Doubly periodic non-homogeneous Poisson models for hurricane data

DOI10.1016/J.STAMET.2004.10.004MaRDI QIDQ713630zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 19 October 2012

Published in Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.stamet.2004.10.004

zbMATH Keywords

maximum likelihood estimationnon-homogeneous Poisson processperiodicityhurricanesclaim intensity functiondoubly periodic Poisson model[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=El+Ni%EF%BF%BD%EF%BF%BDo%2FLa+Ni%EF%BF%BD%EF%BF%BDa&go=Go El Ni��o/La Ni��a]

Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to environmental and related topics (62P12) Geostatistics (86A32)

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• Martingales and insurance risk
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• On double periodic non-homogeneous Poisson processes
• Probability Distributions in Periodic Random Environment and Their Applications
• Renewal and nonhomogeneous Poisson processes generated by distributions with periodic failure rate
• Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality
• Trend analysis and prediction procedures for time nonhomogeneous claim processes

Cited in

(16)

• Regime-Switching Periodic Models For Claim Counts
• Intervention analysis of hurricane effects on~snail abundance in a tropical forest using long-term spatiotemporal data
• Estimating the parameters of a seasonal Markov-modulated Poisson process
• The order-statistic claim process with dependent claim frequencies and severities
• Weighted premium calculation principles
• Modeling for seasonal marked point processes: an analysis of evolving hurricane occurrences
• Confidence regions for the intensity function of a cyclic Poisson process
• On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing
• Hurricane lifespan modeling through a semi-Markov parametric approach
• Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts
• On double periodic non-homogeneous Poisson processes
• Risk models with dependence between claim occurrences and severities for Atlantic hurricanes
• Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data
• Ruin probabilities in multivariate risk models with periodic common shock
• Conditional, non-homogeneous and doubly stochastic compound Poisson processes with stochastic discounted claims
• A non-parametric estimator for the doubly periodic Poisson intensity function

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