The classical credibility theory proposed by Bühlmann has been widely used in general insurance applications. In this paper we propose a credibility theory via truncation of the loss data, or the trimmed mean. The proposed framework contains the classical credibility theory as a special case...

Fitting insurance loss data can be challenging because of their non-negativity, asymmetry, skewness, and possible multi-modality. Though many parametric models have been used in the actuarial literature, these difficulties call for more flexible models for actuarial applications. In this paper,...

A data-adaptive multiscale spatial decomposition model is proposed to deal with skew-distributed data (eg, population or GDP). Relying on the filtering characteristics according to the bandwidth change of kernel smoothing, the parallel spatial kernel smoothing with different bandwidths is...

Calculated level spacing statistics in randomly shaped jellium metal clusters, with Coulomb and Breit interactions between the electrons, is found to differ qualitatively from the Wigner distribution and better correspond with the Poisson distribution. Prediction of significantly enhanced...

The Berezinskii–Kosterlitz–Thouless (BKT) phase transition of 2D dilute generalized XY model on a triangular lattice is studied by a hybrid Monte Carlo (MC) method. The critical temperatures are obtained by several methods for dilute and non-dilute cases. It is found that the critical...