New Trends in Stochastic Modeling and Data Analysis

Raimondo Manca - Sally McClean - Christos H Skiadas (Eds)

Full Book Download (18.9 Mb)

pp 440

Chapter 1

Asymptotic Analysis of Stochastic Systems with Complex Structure

Ekaterina Bulinskaya

On the Models and Methods Discussed in the Chapter "Asymptotic Analysis of Stochastic Systems with Complex Structure"

3-12

Larisa G. Afanasyeva and Andrey Tkachenko

Stability Analysis of Multi-Server Discrete-Time Queueing Systems with Interruptions and Regenerative Input Flow

13-26

Ekaterina Bulinskaya and Anastasia Muromskaya

Optimization of Multi-Component Insurance System with Dividend Payments

27-42

Anatoly Manita

Multidimensional Synchronization Models Based on Levy Processes

43-57

Stanislav Molchanov and Elena Yarovaya

The Propagating Front of the Particle Population in Branching Random Walks

59-73

Chapter 2

Markov and semi-Markov models

Hannah Mitchell, Adele H Marshall, Mariangela Zenga

The Coxian Phase-type distribution with a Hidden Node

77-90

Zacharias Kyritsis, Aleka Papadopoulou

Discrete observation of a continuous time semi Markov model for HIV control – Modelling the quality of life through rewards

91-101

Jesús E. García and V. A. González-López

Interaction partition. Structure of interacting coordinates for a multivariate stochastic process

103-109

Chapter 3

Clustering and Partitioning

Osvaldo Silva, H. Bacelar-Nicolau, Fernando C. Nicolau, Áurea Sousa

Probabilistic Approach for Comparing Partitions

113-122

Helena Bacelar-Nicolau, Fernando C. Nicolau, Áurea Sousa and Leonor Bacelar-Nicolau

On Cluster Analysis of Complex and Heterogeneous Data. Helena Bacelar-Nicolau, Fernando C. Nicolau, Áurea Sousa and Leonor Bacelar-Nicolau

123-134

Christopher Engström and Sergei Silvestrov

Non-normalized PageRank and random walks on N-partite graphs

135-144

Chapter 4

Survival Analysis and Branching Processes

Nuria Torrado

Stochastic Modelings in Software Reliability

147-157

Demetris Avraam, Joao Pedro de Magalhaes, Séverine Arnold (-Gaille) and Bakhtier Vasiev

Mathematical study of mortality dynamics in heterogeneous population composed of subpopulations following an exponential increase in mortality rate with age

159-171

Dimitar Atanasov, Ana Staneva, and Vessela Stoimenova

Robust estimators for the bivariate power series offspring distributions

173-186

Chapter 5

Stochastics

Pedro Lencastre, Frank Raischel, Pedro G. Lind, Tim Rogers

Are credit ratings time-homogeneous and Markov?

189-198

Betuel Canhanga, Anatoliy Malyarenko, Ying Ni, and Sergei Silvestrov

Perturbation Methods for Pricing European Options in a Model with Two Stochastic Volatilities

199-210

Karl Lundengård, Carolyne Ogutu, Sergei Silvestrov, and Patrick Weke

Construction of moment-matching multinomial lattices for pricing of Asian options under a jump-diffusion process

211-220

Teresa Scholz, Vitor V. Lopes, Pedro G. Lind, and Frank Raischel

Modeling and analysis of cyclic inhomogeneous Markov processes: a wind turbine case study

221-232

Chapter 6

Data Analysis

Rui Gonçalves

Modeling errors in temperature forecasts

235-242

Ishita Basak and Ashis Kumar Chakraborty

Assessment of Classical and Bayesian approach for Estimation of Structural changes in Panel Data

243-255

Christopher Engström, Thierry Hamon, and Sergei Silvestrov

Genetic algorithm-based tuning of the C-Value for term ranking

257-268

Andreas Groll and Jasmin Abedieh

Employment and Fertility - A Comparison of the Family Survey 2000 and the Pairfam Panel

269-285

Ying N1, Christopher Engström, Anatoliy Malyarenko, and Fredrik Wallin

Building-type classification and discrimination based on measurements of energy consumption data

287-298

Jonas Österberg, Karl Lundengård, and Sergei Silvestrov

Vandermonde matrices, extreme points and orthogonal polynomials

299-308

Chapter 7

Demography and Related Applications

Konstantinos N. Zafeiris and Christos H. Skiadas

Demographic and Health Indicators in the Pomaks of Rhodopi, Greece

311-324

Konstantinos N. Zafeiris

A method for calculating life tables using archive data. An example from mountainous Rhodopi

325-337

Valery Antonov and Artem Zagaynov

Software Package for Calculating the Fractal and Cross Spectral Parameters of Cerebral Hemodynamic in a Real Time Mode

339-345

Jana Langhamrová, Kornélia Cséfalvaiová and Jitka Langhamrová

Life Expectancy and Modal Age at Death in Selected European Countries in the Years 1950-2012

347-357

Neir Antunes Paes, and Everlane Suane de Araújo Silva

Youth mortality by violence in the semiarid region of Brazil

359-366

Gustaf Strandell, Tomas Johansson

Smoothing of probabilities of death for older people in life expectancy tables

367-376

Plamen I. Trayanov and Maroussia Slavtchova-Bojkova

Branching Processes: Forecasting Human Population

377-385

Chapter 8

Stochastic Processes, Copulas and Actuarial Applications

Mariela Fernández, Jesús E. García, and Verónica A. González-López

Multivariate Markov chain predictions adjusted with copula models

389-394

Jozef Komorník, Magda Komorníková, and Jana Kalická

Modelling relations between returns of financial investments using perturbed copulas

395-407

Edmundo J. Huertas and Nuria Torrado

A survey on the isometry of certain orthogonal polynomial systems in martingale spaces

409-418

Eva Boj, Teresa Costa, Josep Fortiana, and Anna Esteve

Wald Test and Distance-Based Generalized Linear Models. Actuarial Application

419-428

Author Index

429-430