Results 1 to 10 of about 649 (90)
Extension of Short Rate Model Under a Lévy Process
Fountain Journal of Natural and Applied Sciences (FUJNAS), 2023 A lot of abnormalities occur in real-life scenarios, thus leading to some difficulties in modelling such scenarios without a deeper understanding of certain aspects of Lévy processes.
Dr A. M. Udoye
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Application of Odd Lomax log-logistic distribution to cancer data [PDF]
HeliyonThe effectiveness of the parental distribution is modified in this article by adding flexibility, allowing it to capture all characteristics of the provided real-world data sets.
Benson Benedicto Kailembo +2 more
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The Hachemeister Regression Model [PDF]
Informatică economică, 2008 In this article we will obtain, just like in the case of classical credibility model, a credibility solution in the form of a linear combination of the individual estimate (based on the data of a particular state) and the collective estimate (based on ...
Carmen Lenuta TRICA
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Explicit Description of the Input Data for the Program CRAC 2.0 Used in the Applications of the Credibility Theory [PDF]
Informatică economică, 2008 In this paper a brief overview of the structure and the possibilities of the program CRAC 2.0 is given. It will be shown how sectors can be determined in order to use the hierarchical model that is built into the software. Furthermore a general structure
Virginia ATANASIU
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Models of Non-Life Insurance Mathematics [PDF]
Informatică economică, 2008 In this communication we will discuss two regression credibility models from Non – Life Insurance Mathematics that can be solved by means of matrix theory.
Constanta Nicoleta BODEA
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Stress–Strength Reliability for the Unit-Lindley Distribution with an Application
, 2021 The unit-Lindley distribution has recently been introduced in the literature as an alternative to the beta and the Kumaraswamy distributions in support (0,1). This distribution enjoys many virtuous properties over the mentioned distributions.
Aniket Biswas, S. Chakraborty
semanticscholar +1 more source
Multivariate variable selection by means of null-beamforming
, 2021 This article aims to use beamforming, a covariate-assisted data projection method to solve the problem of variable selection for multivariate random-effects regression models. The new approach attempts to explore the covariance structure in the data with
Jian Zhang, Elaheh Oftadeh
semanticscholar +1 more source
On retrospective insurance premium
, 2021 In this paper we focus on the expected retrospective premium under equivalent representations. Some general properties related to extreme premia (minumum and maximum) are presented.
A. Campana, Paola Ferretti
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Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms [PDF]
Electronic Journal of Statistics, 2019 This work considers the problem of modified portmanteau tests for testing the adequacy of FARIMA models under the assumption that the errors are uncorrelated but not necessarily independent (i.e. weak FARIMA). We first study the joint distribution of the
Yacouba Boubacar Mainassara +2 more
semanticscholar +1 more source
An adjusted Grubbs' and generalized extreme studentized deviation
Demonstratio Mathematica, 2021 Detecting outlier data is an interesting subject in the statistical field. Grubbs’ test is one of the common detection methods of outlier observation at univariate data sets.
Alrawashdeh Mufda Jameel
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