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Y. Lu and J. Garrido, “Doubly Periodic Non-Homogeneous Poisson Models for Hurricane Data,” Statistical Methodology, Vol. 2, No. 1, 2005, pp. 17-35. doi:10.1016/j.stamet.2004.10.004

has been cited by the following article:

• TITLE: A Bayesian Inference of Non-Life Insurance Based on Claim Counting Process with Periodic Claim Intensity

  AUTHORS: Uraiwan Jaroengeratikun, Winai Bodhisuwan, Ampai Thongteeraparp

  KEYWORDS: Estimating Function; Zero Mean Martingale; Non-Life Insurance Claim Counting Process; Non-Homogeneous Poisson Process; Bell-Shaped Intensity; Beta-Shaped Intensity

  JOURNAL NAME: Open Journal of Statistics, Vol.2 No.2, April 23, 2012

  ABSTRACT: The aim of this study is to propose an estimation approach to non-life insurance claim counts related to the insurance claim counting process, including the non-homogeneous Poisson process (NHPP) with a bell-shaped intensity and a beta-shaped intensity. The estimating function, such as the zero mean martingale (ZMM), is used as a procedure for parameter estimation of the insurance claim counting process, and the parameters of model claim intensity are estimated by the Bayesian method. Then,Λ(t), the compensator of N(t) is proposed for the number of claims in a time interval (0,t]. Given the process over the time interval (0,t]., the situations are presented through a simulation study and some examples of these situations are also depicted by a sample path relating N(t) to its compensatorΛ(t).