RT Generic
T1 On double periodic non-homogeneous poisson processes
A1 Garrido, José
A1 Lu, Yi
AB Non-homogenous Poisson processes with periodic claim intensity rate are proposed as the claim counting process of risk theory. We introduce a doubly periodic Poisson model with short and long term trends, illustrated by a double-beta intensity function. Here periodicity does not repeat the exact same short term pattern every year, but lets its peak intensity vary over a longer period. This model reflects periodic environments like those forming hurricanes, in alternating El Niño/La Niña years. The properties of the model are discussed in detail.
YR 2002
FD 2002-10
LK https://hdl.handle.net/10016/70
UL https://hdl.handle.net/10016/70
LA eng
DS e-Archivo
RD 1 sept. 2024