Predictive distribution for polytomous logistic models with nonlinear link functions.
Predictive Estimation of Finite Population Mean Using Product Estimator.
Predictive sample reuse techniques for censored data.
Predictive sample reuse methods usually applied in low structure aparametric paradigms are shown to be useful in certain high structure situations when conjoined with a Bayesian approach. Particular attention is focused on the incomplete data situation for which two alternative sample reuse approaches are devised. The first involves differential weighting and the second a recursive sample reuse algorithm. These are applied to censored exponential survival data. The exponential approach appears to...
Predikce výsledků voleb a stratifikované náhodné výběry
Koncept stratifikovaného náhodného výběru představuje užitečnou alternativu prostého náhodného výběru v situaci, kdy je zkoumaná populace složena z několika částí s různými vlastnostmi. Je tak možné například při stejném rozsahu výběru získat odhad průměru s menším rozptylem. V tomto příspěvku si představíme základy teorie stratifikovaných náhodných výběrů a na příkladu druhého kola prezidentských voleb 2023 si ukážeme jejich praktické použití.
Preface
Preface [International Workshop “Robust and Nonparametric Inference”, Hejnice 2007]
Přehled deterministických a stochastických aproximačních metod pro minimalizaci funkcí
Premium evaluation for different loss distributions using utility theory
For any insurance contract to be mutually advantageous to the insurer and the insured, premium setting is an important task for an actuary. The maximum premium ( that an insured is willing to pay can be determined using utility theory. The main focus of this paper is to determine by considering different forms of the utility function. The loss random variable is assumed to follow different Statistical distributions viz Gamma, Beta, Exponential, Pareto, Weibull, Lognormal and Burr. The theoretical...
Presentation of J. H. Lambert's text “Vorstellung der Grössen durch Figuren” (1765). With two analyses of Lambert's practice of visual strategies in his experimental studies.
Pre-symptomatic Influenza Transmission, Surveillance, and School Closings: Implications for Novel Influenza A (H1N1)
Early studies of the novel swine-origin 2009 influenza A (H1N1) epidemic indicate clinical attack rates in children much higher than in adults. Non-medical interventions such as school closings are constrained by their large socio-economic costs. Here we develop a mathematical model to ascertain the roles of pre-symptomatic influenza transmission as well as symptoms surveillance of children to assess the utility of school closures. Our model analysis...
Pricing bonds and CDS in the model with rating migration induced by a Cox process
We investigate the properties of a rating migration process assuming that it is given by subordination of a discrete time Markov chain and a Cox process. The problem of pricing of defaultable bonds with fractional recovery of par value with rating migration and credit default swaps is considered. As an example of applications of our results, we give an explicit solution to the pricing problem in a model with short rate and intensity processes given by the solution of a two-dimensional Ornstein-Uhlenbeck...
Pricing equity-indexed annuities under stochastic interest rates using copulas.
Pricing exotic options under a high-order Markovian regime switching model.
Pricing of zero-coupon and coupon cat bonds
We apply the results of Baryshnikov, Mayo and Taylor (1998) to calculate non-arbitrage prices of a zero-coupon and coupon CAT bond. First, we derive pricing formulae in the compound doubly stochastic Poisson model framework. Next, we study 10-year catastrophe loss data provided by Property Claim Services and calibrate the pricing model. Finally, we illustrate the values of the CAT bonds tied to the loss data.
Princip maxima entropie
Principal Components Analysis in the Complex Case.
Principe d'invariance sur le processus de vraisemblance
Příspěvky k dějepisu české pojistné matematiky
Probabilistic derivation of a bilinear summation formula for the Meixner- Pollaczek polynomials.
Probabilistic finite state automata and time series analysis.