Doubly periodic non-homogeneous Poisson models for hurricane data
DOI10.1016/J.STAMET.2004.10.004zbMATH Open1248.86003OpenAlexW2168017967MaRDI QIDQ713630FDOQ713630
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
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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]
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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- Renewal and nonhomogeneous Poisson processes generated by distributions with periodic failure rate
- Trend analysis and prediction procedures for time nonhomogeneous claim processes
- Probability Distributions in Periodic Random Environment and Their Applications
- On A Surplus Process Under A Periodic Environment
Cited In (16)
- On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing
- On double periodic non-homogeneous Poisson processes
- Regime-Switching Periodic Models For Claim Counts
- Estimating the parameters of a seasonal Markov-modulated Poisson process
- Risk models with dependence between claim occurrences and severities for Atlantic hurricanes
- The order-statistic claim process with dependent claim frequencies and severities
- Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts
- Intervention analysis of hurricane effects on~snail abundance in a tropical forest using long-term spatiotemporal data
- Hurricane lifespan modeling through a semi-Markov parametric approach
- Confidence regions for the intensity function of a cyclic Poisson process
- A non-parametric estimator for the doubly periodic Poisson intensity function
- Modeling for seasonal marked point processes: an analysis of evolving hurricane occurrences
- Weighted premium calculation principles
- Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data
- Conditional, non-homogeneous and doubly stochastic compound Poisson processes with stochastic discounted claims
- Ruin probabilities in multivariate risk models with periodic common shock
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