This monograph presents a time-dynamic model for multivariate claim counts in actuarial applications.
Inspired by real-world claim arrivals, the model balances interesting stylized facts (such as de……続きを見る
In recent years, online social networking has revolutionized interpersonal communication. The newer research on language analysis in social media has been increasingly focusing on the latter's impac……続きを見る
In this volume a theory for models of transport in the presence of a free boundary is developed.
Macroscopic laws of transport are described by PDE's.
When the system is open, there are several mech……続きを見る
This volume presents classical results of the theory of enlargement of filtration. The focus is on the behavior of martingales with respect to the enlarged filtration and related objects. The study ……続きを見る
Questo testo nasce con l'obiettivo di aiutare lo studente nella transizione fra i concetti teorici e metodologici dell'inferenza statistica e la loro implementazione al computer. La prima parte del ……続きを見る
This book presents the latest results related to one- and two-way models for time series data. Analysis of variance (ANOVA) is a classical statistical method for IID data proposed by R.A. Fisher to ……続きを見る
Quantile-Based Reliability Analysis presents a novel approach to reliability theory using quantile functions in contrast to the traditional approach based on distribution functions. Quantile functio……続きを見る
This book provides a general theoretical background for constructing the recursive Bayesian estimation algorithms for mixture models. It collects the recursive algorithms for estimating dynamic mixt……続きを見る
Reliability and Safety of Complex Technical Systems and Processes offers a comprehensive approach to the analysis, identification, evaluation, prediction and optimization of complex technical system……続きを見る
This book discusses Change Management Impact Analysis and how this method is used to analysis the risks and benefits of a change management initiative when it pertains to obtaining critical insight ……続きを見る
This book gives a brief survey of the theory of multidimensional (multivariate), weakly stationary time series, with emphasis on dimension reduction and prediction. Understanding the covered materia……続きを見る
This book introduces readers to theories that play a crucial role in modern mathematics, such as integration and functional analysis, employing a unifying approach that views these two subjects as b……続きを見る
Electromagnetic complex media are artificial materials that affect the propagation of electromagnetic waves in surprising ways not usually seen in nature. Because of their wide range of important ap……続きを見る
This book provides analytic tools to describe local and global behavior of solutions to Itô-stochastic differential equations with non-degenerate Sobolev diffusion coefficients and locally integrabl……続きを見る
The book deals with the application of various measures of information like the entropy, divergence, inaccuracy, etc. in modelling lifetimes of devices or equipment in reliability analysis. This is ……続きを見る
