Methodology and Computing in Applied Probability最新文献

Effects of Prioritized Input on Human Resource Control in Departmentalized Markov Manpower Framework. 部门化马尔可夫人力资源框架下优先投入对人力资源控制的影响。

IF 0.9 4区数学

Methodology and Computing in Applied Probability Pub Date : 2023-01-01 DOI: 10.1007/s11009-023-10011-8

E O Ossai, M S Madukaife, A U Udom, U C Nduka, T E Ugah

{"title":"Effects of Prioritized Input on Human Resource Control in Departmentalized Markov Manpower Framework.","authors":"E O Ossai, M S Madukaife, A U Udom, U C Nduka, T E Ugah","doi":"10.1007/s11009-023-10011-8","DOIUrl":"https://doi.org/10.1007/s11009-023-10011-8","url":null,"abstract":"In this paper, extended Markov manpower models are formulated by incorporating a new class of members of a departmentalized manpower system in a homogeneous Markov manpower model. The new class, called limbo class, admits members of the system who exit to a limbo state for possible re-engagement in the active class. This results to two channels of recruitment: one from the limbo class and another from the outside environment. The idea is motivated by the need to preserve trained and experienced individuals who could be lost in times of financial crises or due to contract completion. The control aspect of the manpower structure under the extended models are examined. Under suitable stochastic condition for the flow matrices, it is proved that the maintainability of the manpower structure through promotion does not depend on the structural form of the limbo class when the system is expanding with priority on recruitment from outside environment, nor on the structural form of the active class when the system is shrinking with priority on recruitment from the limbo class. Necessary and sufficient conditions for maintainability of the manpower structure through recruitment in the case of expanding systems are also established with proofs.","PeriodicalId":18442,"journal":{"name":"Methodology and Computing in Applied Probability","volume":"25 1","pages":"37"},"PeriodicalIF":0.9,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9972330/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9411593","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

The Markovian Shot-noise Risk Model: A Numerical Method for Gerber-Shiu Functions. 马尔可夫短噪声风险模型:Gerber-Shiu函数的数值方法。

IF 0.9 4区数学

Methodology and Computing in Applied Probability Pub Date : 2023-01-01 DOI: 10.1007/s11009-023-10001-w

Simon Pojer, Stefan Thonhauser

引用次数: 1

On the Maximum of a Bivariate INMA Model with Integer Innovations. 具有整数创新的二元INMA模型的极大值问题。

IF 0.9 4区数学

Methodology and Computing in Applied Probability Pub Date : 2022-01-01 DOI: 10.1007/s11009-021-09920-3

J Hüsler, M G Temido, A Valente-Freitas

引用次数: 0

Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression. 加速等渗分布回归的池-邻接-违法者算法。

IF 0.9 4区数学

Methodology and Computing in Applied Probability Pub Date : 2022-01-01 DOI: 10.1007/s11009-022-09937-2

Alexander Henzi, Alexandre Mösching, Lutz Dümbgen

引用次数: 11

Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance. 以伽马密度为激励函数的Hawkes过程框架:在自然灾害保险中的应用。

IF 0.9 4区数学

Methodology and Computing in Applied Probability Pub Date : 2022-01-01 DOI: 10.1007/s11009-022-09938-1

Laurent Lesage, Madalina Deaconu, Antoine Lejay, Jorge Augusto Meira, Geoffrey Nichil, Radu State

{"title":"Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance.","authors":"Laurent Lesage, Madalina Deaconu, Antoine Lejay, Jorge Augusto Meira, Geoffrey Nichil, Radu State","doi":"10.1007/s11009-022-09938-1","DOIUrl":"https://doi.org/10.1007/s11009-022-09938-1","url":null,"abstract":"Hawkes processes are temporal self-exciting point processes. They are well established in earthquake modelling or finance and their application is spreading to diverse areas. Most models from the literature have two major drawbacks regarding their potential application to insurance. First, they use an exponentially-decaying form of excitation, which does not allow a delay between the occurrence of an event and its excitation effect on the process and does not fit well on insurance data consequently. Second, theoretical results developed from these models are valid only when time of observation tends to infinity, whereas the time horizon for an insurance use case is of several months or years. In this paper, we define a complete framework of Hawkes processes with a Gamma density excitation function (i.e. estimation, simulation, goodness-of-fit) instead of an exponential-decaying function and we demonstrate some mathematical properties (i.e. expectation, variance) about the transient regime of the process. We illustrate our results with real insurance data about natural disasters in Luxembourg.","PeriodicalId":18442,"journal":{"name":"Methodology and Computing in Applied Probability","volume":"24 4","pages":"2509-2537"},"PeriodicalIF":0.9,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8896979/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10827302","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 2