Mixture of bivariate Poisson regression models with an application to insurance

In a recent paper Bermúdez [2009] used bivariate Poisson regression models for ratemaking in car insurance, and included zero-inflated models to account for the excess of zeros and the overdispersion in the data set. In the present paper, we revisit this model in order to consider alternatives. We propose a 2-finite mixture of bivariate Poisson regression models to demonstrate that the overdispersion in the data requires more structure if it is to be taken into account, and that a simple zero-inflated bivariate Poisson model does not suffice. At the same time, we show that a finite mixture of bivariate Poisson regression models embraces zero-inflated bivariate Poisson regression models as a special case. Additionally, we describe a model in which the mixing proportions are dependent on covariates when modelling the way in which each individual belongs to a separate cluster. Finally, an EM algorithm is provided in order to ensure the models’ ease-of-fit. These models are applied to the same automobile insurance claims data set as used in Bermúdez [2009] and it is shown that the modelling of the data set can be improved considerably.

A subspace correction method for discontinuous Galerkin discretizations of linear elasticity equations

We study preconditioning techniques for discontinuous Galerkin discretizations of isotropic linear elasticity problems in primal (displacement) formulation. We propose subspace correction methods based on a splitting of the vector valued piecewise linear discontinuous finite element space, that are optimal with respect to the mesh size and the Lamé parameters. The pure displacement, the mixed and the traction free problems are discussed in detail. We present a convergence analysis of the proposed preconditioners and include numerical examples that validate the theory and assess the performance of the preconditioners.

Vectorial capacity, basic reproduction number, force of infection and all that: formal notation to complete and adjust their classical concepts and equations

A dimensional analysis of the classical equations related to the dynamics of vector-borne infections is presented. It is provided a formal notation to complete the expressions for the Ross' Threshold Theorem, the Macdonald's basic reproduction "rate" and sporozoite "rate", Garret-Jones' vectorial capacity and Dietz-Molineaux-Thomas' force of infection. The analysis was intended to provide a formal notation that complete the classical equations proposed by these authors.

An energy preserving discontinouous Galerkin method for Vlasov-Poisson system

Vegeu el resum a l'inici del document de l'arxiu adjunt

Hyperbolic reaction-diffusion equations for a forest fire model

Forest fire models have been widely studied from the context of self-organized criticality and from the ecological properties of the forest and combustion. On the other hand, reaction-diffusion equations have interesting applications in biology and physics. We propose here a model for fire propagation in a forest by using hyperbolic reaction-diffusion equations. The dynamical and thermodynamical aspects of the model are analyzed in detail

Irreversible thermodynamics of Poisson processes with reaction

A kinetic model is derived to study the successive movements of particles, described by a Poisson process, as well as their generation. The irreversible thermodynamics of this system is also studied from the kinetic model. This makes it possible to evaluate the differences between thermodynamical quantities computed exactly and up to second-order. Such differences determine the range of validity of the second-order approximation to extended irreversible thermodynamics

Speed of wave-front solutions to hyperbolic reaction-diffusion equations

The asymptotic speed problem of front solutions to hyperbolic reaction-diffusion (HRD) equations is studied in detail. We perform linear and variational analyses to obtain bounds for the speed. In contrast to what has been done in previous work, here we derive upper bounds in addition to lower ones in such a way that we can obtain improved bounds. For some functions it is possible to determine the speed without any uncertainty. This is also achieved for some systems of HRD (i.e., time-delayed Lotka-Volterra) equations that take into account the interaction among different species. An analytical analysis is performed for several systems of biological interest, and we find good agreement with the results of numerical simulations as well as with available observations for a system discussed recently

Randomized observation periods for the compound Poisson risk model: Dividends

In the framework of the classical compound Poisson process in collective risk theory, we study a modification of the horizontal dividend barrier strategy by introducing random observation times at which dividends can be paid and ruin can be observed. This model contains both the continuous-time and the discrete-time risk model as a limit and represents a certain type of bridge between them which still enables the explicit calculation of moments of total discounted dividend payments until ruin. Numerical illustrations for several sets of parameters are given and the effect of random observation times on the performance of the dividend strategy is studied.

Spirometry reference equations for central European populations from school age to old age.

BACKGROUND: Spirometry reference values are important for the interpretation of spirometry results. Reference values should be updated regularly, derived from a population as similar to the population for which they are to be used and span across all ages. Such spirometry reference equations are currently lacking for central European populations. OBJECTIVE: To develop spirometry reference equations for central European populations between 8 and 90 years of age. MATERIALS: We used data collected between January 1993 and December 2010 from a central European population. The data was modelled using "Generalized Additive Models for Location, Scale and Shape" (GAMLSS). RESULTS: The spirometry reference equations were derived from 118'891 individuals consisting of 60'624 (51%) females and 58'267 (49%) males. Altogether, there were 18'211 (15.3%) children under the age of 18 years. CONCLUSION: We developed spirometry reference equations for a central European population between 8 and 90 years of age that can be implemented in a wide range of clinical settings.

Socialisme et coopération, socialisme politique, socialisme de producteurs, socialisme de consommateurs / E. Poisson

Collection : Bibliothèque socialiste