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Nonparametric estimation of risk measures of collective risks

Lauer, Alexandra; Zähle, Henryk - In: Statistics & Risk Modeling 32 (2016) 2, pp. 89-102

Abstract We consider two nonparametric estimators for the risk measure of the sum of n i.i.d. individual insurance risks where the number of historical single claims that are used for the statistical estimation is of order n . This framework matches the situation that nonlife insurance companies...

Persistent link: https://www.econbiz.de/10014621243

GPU Implementation of Image Convolution Using Sparse Model with Efficient Storage Format

Babu, M. Rajasekhara; Mohammed, Saira Banu Jamal; … - In: International Journal of Grid and High Performance … 10 (2018) 1, pp. 54-70

becomes a focus in research fields. Convolution is an integral operation in filtering, smoothing and edge detection. In this … article, the process of convolution is realized as a sparse linear system and is solved using Sparse Matrix Vector … Multiplication (SpMV). The Compressed Sparse Row (CSR) format of SPMV shows better CPU performance compared to normal convolution. To …

Persistent link: https://www.econbiz.de/10012045068

A Note on the Convolution of the Uniform and Related Distributions and Their Use in Quality Control

Killmann, Frank; von Collani, Elart - In: Stochastics and Quality Control 16 (2001) 1, pp. 17-41

Abstract Consider a product with quality characteristic X . Assume that the product is composed of n parts each with quality characteristic X i , and and let X = X 1 + . . . + X n Assume that there is a lower specification L and an upper specification U for X . Then the problem arises how to...

Persistent link: https://www.econbiz.de/10014590707

Comonotonicity, orthant convex order and sums of random variables

Mesfioui, Mhamed; Denuit, Michel M. - In: Statistics & Probability Letters 96 (2015) C, pp. 356-364

This paper extends a useful property of the increasing convex order to the multivariate orthant convex order. Specifically, it is shown that vectors of sums of comonotonic random variables dominate in the orthant convex order vectors of sums of random variables that are smaller in the increasing...

Persistent link: https://www.econbiz.de/10011115935

Some results about the exponential ordering of inactivity time

Kayid, M.; Alamoudi, L. - In: Economic Modelling 33 (2013) C, pp. 159-163

of convolution and mixture. Some applications to shock models are discussed. …

Persistent link: https://www.econbiz.de/10010737967

Tight numerical bounds for digital terrain modeling by interpolatory subdivision schemes

Moncayo, M.; Reinoso, J.F.; Amat, S. - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 10, pp. 2258-2269

Surface subdivision schemes are used extensively in scientific and practical applications to generate continuous surfaces in an iterative manner, starting from a set of points. The first subdivision step defines the so called control polygon. This initial polygon can be considered as a very...

Persistent link: https://www.econbiz.de/10010869984

Fuzzy and rule-based image convolution

Looney, Carl G. - In: Mathematics and Computers in Simulation (MATCOM) 51 (2000) 3, pp. 209-219

An image can be sharpened by high pass filtering of its discrete Fourier transform or by an equivalent convolution … taken here to sharpening and edge detection, as well as smoothing and other processing is to use a ‘smart’ convolution mask … that makes rule-based decisions. Upon employing gains in the rule consequents, we achieve a type of fuzzy convolution of …

Persistent link: https://www.econbiz.de/10010870449

Approximate posterior distributions for convolutional two-level hidden Markov models

Rimstad, Kjartan; Omre, Henning - In: Computational Statistics & Data Analysis 58 (2013) C, pp. 187-200

Gaussian variables. The top level contains observable variables that are a convolution of the variables in the middle level …

Persistent link: https://www.econbiz.de/10010871487

Understanding how both the partitions of a bipartite network affect its one-mode projection

Mukherjee, Animesh; Choudhury, Monojit; Ganguly, Niloy - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 20, pp. 3602-3607

iterative convolution. The results are cross-validated through appropriate simulations. …

Persistent link: https://www.econbiz.de/10010872742

Distance-dependent connectivity: Yet another approach to the small-world phenomenon

Medo, Matúš - In: Physica A: Statistical Mechanics and its Applications 360 (2006) 2, pp. 617-628

We investigate a relationship network of humans located in a metric space where relationships are drawn according to a distance-dependent probability density. The obtained spatial graph allows us to calculate the average separation of people in a very simple manner. The acquired results agree...

Persistent link: https://www.econbiz.de/10011057873