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- Measuring Default Premiums Using the Cox Process With Shot Noise Intensity
- The paper employs the Cox process with shot noise intensity to model the default time. The survival probability is derived based on the Cox process with shot noise intensity that has doubly stochastic property. As an interest rate process for non defaultable bond, i.e. a government bond, we use a...
- White papers 2004-07-14
- The Distribution of the Interval of the Cox Process With Shot Noise Intensity for Insurance Claims and its Moments
- Applying piecewise deterministic Markov processes theory, the probability generating function of the Cox process, incorporating with shot noise process as the claim intensity, is obtained. The paper also derives the Laplace transform of the distribution of the shot noise process at claim jump times, using stationary assumption of the shot...
- White papers 2004-08-25
Additional Resources
- Pricing of Catastrophe Reinsurance and Derivatives Using the Cox Process With Shot Noise Intensity
- The study uses the Cox process or a doubly stochastic Poisson process to model the claim arrival process for catastrophic events. The shot noise process is used for the claim intensity function within the Cox process. The Cox process with shot noise intensity is examined by piecewise deterministic Markov process...
- White papers 2002-11-08
- Kalman-Bucy Filtering for Linear Systems Driven by the Cox Process With Shot Noise Intensity and Its Application to the Pricing of Reinsurance Contracts
- In practical situations, the number of claims to an insurance portfolio is observed but not the claim intensity. It is therefore of interest to try to solve the filtering problem, that is to obtain the best estimate of the claim intensity on the basis of reported claims. This paper states...
- White papers 2004-09-17
- New Measurement Services For Relative Intensity Noise Of Lasers - RIN - Brief Article
- The demand for greater bandwidth in optical fiber communications has led to the development of laser transmitters and optical amplifiers with very low noise. The noise of a transmitter is often specified by its relative intensity noise, or RIN. Because RIN can have a frequency dependence, the acronym RIN is...
- Research articles 2000-09-01
- Doubly Stochastic Poisson Process and the Pricing of Catastrophe Reinsurance Contract
- The paper uses a doubly stochastic Poisson process or the Cox process to model the claim arrival process for catastrophic events. The shot noise process is used for the claim intensity function within the Cox process. The Cox process with shot noise intensity is examined by piecewise deterministic Markov process...
- White papers 2000-05-22
- The Effect of Background Noise on P300 to Suprathreshold Stimuli
- Both the amplitude and latency of P300 vary with changes in stimulus parameters. Stimuli at intensities or pitch separations near threshold evoke a smaller and later P300. P300 is also affected by extraneous stimulus parameters in tasks where stimulus frequency separation is large and stimuli are well above intensity thresholds....
- White papers 2001-12-07
- NASA Acts to Reduce Crawler Transporter Noise
- Built and designed for the Apollo program, NASA's two Crawler Transporters CTs have gone through many subsystem upgrades, but no major structural or vibroacoustics modifications. In mid 2000, a massive effort was undertaken to measure sound intensity and sound pressure level under stationary and roll-out conditions. A byproduct of this...
- Research articles 2005-08-01
- Toshiba develops 200 mW output for blue-violet laser.(Optoelectronics)(Brief Article)
- Toshiba Corporation has developed a new gallium nitride GaN-based blue-violet semiconductor laser that boasts a high optical-level 200 mW output in continuous oscillation mode and a low relative intensity noise RIN of -132 dB/Hz (at 3 mW output Toshiba Corporation has developed a new gallium nitride...
- Research articles 2003-11-01
- Defeating decibels
- What is a drop of water? It's the best way of demonstrating how noise is transmitted. When a water drop hits the surface of a pond, it causes waves that spread outward in concentric circles, just as sound waves move through the air. Moreover when the drop strikes a resonant...
- Research articles 1994-06-01
- Stealth radar sees through trees, walls--undetected.(NEWS WATCH)(Ohio State University )(Brief article)
- Ohio State University engineers have invented a radar system that is virtually undetectable because its signal resembles random noise. The radar could have applications in law enforcement, the military and disaster rescue. Says senior research scientist Eric Walton, "Almost all radio receivers in the world are...
- Research articles 2006-07-01
- Negotiating in Tricky Situations
- However experienced you are at negotiating, you're bound to run into tough, bruising sessions that can leave you ready to accept any terms—if only to end the hassling. The number of potential difficulties is almost endless, but the most common ones fall into two categories: difficult people and difficult situations.There...
- Articles 2007-10-23
- Incorporating Non-Rigid Registration Into Expectation Maximization Algorithm to Segment MR Images
- The paper introduces an algorithm which allows the automatic segmentation of multi channel magnetic resonance images MRI. They extended the Expectation Maximization-Mean Field Approximation (EM-MF) Segmenter, to include Local Prior Probability Maps. Thereby their algorithm estimates the bias field in the image while simultaneously assigning voxels to different tissue classes...
- White papers 2002-03-05
- Mitsubishi Offers Cost-Effective, Stable, Low-Distortion, DFB Laser Diode Module for CATV Applications; Offers low second- and third-order distortion and low relative intensity noise characteristics to +85 degrees Celsius
- DALLAS--BUSINESS WIRE--Feb. 18, 1997--The Electronic Device Group of Mitsubishi Electronics America today announced a cost-effective distributed feedback laser diode (DFB-LD) module for community antenna television CATV return-path applications.
- Research articles 1997-02-18
- Kickoff puts an end to 'guarantee' controversy
- After a week of he-said, he-did-not-say reactions about whether Air Force coach Fisher DeBerry guaranteed a victory over New Mexico, the noise of all that chatter ended with the opening kickoff. A lot of extra hitting and chatting on the field demonstrated the intensity of the teams, who've grown to...
- Research articles 2002-09-08
- Now hear this: new ear plugs on the way.(Tech Talk)(Brief Article)
- Military maintenance crews may soon be the beneficiaries of a small digital device that will protect them from permanent hearing loss caused by the roar of jet fighter turbines. Designed by Adaptive Technologies Inc. for the F-35 Joint Strike Fighter aircraft. the QuietCom earplug...
- Research articles 2005-01-01
- Micrometer system: uses GaN LED.(MOTION CONTROL/POWER TRANSMISSION)
- The LS-7010 Optical Micrometer System reportedly provides a resolution of 0.01 [micro]m with a repeatability of [+ or -]0.06 [micro]m. This is two times the accuracy of conventional micrometers, according to the company. It incorporates a high intensity, low noise GaN LED light source to produce...
- Research articles 2005-01-10
- High power tunable laser.(Active Components)
- Princeton Optronics announces availability of their high power tunable laser product, the Powersweep 2000. The laser's features include a narrow line width, low relative intensity noise, extremely high side mode suppression ratio, and superior wavelength stability. Other features are high power over the C-band (35 rim),...
- Research articles 2003-12-01
- High power tunable laser.(Active Components)
- Princeton Optronics announces availability of their high power tunable laser product, the Powersweep 2000. The laser's features include a narrow line width, low relative intensity noise, extremely high side mode suppression ratio, and superior wavelength stability. Other features are high power over the C-band (35 nm),...
- Research articles 2004-01-01
- High power tunable laser.(2003 Technology Award Winners)
- Princeton Optronics announces availability of their high power tunable laser product, the Powersweep 2000. The laser's features include a narrow line width, low relative intensity noise, extremely high side mode suppression ratio, and superior wavelength stability. Other features are high power over the C-band (35 nm),...
- Research articles 2004-04-01
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