A Lognormal Model for Insurance Claims Data

Autor: Daiane Aparecida Zuanetti, Carlos A. R. Diniz, José Galvão Leite

Publikováno v: Revstat Statistical Journal, Vol 4, Iss 2 (2006)

In the insurance area, especially based on observations of the number of claims, N(w), corresponding to an exposure w, and on observations of the total amount of claims incurred, Y (w), the risk theory arises to quantify risks and to fit models of pr

Externí odkaz: https://doaj.org/article/81ef65c2333d43879b2bdb41b01bdccf

On the integrated maximum likelihood estimators for a closed population capture–recapture model with unequal capture probabilities

Autor: Luis Ernesto Bueno Salasar, Francisco Louzada, José Galvão Leite

Publikováno v: Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual)
Universidade de São Paulo (USP)
instacron:USP

Nuisance parameter elimination is a central problem in capture–recapture modelling. In this paper, we consider a closed population capture–recapture model which assumes the capture probabilities varies only with the sampling occasions. In this mo

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::94b75ed9986e76aa9aa433d87aa7599d
https://doi.org/10.1080/02331888.2014.960870

A new long-term lifetime distribution induced by a latent complementary risk framework

Autor: Francisco Louzada, José Galvão Leite, Mari Roman, Vicente G. Cancho

Publikováno v: Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual)
Universidade de São Paulo (USP)
instacron:USP

In this paper, we proposed a new three-parameter long-term lifetime distribution induced by a latent complementary risk framework with decreasing, increasing and unimodal hazard function, the long-term complementary exponential geometric distribution

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1a6449b43a651e99e3d53c88c40ba9af
https://doi.org/10.1080/02664763.2012.706264

A Bayesian approach for predicting match outcomes: The 2006 (Association) Football World Cup

Autor: José Galvão Leite, Adriano K. Suzuki, Francisco Louzada-Neto, Luis Ernesto Bueno Salasar

Publikováno v: Journal of the Operational Research Society. 61:1530-1539

In this paper we propose a Bayesian methodology for predicting match outcomes. The methodology is illustrated on the 2006 Soccer World Cup. As prior information, we make use of the specialists’ opinions and the FIFA ratings. The method is applied t

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::24226d93b85d650cda1b3c9b2ca6c018
https://doi.org/10.1057/jors.2009.127

SIMULATION-BASED METHODOLOGY FOR PREDICTING FOOTBALL MATCH OUTCOMES CONSIDERING EXPERTS' OPINIONS: THE 2010 AND 2014 FOOTBALL WORLD CUP CASES

Autor: Adriano K. Suzuki, Anderson Ara, Luis Ernesto Bueno Salasar, Francisco Louzada, José Galvão Leite

Publikováno v: Pesquisa Operacional v.35 n.3 2015
Pesquisa operacional
Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)
instacron:SOBRAPO
Pesquisa Operacional, Vol 35, Iss 3, Pp 577-598 (2015)
Pesquisa Operacional, Volume: 35, Issue: 3, Pages: 577-598, Published: DEC 2015
Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual)
Universidade de São Paulo (USP)
instacron:USP

In this paper we propose a simulation-based method for predicting the 2010 and 2014Football World Cup. Adopting a bayesian perspective, we modeled the number of goals of two opposing teams as a Poisson distribution whose mean is proportional to the r

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::abeac5d8ed53501bc70efb42d7aab4d2
http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382015000300577