory and related areas. The format of the Fifth Symposium was different from the previous symposia in that in addition to the 54 invited papers, there were 81 papers presented in contributed paper sessions. Of the 54 invited papers presented at the sym posium, 42 are collected in this volume. The papers are grouped into a total of six parts: Part 1 - Retrospective on Wald's Decision Theory and Sequential Analysis; Part 2 - Asymptotics and Nonparametrics; Part 3 - Bayesian Analysis; Part 4 - Decision Theory and Selection Procedures; Part 5 - Probability and Probabilistic Structures; and Part 6 - Sequential, Adaptive, and Filtering Problems. While many of the papers in the volume give the latest theoretical developments in these areas, a large number are either applied or creative review papers.
Download or read book Detecting Change points in a Compound Poisson Process written by Paul Jacob Plummer and published by . This book was released on 2012 with total page 127 pages. Available in PDF, EPUB and Kindle. Book excerpt: A statistical change point problem was first studied in the mid-1950s in the context of quality control in industrial processes. A change point is defined as a point in the time order when the probability distribution of a sequence of observations differs before and after that point. The literature of statistical change point has evolved over time and now includes a significant amount of scholarly work on change point analysis with many important applications in other disciplines such as economics, geosciences, medicine, and genetics, to name a few. This work examines the problem of locating changes in the distribution of a Compound Poisson Process where the variables being summed are iid normal and the number of variable follows Poisson. The maximum likelihood ratio for the location of the change point will be explored as well as an information criterion developed, for the case of known variance, while a Bayesian approach is used to deal with the case including change in variance. These results can be applied in any field of study where an interest in locating changes not only in the parameter of a normally distributed data set but also in the rate of their occurrence. It has direct application to the study of gene expression data in cancer research, where it is known that the distances between the genes can affect their expression level.
Download or read book Technical Translations written by and published by . This book was released on 1964 with total page 840 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Report written by Ove Ditlevsen and published by . This book was released on 1989 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
