Abstract We show how regional prediction of car insurance risks can be improved for finer subregions by combining explanatory modeling with phenomenological models from industrial practice. Motivated by the control-variates technique, we propose a suitable combined predictor when claims data...

Distributional properties are considered of the typical cell of stationary iterated tessellations (SIT), which are generated by stationary Poisson-Voronoi tessellations (SPVT) and stationary Poisson line tessellations (SPLT), respectively. Using Neveu’s exchange formula, the typical cell of...

Distributional properties are considered of the typical cell of stationary iterated tessellations (SIT), which are generated by stationary Poisson-Voronoi tessellations (SPVT) and stationary Poisson line tessellations (SPLT), respectively. Using Neveu’s exchange formula, the typical cell of...

Stationary random closed sets [Xi] in are considered whose realizations belong to the extended convex ring. A new approach is proposed to joint estimation of the specific intrinsic volumes of [Xi], including the specific Euler-Poincaré characteristic , the specific surface area , and the volume...

We give some probabilistic conditions based on coupling for a functional of a Poisson point process to be differentiable in the intensity [lambda] of this process in a neighborhood of the origin. These conditions are exemplified on various queueing theory problems, and compared with other...

A stochastic model for the tracks of tropical cyclones that allows for the computerised generation of a large number of synthetic cyclone tracks is introduced. This will provide a larger dataset than previously available for the assessment of risks in areas affected by tropical cyclones. To...

We consider a spatial stochastic model for the simulation of tropical cyclone tracks, which has recently been introduced. Cyclone tracks are represented as labeled polygonal lines, which are described by the movement directions, translational speeds, and wind speeds of the cyclones in regular...

A method is introduced for assessing the probabilities and intensities of tropical cyclones at landfall and applied to data from the North Atlantic. First, a recently developed model for the basin-wide Monte-Carlo simulation of tropical cyclone tracks is enhanced and transferred to the North...