Search Results - subject:"Poisson Process"

Detection, classification and estimation of individual shapes in 2D and 3D point clouds

Su, J.; Srivastava, A.; Huffer, F.W. - In: Computational Statistics & Data Analysis 58 (2013) C, pp. 227-241

, and unordered. We study these problems using a fully statistical model where the data is modeled using a Poisson process …

Persistent link: https://www.econbiz.de/10010595089

Optimal learning of a set: Or how to edit a journal if you must

Cripps, Martin W. - In: Economics Letters 120 (2013) 3, pp. 384-388

There are N projects of unknown quality. We solve the problem of choosing the best n<N projects from this set when there is a finite time to allocate to learning their quality.

Persistent link: https://www.econbiz.de/10010681764

Estimation of the parameters of a Markov-modulated loss process in insurance

Guillou, Armelle; Loisel, Stéphane; Stupfler, Gilles - In: Insurance: Mathematics and Economics 53 (2013) 2, pp. 388-404

-modulated Poisson process (MMPP) and L is a multivariate loss process whose behavior is driven by N. We prove the strong consistency of …

Persistent link: https://www.econbiz.de/10010702902

On the Cramér–von Mises test with parametric hypothesis for poisson processes

Dabye, A. - In: Statistical Inference for Stochastic Processes 16 (2013) 1, pp. 1-13

The problem of the goodness of-fit testing for inhomogeneous Poisson process with parametric basic hypothesis is …

Persistent link: https://www.econbiz.de/10010634179

The set-indexed Lévy process: Stationarity, Markov and sample paths properties

Herbin, Erick; Merzbach, Ely - In: Stochastic Processes and their Applications 123 (2013) 5, pp. 1638-1670

class. As an example, the set-indexed compound Poisson process is introduced. The set-indexed Lévy process is characterized …

Persistent link: https://www.econbiz.de/10010636527

Pricing catastrophe risk bonds: A mixed approximation method

Ma, Zong-Gang; Ma, Chao-Qun - In: Insurance: Mathematics and Economics 52 (2013) 2, pp. 243-254

compound nonhomogeneous Poisson process. Furthermore, we estimate and calibrate the parameters of the pricing model using the …

Persistent link: https://www.econbiz.de/10010662440

Inventory rationing decision models during replenishment lead time

Hung, Yi-Feng; Hsiao, Jui-Yi - In: International Journal of Production Economics 144 (2013) 1, pp. 290-300

This study considers an inventory rationing problem in which a warehouse maintains inventory to meet various future requests that are classified into a discrete number of priorities. When there is limited inventory quantity in the warehouse, we prefer to fulfill higher priority requests over...

Persistent link: https://www.econbiz.de/10010665766

Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting

Bai, Lihua; Cai, Jun; Zhou, Ming - In: Insurance: Mathematics and Economics 53 (2013) 3, pp. 664-670

Assume that an insurer has two dependent lines of business. The reserves of the two lines of business are modeled by a two-dimensional compound Poisson risk process or a common shock model. To protect from large losses and to reduce the ruin probability of the insurer, the insurer applies a...

Persistent link: https://www.econbiz.de/10010719110

Asymptotics for threshold regression under general conditions

Yu, Ping; Zhao, Yongqiang - In: The econometrics journal 16 (2013) 3, pp. 430-462

Persistent link: https://www.econbiz.de/10010253632

Apparent criticality and calibration issues in the Hawkes self-excited point process model : application to high-frequency financial data

Filimonov, Vladimir; Sornette, Didier - 2013

calibration of the Hawkes process on mixtures of pure Poisson process with changes of regime leads to completely spurious apparent …

Persistent link: https://www.econbiz.de/10010257507