Prediction in a Poisson Cluster Model
نویسنده
چکیده
We consider a Poisson cluster model, motivated by insurance applications. At each claim arrival time, modeled by the point of a homogeneous Poisson process, we start a cluster process which represents the number or amount of payments triggered by the arrival of a claim in a portfolio. The cluster process is a Lévy or truncated compound Poisson process. Given the observations of the process over a finite interval, we consider the expected value of the number and amount of payments in a future time interval. We also give bounds for the error encountered in this prediction procedure.
منابع مشابه
Poisson Mixture Regression Models for Heart Disease Prediction
Early heart disease control can be achieved by high disease prediction and diagnosis efficiency. This paper focuses on the use of model based clustering techniques to predict and diagnose heart disease via Poisson mixture regression models. Analysis and application of Poisson mixture regression models is here addressed under two different classes: standard and concomitant variable mixture regre...
متن کاملPoisson-Lindley INAR(1) Processes: Some Estimation and Forecasting Methods
This paper focuses on different methods of estimation and forecasting in first-order integer-valued autoregressive processes with Poisson-Lindley (PLINAR(1)) marginal distribution. For this purpose, the parameters of the model are estimated using Whittle, maximum empirical likelihood and sieve bootstrap methods. Moreover, Bayesian and sieve bootstrap forecasting methods are proposed and predict...
متن کاملمقایسه کارایی مدلهای رگرسیون پواسن تعمیم یافته با رگرسیون پواسن استاندارد در تحلیل رفتار باروری زنان شهر کاشان درسال 1391
Introduction: Different statistical methods can be used to analyze fertility data. When the response variable is discrete, Poisson model is applied. If the condition does not hold for the Poisson model, its generalized model will be applied. The goal of this study was to compare the efficiency of generalized Poisson regression model with the standard Poisson regression model in estimating the c...
متن کاملDevelopment of Models for Crash Prediction and Collision Estimation- A Case Study for Hyderabad City
Road traffic crash is a cause of unnatural death and occupies fifth position in the world as per WHO records. Road crashes in India are alarming in situation while road safety is professionally lacking and politically missing. Hyderabad city, the capital of newly formed Telangana State occupies sixth position in occurrence of road crashes. An attempt is made to understan...
متن کاملSingle-Vehicle Run-Off-Road Crash Prediction Model Associated with Pavement Characteristics
This study aims to evaluate the impact of pavement physical characteristics on the frequency of single-vehicle run-off-road (ROR) crashes in two-lane separated rural highways. In order to achieve this goal and to introduce the most accurate crash prediction model (CPM), authors have tried to develop generalized linear models, including the Poisson regression (PR), negative binomial regression (...
متن کامل