For insurance risks, jump processes such as homogeneous/non-homogeneous Poisson process and Cox process have been used . In financial modelling, it has been observed that diffusion models are not robust enough to capture the appearance of jumps in underlying asset prices and interest rates. As a result, generalised Lévy processes, which are simply speaking, the combinations of Poisson process a...

A variety of Software Reliability Growth Models (SRGM) have been presented in literature. These models suffer many problems when handling various types of project. The reason is; the nature of each project makes it difficult to build a model which can generalize. In this paper we propose the use of Genetic Programming (GP) as an evolutionary computation approach to handle the software reliabili...

We develop an approach of component software reliability analysis which includes the benefits of both time domain, and structure based approaches. This approach overcomes the deficiency of existing NHPP techniques that fall short of addressing repair, and internal system structures simultaneously. Our solution adopts a method of transformation of testing data to cover both methods, and is expec...

In this paper we consider the problem of estimating the intensity of a spatial homogeneous Poisson process if a part of the observations [quadrat counts] is censored. The actual problem has occurred during a court case when one of the authors was a referee for the defense. TYPE I CENSORING; SPATIAL POISSON PROCESS; INTENSITY ESTIMATION AMS CLASSIFICATION: PRIMARY: 62F12; SECONDARY: 62N25, 90B25

In this paper, under the assumption that the claimsize is subexponentially distributed and the insurance capital is totally invested in risky asset, some simple asymptotics of finite horizon ruin probabilities are obtained for non-homogeneous Poisson process and conditional Poisson risk models as well as renewal risk model, when the initial capital is quite large. Extremal event is described in...

This paper reports on theoretical investigations of the stochastic properties of the signal series of ionisation chambers, in particular fission chambers. First, a simple and transparent derivation is given of the higher order moments of the random detector signal for incoming pulses with a non-homogeneous Poisson distribution and random pulse heights and arbitrary shape. Exact relationships ar...

Software reliability is an important aspect of software quality. And achieving reliability is the need of today’s global competition. Estimation and prediction are the ways to analyze software reliability. Software reliability growth model is used to estimate the reliability through mathematical expression and it also used to interpret software failures as a random process. This paper describes...

Abstract A common approach to modelling extreme values is to consider the excesses above a high threshold as realisations of a non-homogeneous Poisson process. While this method offers the advantage of modelling using threshold-invariant extreme value parameters, the dependence between these parameters makes estimation more difficult. We present a novel approach for Bayesian estimation of the P...

Periodicity and Ruin Probabilities for Compound Non-Homogenous Poisson Processes Compound non-homogenous Poisson processes with periodic claim intensity rates are stiidied in this work. A risk process related to a short term periodic environment and the periodicity for its compound claim counting process are discussed. The ruin probabilities of compo~md non-homogenous Poisson processes with per...