1 In this paper, the necessity for treating intra-household correlation is investigated by analyzing 2 two travel behavior indices, i.e. travel time and travel distance, for three important travel motives 3 (commuting, shopping, and leisure). Data stemming from the 2010 Belgian National Household 4 Travel Survey are used in the analysis. Two model approaches that accommodate for intra5 househol...

This paper examines the validity of some stylized statements that can be found in the actuarial literature about random effects models. Specifically, the actual meaning of the estimated parameters and the nature of the residual heterogeneity are discussed. A numerical illustration performed on a Belgian motor third party liability portfolio supports this discussion.

In order to study the relationship between random Boolean sets and some explanatory variables, this paper introduces a Propagation model. This model can be applied when corresponding Poisson process of the Boolean model is related to explanatory variables and the random grains are not affected by these variables. An approximation for the likelihood is used to find pseudo-maximum likelihood esti...

The seminal papers by Nelder and Wedderburn (Generalized Linear Models, JRSS A 1972) and Cox (Regression models and life tables, JRSS B 1972) both rely on the assumption that conditionally on covariate information (including time) the observations are independent. The difficulty in identifying and measuring all relevant covariates has pushed for methods that can handle both mean and covariance ...

In this paper, we analyse a single server polling model with two queues. Customers arrive at the two queues according to two independent Poisson processes. There is a single server that serves both queues with generally distributed service times. The server spends an exponentially distributed amount of time in each queue. After the completion of this residing time, the server instantaneously sw...