شماره ركورد كنفرانس
4155
عنوان مقاله
A Simulation Study on Non-homogeneous Bivariate Compound Poisson Model with Short-Term Periodicity
پديدآورندگان
Sakhaei Ali a_sakhaei@pnu.ac.ir Payame Noor University of Tehran , Nasiri Parviz pnasiri45@yahoo.com Payame Noor University of Tehran , Mahmoudvand Rahim r.mahmodvand@gmail.com Bu-Ali Sina University of hamedan
تعداد صفحه
4
كليدواژه
Le ́vy process , short term periodic , nonhomogeneous Poisson process , Clayton Le ́vy copula.
سال انتشار
1396
عنوان كنفرانس
اولين همايش ملي روشهاي مدرن در قيمت گذاري هاي بيمه اي و آمارهاي صنعتي
زبان مدرك
انگليسي
چكيده فارسي
In this paper, we study the nonhomogeneous bivariate compound Poisson process (NHBCPP) which the intensity function of Poisson process is short term periodic. The dependence structure in this process is modeled by an Le ́vy copula. Finally, we investigate the behavior of MLE of dependence parameter by a simulation .
كشور
ايران
لينک به اين مدرک