Doubly periodic non-homogeneous Poisson models for hurricane data

DOI10.1016/j.stamet.2004.10.004zbMath1248.86003OpenAlexW2168017967MaRDI QIDQ713630

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 estimationperiodicityhurricanesnon-homogeneous Poisson processclaim intensity functiondoubly periodic Poisson modelEl Niño/La Niña

Mathematics Subject Classification ID

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

Related Items

Ruin probabilities in multivariate risk models with periodic common shock ⋮ Confidence regions for the intensity function of a cyclic Poisson process ⋮ Conditional, non-homogeneous and doubly stochastic compound Poisson processes with stochastic discounted claims ⋮ Estimating the parameters of a seasonal Markov-modulated Poisson process ⋮ Weighted premium calculation principles ⋮ Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data ⋮ Risk models with dependence between claim occurrences and severities for Atlantic hurricanes ⋮ On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing ⋮ A non-parametric estimator for the doubly periodic Poisson intensity function ⋮ The order-statistic claim process with dependent claim frequencies and severities ⋮ Regime-Switching Periodic Models For Claim Counts

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Computational methods in risk theory: a matrix-algorithmic approach
• Renewal and nonhomogeneous Poisson processes generated by distributions with periodic failure rate
• Trend analysis and prediction procedures for time nonhomogeneous claim processes
• Martingales and insurance risk
• Risk Theory in a Periodic Environment: The Cramér-Lundberg Approximation and Lundberg's Inequality
• Probability Distributions in Periodic Random Environment and Their Applications
• On A Surplus Process Under A Periodic Environment