scholarly journals On the Stability of Recursive Formulas

1993 ◽  
Vol 23 (2) ◽  
pp. 227-258 ◽  
Author(s):  
Harry H. Panjer ◽  
Shaun Wang
Keyword(s):  
Binomial Distribution ◽  
Negative Binomial ◽  
Recursive Formula ◽  
Absolute Error ◽  
Recurrence Equation ◽  
Simple Method ◽  
Numerical Examples ◽  
Compound Binomial ◽  
Recursive Formulas ◽  
The Stability

AbstractBased on recurrence equation theory and relative error (rather than absolute error) analysis, the concept and criterion for the stability of a recurrence equation are clarified. A family of recursions, called congruent recursions, is proved to be strongly stable in evaluating its non-negative solutions. A type of strongly unstable recursion is identified. The recursive formula discussed by Panjer (1981) is proved to be strongly stable in evaluating the compound Poisson and the compound Negative Binomial (including Geometric) distributions. For the compound Binomial distribution, the recursion is shown to be unstable. A simple method to cope with this instability is proposed. Many other recursions are reviewed. Illustrative numerical examples are given.

scholarly journals An identity based on the generalised negative binomial distribution with applications in ruin theory

2018 ◽  
Vol 13 (2) ◽  
pp. 308-319
Author(s):  
David C. M. Dickson
Keyword(s):  
Negative Binomial Distribution ◽  
Binomial Distribution ◽  
Probability Function ◽  
Negative Binomial ◽  
Risk Model ◽  
Case Evaluation ◽  
Time Of Ruin ◽  
Compound Binomial ◽  
Identity Based ◽  
The Time Of Ruin

AbstractIn this study, we show how expressions for the probability of ultimate ruin can be obtained from the probability function of the time of ruin in a particular compound binomial risk model, and from the density of the time of ruin in a particular Sparre Andersen risk model. In each case evaluation of generalised binomial series is required, and the argument of each series has a common form. We evaluate these series by creating an identity based on the generalised negative binomial distribution. We also show how the same ideas apply to the probability function of the number of claims in a particular Sparre Andersen model.

scholarly journals Finite Sum Evaluation of the Negative Binomial-Exponential Model

1981 ◽  
Vol 12 (2) ◽  
pp. 133-137 ◽  
Author(s):  
Harry H. Panjer ◽  
Gordon E. Willmot
Keyword(s):  
Distribution Function ◽  
Binomial Distribution ◽  
Negative Binomial ◽  
Random Variable ◽  
Exponential Model ◽  
Compound Binomial ◽  
Binomial Parameter ◽  
Image Position ◽  
Finite Sum ◽  
Stop Loss

The compound negative binomial distribution with exponential claim amounts (severity) distribution is shown to be equivalent to a compound binomial distribution with exponential claim amounts (severity) with a different parameter. As a result of this, the distribution function and net stop-loss premiums for the Negative Binomial-Exponential model can be calculated exactly as finite sums if the negative binomial parameter α is a positive integer.The result is a generalization of Lundberg (1940).Consider the distribution ofwhere X1, X2, X3, … are independently and identically distributed random variables with common exponential distribution functionand N is an integer valued random variable with probability functionThen the distribution function of S is given byIf MX(t), MN(t) and MS(t) are the associated moment generating functions, then

Niche Sharing in Intertidal Mollusks and Decapods in Rocky Shore of Easter Island

2019 ◽  
Vol 53 (5) ◽  
pp. 417-422
Author(s):  
P. De los Ríos ◽  
E. Ibáñez Arancibia
Keyword(s):  
Spatial Distribution ◽  
Negative Binomial Distribution ◽  
Binomial Distribution ◽  
Rocky Shore ◽  
Negative Binomial ◽  
Null Model ◽  
Easter Island ◽  
Published Data ◽  
Distribution Analysis ◽  
Field Works

Abstract The coastal marine ecosystems in Easter Island have been poorly studied, and the main studies were isolated species records based on scientific expeditions. The aim of the present study is to apply a spatial distribution analysis and niche sharing null model in published data on intertidal marine gastropods and decapods in rocky shore in Easter Island based in field works in 2010, and published information from CIMAR cruiser in 2004. The field data revealed the presence of decapods Planes minutus (Linnaeus, 1758) and Leptograpsus variegatus (Fabricius, 1793), whereas it was observed the gastropods Nodilittorina pyramidalis pascua Rosewater, 1970 and Nerita morio (G. B. Sowerby I., 1833). The available information revealed the presence of more species in data collected in 2004 in comparison to data collected in 2010, with one species markedly dominant in comparison to the other species. The spatial distribution of species reported in field works revealed that P. minutus and N. morio have aggregated pattern and negative binomial distribution, L. variegatus had uniform pattern with binomial distribution, and finally N. pyramidalis pascua, in spite of aggregated distribution pattern, had not negative binomial distribution. Finally, the results of null model revealed that the species reported did not share ecological niche due to competition absence. The results would agree with other similar information about littoral and sub-littoral fauna for Easter Island.

Scalable Approach to High Coverages on Oxides via Iterative Training of a Machine-Learning Algorithm

2019 ◽  
Author(s):  
Andrew Medford ◽  
Shengchun Yang ◽  
Fuzhu Liu
Keyword(s):  
Machine Learning ◽  
Chemical Potential ◽  
Learning Algorithm ◽  
Absolute Error ◽  
Low Energy ◽  
Training Data ◽  
High Coverage ◽  
Metal Compounds ◽  
Adsorption Energies ◽  
The Stability

Understanding the interaction of multiple types of adsorbate molecules on solid surfaces is crucial to establishing the stability of catalysts under various chemical environments. Computational studies on the high coverage and mixed coverages of reaction intermediates are still challenging, especially for transition-metal compounds. In this work, we present a framework to predict differential adsorption energies and identify low-energy structures under high- and mixed-adsorbate coverages on oxide materials. The approach uses Gaussian process machine-learning models with quantified uncertainty in conjunction with an iterative training algorithm to actively identify the training set. The framework is demonstrated for the mixed adsorption of CH<sub>x</sub>, NH<sub>x</sub> and OH<sub>x</sub> species on the oxygen vacancy and pristine rutile TiO<sub>2</sub>(110) surface sites. The results indicate that the proposed algorithm is highly efficient at identifying the most valuable training data, and is able to predict differential adsorption energies with a mean absolute error of ~0.3 eV based on <25% of the total DFT data. The algorithm is also used to identify 76% of the low-energy structures based on <30% of the total DFT data, enabling construction of surface phase diagrams that account for high and mixed coverage as a function of the chemical potential of C, H, O, and N. Furthermore, the computational scaling indicates the algorithm scales nearly linearly (N<sup>1.12</sup>) as the number of adsorbates increases. This framework can be directly extended to metals, metal oxides, and other materials, providing a practical route toward the investigation of the behavior of catalysts under high-coverage conditions.

ANALISIS RISIKO OPERASIONAL MENGGUNAKAN PENDEKATAN DISTRIBUSI KERUGIAN DENGAN METODE AGREGAT

2011 ◽  
Vol 10 (2) ◽  
pp. 1
Author(s):  
Y. ARBI ◽  
R. BUDIARTI ◽  
I G. P. PURNABA
Keyword(s):  
Negative Binomial Distribution ◽  
Binomial Distribution ◽  
Negative Binomial ◽  
Financial Institution ◽  
Expected Value ◽  
Insurance Companies ◽  
Limited Data ◽  
Loss Distribution Approach ◽  
Potential Loss ◽  
The Impact

Operational risk is defined as the risk of loss resulting from inadequate or failed internal processes or external problems. Insurance companies as financial institution that also faced at risk. Recording of operating losses in insurance companies, were not properly conducted so that the impact on the limited data for operational losses. In this work, the data of operational loss observed from the payment of the claim. In general, the number of insurance claims can be modelled using the Poisson distribution, where the expected value of the claims is similar with variance, while the negative binomial distribution, the expected value was bound to be less than the variance.Analysis tools are used in the measurement of the potential loss is the loss distribution approach with the aggregate method. In the aggregate method, loss data grouped in a frequency distribution and severity distribution. After doing 10.000 times simulation are resulted total loss of claim value, which is total from individual claim every simulation. Then from the result was set the value of potential loss (OpVar) at a certain level confidence.

scholarly journals On the Numerical Simulation of HPDEs Using θ-Weighted Scheme and the Galerkin Method

Mathematics ◽  
2020 ◽  
Vol 9 (1) ◽  
pp. 78
Author(s):  
Haifa Bin Jebreen ◽  
Fairouz Tchier
Keyword(s):  
Differential Equation ◽  
Galerkin Method ◽  
Linear Ordinary Differential Equation ◽  
Time Interval ◽  
Hyperbolic Partial Differential Equation ◽  
Time Step ◽  
Numerical Examples ◽  
One Dimensional ◽  
The Stability ◽  
The Galerkin Method

Herein, an efficient algorithm is proposed to solve a one-dimensional hyperbolic partial differential equation. To reach an approximate solution, we employ the θ-weighted scheme to discretize the time interval into a finite number of time steps. In each step, we have a linear ordinary differential equation. Applying the Galerkin method based on interpolating scaling functions, we can solve this ODE. Therefore, in each time step, the solution can be found as a continuous function. Stability, consistency, and convergence of the proposed method are investigated. Several numerical examples are devoted to show the accuracy and efficiency of the method and guarantee the validity of the stability, consistency, and convergence analysis.

Soil Strength Reduction Method Induced by Variation of Water Content

2012 ◽  
Vol 170-173 ◽  
pp. 847-852
Author(s):  
Peng Ming Jiang ◽  
Zhong Lei Yan ◽  
Peng Li
Keyword(s):  
Slope Stability ◽  
Unsaturated Soil ◽  
Unsaturated Soils ◽  
Characteristic Curve ◽  
Strength Reduction ◽  
Actual State ◽  
Soil Slope ◽  
Simple Method ◽  
The Common ◽  
The Stability

As the complexity of unsaturated soil theory, and it must have a long test period when we study the unsaturated soils, so the conventional design analysis software does not provide such analysis, so we can imagine that such a slope stability analysis does not accurately reflect the actual state of the slope. Based on the known soil moisture content，this paper use the soil water characteristic curve and strength theory of unsaturated soil to calculate the strength reduction parameters of soil which can calculate the stability of the soil slope when using the common calculation method. It is noticeable that this method can be extended and applied if we establish regional databases for this simple method, and these databases can improve the accuracy of the calculation of slope stability.

scholarly journals Identifying Stabilising Effects on Survey Based Life Satisfaction Using Quasi-maximum Likelihood Estimation

2021 ◽  
Author(s):  
Johannes Klement
Keyword(s):  
Life Satisfaction ◽  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Negative Binomial ◽  
Measurement Instrument ◽  
Likelihood Estimation ◽  
Satisfaction Scale ◽  
Quasi Maximum Likelihood ◽  
The Stability

AbstractTo which extent do happiness correlates contribute to the stability of life satisfaction? Which method is appropriate to provide a conclusive answer to this question? Based on life satisfaction data of the German SOEP, we show that by Negative Binomial quasi-maximum likelihood estimation statements can be made as to how far correlates of happiness contribute to the stabilisation of life satisfaction. The results show that happiness correlates which are generally associated with a positive change in life satisfaction, also stabilise life satisfaction and destabilise dissatisfaction with life. In such as they lower the probability of leaving positive states of life satisfaction and increase the probability of leaving dissatisfied states. This in particular applies to regular exercise, volunteering and living in a marriage. We further conclude that both patterns in response behaviour and the quality of the measurement instrument, the life satisfaction scale, have a significant effect on the variation and stability of reported life satisfaction.

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