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Showing math.PRShow all
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math.PR2015
Prediction of components in random sums
Muneya Matsui
We consider predictions of the random number and the magnitude of each iid component in a random sum based on its distributional structure, where only a total value of the sum is a…
math.PR2013★ 1 cited
Prediction in a non-homogeneous Poisson cluster model
Muneya Matsui
A non-homogeneous Poisson cluster model is studied, motivated by insurance applications. The Poisson center process which expresses arrival times of claims, triggers off cluster me…