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Statistical Modelling: Application to the financial sector

Cláudia RoçadasTeresa A. OliveiraJoão T. Mexia — 2011

Discussiones Mathematicae Probability and Statistics

Our research is centred on the stochastic structure of matched open populations, subjected to periodical reclassifications. These populations are divided into sub-populations. In our application we considered two populations of customers of a bank: with and without account manager. Two or more of such population are matched when there is a 1-1 correspondence between their sub-populations and the elements of one of them can go to another, if and only if the same occurs with elements from the...

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