Displaying similar documents to “A Research Note on the Estimated Incapability Index”

Spatio-temporal modelling of a Cox point process sampled by a curve, filtering and Inference

Blažena Frcalová, Viktor Beneš (2009)

Kybernetika

Similarity:

The paper deals with Cox point processes in time and space with Lévy based driving intensity. Using the generating functional, formulas for theoretical characteristics are available. Because of potential applications in biology a Cox process sampled by a curve is discussed in detail. The filtering of the driving intensity based on observed point process events is developed in space and time for a parametric model with a background driving compound Poisson field delimited by special test...

Stable-1/2 bridges and insurance

Edward Hoyle, Lane P. Hughston, Andrea Macrina (2015)

Banach Center Publications

Similarity:

We develop a class of non-life reserving models using a stable-1/2 random bridge to simulate the accumulation of paid claims, allowing for an essentially arbitrary choice of a priori distribution for the ultimate loss. Taking an information-based approach to the reserving problem, we derive the process of the conditional distribution of the ultimate loss. The "best-estimate ultimate loss process" is given by the conditional expectation of the ultimate loss. We derive explicit expressions...

Hazard rate model and statistical analysis of a compound point process

Petr Volf (2005)

Kybernetika

Similarity:

A stochastic process cumulating random increments at random moments is studied. We model it as a two-dimensional random point process and study advantages of such an approach. First, a rather general model allowing for the dependence of both components mutually as well as on covariates is formulated, then the case where the increments depend on time is analyzed with the aid of the multiplicative hazard regression model. Special attention is devoted to the problem of prediction of process...

Nonparametric Bayesian estimation and goodness of fit test.

Vicente Quesada Paloma, Alfonso García Pérez (1985)

Qüestiió

Similarity:

We first make a review of prior distributions neutral to the right, and then we get the Bayes rule for the survival function S(t) = 1 - F(t), with quadratic loss, with these prior distributions. We give, after that, the estimator with a special kind of processes neutral to the right, the homogeneous processes. We get in point four the linear Bayes rule and we give there an interpretation of the parameters. We finish with a Bayesian generalization of the Kolmogorov-Smirnov...

A counting process model of survival of parallel load-sharing system

Petr Volf, Aleš Linka (2001)

Kybernetika

Similarity:

A system composed from a set of independent and identical parallel units is considered and its resistance (survival) against an increasing load is modelled by a counting process model, in the framework of statistical survival analysis. The objective is to estimate the (nonparametrized) hazard function of the distribution of loads breaking the units of the system (i. e. their breaking strengths), to derive the large sample properties of the estimator, and to propose a goodness-of-fit...

On cumulative process model and its statistical analysis

Petr Volf (2000)

Kybernetika

Similarity:

The notion of the counting process is recalled and the idea of the ‘cumulative’ process is presented. While the counting process describes the sequence of events, by the cumulative process we understand a stochastic process which cumulates random increments at random moments. It is described by an intensity of the random (counting) process of these moments and by a distribution of increments. We derive the martingale – compensator decomposition of the process and then we study the estimator...

BPMN Analysis of Public Procurement

Semerdjieva, Maria, Krastev, Evgeniy (2012)

Serdica Journal of Computing

Similarity:

ACM Computing Classification System (1998): D.0, D.2.11. This paper formulates a realistic case study of a public procurement process, where the national legal system is taken in consideration. Business Process Modeling Notation (BPMN) is used for encoding processes related to the analysis of public procurement tasks. Critical elements in the public procurement process that affect time, quality and cost are identified at the organizational, process execution and system levels....