• Title/Summary/Keyword: Loss Estimation

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Bayes Risk Comparison for Non-Life Insurance Risk Estimation (손해보험 위험도 추정에 대한 베이즈 위험 비교 연구)

  • Kim, Myung Joon;Woo, Ho Young;Kim, Yeong-Hwa
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.1017-1028
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    • 2014
  • Well-known Bayes and empirical Bayes estimators have a disadvantage in respecting to overshink the parameter estimator error; therefore, a constrained Bayes estimator is suggested by matching the first two moments. Also traditional loss function such as mean square error loss function only considers the precision of estimation and to consider both precision and goodness of fit, balanced loss function is suggested. With these reasons, constrained Bayes estimators under balanced loss function is recommended for non-life insurance pricing.; however, most studies focus on the performance of estimation since Bayes risk of newly suggested estimators such as constrained Bayes and constrained empirical Bayes estimators under specific loss function is difficult to derive. This study compares the Bayes risk of several Bayes estimators under two different loss functions for estimating the risk in the auto insurance business and indicates the effectiveness of the newly suggested Bayes estimators with regards to Bayes risk perspective through auto insurance real data analysis.

Passive Overall Packet Loss Estimation at the Border of an ISP

  • Lan, Haoliang;Ding, Wei;Zhang, YuMei
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.12 no.7
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    • pp.3150-3171
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    • 2018
  • In this paper, a heuristic method that leverages packet traces captured at the entire boarder of an ISP to distinguish and estimate the overall packet loss within an ISP's management domain (Intra_Path_Loss) and that in the outside Internet (Inter_Path_Loss) is proposed. Our method is inspired by that packet losses happened at different locations will cause different TCP sequence number patterns at the border of an ISP. Thereby, we leverage these TCP sequence number patterns to build a series of heuristic rules to estimate Intra_Path_Loss and Inter_Path_Loss, respectively. We do this work with an eye towards showing that the overall packet losses defined and estimated in this paper can provide the operators with some valuable information to help them precisely grasp the overall performance of network paths and narrow down the range of network anomalies. The proposed method is rigorously validated with simulations, and finally the results from a regional academic network JSERNET verify its effectiveness and practicability.

An Integrated Sequential Inference Approach for the Normal Mean

  • Almahmeed, M.A.;Hamdy, H.I.;Alzalzalah, Y.H.;Son, M.S.
    • Journal of the Korean Statistical Society
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    • v.31 no.4
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    • pp.415-431
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    • 2002
  • A unified framework for statistical inference for the mean of the normal distribution to derive point estimates, confidence intervals and statistical tests is proposed. This optimal design is justified after investigating the basic information and requirements that are possible and impossible to control when specifying practical and statistical requirements. Point estimation is only credible when viewed in the larger context of interval estimation, since the information required for optimal point estimation is unspecifiable. Triple sampling is proposed and justified as a reasonable sampling vehicle to achieve the specifiable requirements within the unified framework.

Enhanced Timing Recovery Using Active Jitter Estimation for Voice-Over IP Networks

  • Kim, Hyoung-Gook
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.6 no.4
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    • pp.1006-1025
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    • 2012
  • Improving the quality of service in IP networks is a major challenge for real-time voice communications. In particular, packet arrival-delay variation, so-called "jitter," is one of the main factors that degrade the quality of voice in mobile devices with the voice-over Internet protocol (VoIP). To resolve this issue, a receiver-based enhanced timing recovery algorithm combined with active jitter estimation is proposed. The proposed algorithm copes with the effect of transmission jitter by expanding or compressing each packet according to the predicted network delay and variations. Additionally, the active network jitter estimation incorporates rapid detection of delay spikes and reacts to changes in network conditions. Extensive simulations have shown that the proposed algorithm delivers high voice quality by pursuing an optimal trade-off between average buffering delay and packet loss rate.

Estimation based on lower record values from exponentiated Pareto distribution

  • Yoon, Sanggyeong;Cho, Youngseuk;Lee, Kyeongjun
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.5
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    • pp.1205-1215
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    • 2017
  • In this paper, we aim to estimate two scale-parameters of exponentiated Pareto distribution (EPD) based on lower record values. Record values arise naturally in many real life applications involving data relating to weather, sport, economics and life testing studies. We calculate the Bayesian estimators for the two parameters of EPD based on lower record values. The Bayes estimators of two parameters for the EPD with lower record values under the squared error loss (SEL), linex loss (LL) and entropy loss (EL) functions are provided. Lindley's approximate method is used to compute these estimators. We compare the Bayesian estimators in the sense of the bias and root mean squared estimates (RMSE).

A Comparative Estimation of Performance of Average Loss Interval Calculation Method in TCP-Friendly Congestion Control Protocol (TFRC 프로토콜의 평균 손실 구간 계산방식의 비교평가)

  • Lee, Sang-Chul;Jang, Ju-Wook
    • Journal of KIISE:Information Networking
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    • v.29 no.5
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    • pp.495-500
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    • 2002
  • We propose a new estimation method for rate adjustment in the face of a packet loss in the TFRC protocol, a TCP-Friendly congestion control protocol for UDP flows. Previous methods respond in a sensitive way to a single packet loss, resulting in oscillatory transmission behavior. This is an undesirable for multimedia services demanding constant bandwidth. The proposed TFRC provides more smooth and fair (against TCP flows) transmission through collective response based on multiple packets loss events. We show our "Exponential smoothing method" performs better than known "Weight smoothing method" in terms of smoothness and fairness.

Experimental and numerical approaches for AC loss estimation in high $T_{c}$ superconductors

  • Amemiya, Naoyuki
    • Progress in Superconductivity and Cryogenics
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    • v.6 no.2
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    • pp.1-6
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    • 2004
  • It is important to estimate the total AC loss which is the total energy, or power, dissipated in the superconductor in the simultaneous application of AC transport current and an AC external magnetic field. Experimental and numerical works on AC loss estimation of high $T_c$ superconductors in the author's group are reviewed. The method and the set-up for total AC loss measurements are described. The experimental results for a twisted Bi-2223 multifilamentary tape and a Y-123 mm conductor are given. A general theory for numerical electromagnetic field analysis of superconductor by the finite element method is explained. The numerical results for twisted Bi-2223 multifilamentary tapes and a rectangular superconductor simulating coated conductors are presented.

Transmission Loss Estimation of Three Dimensional Silencers with Perforated Internal Structures Using Multi-domain BEM

  • Ju Hyeon-Don;Lee Shi-Bok
    • Journal of Mechanical Science and Technology
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    • v.19 no.8
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    • pp.1568-1575
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    • 2005
  • The calculation of the transmission loss of the silencers with complicated internal structures by the conventional BEM combined with the transfer matrix method is incorrect at best or impossible for 3-dimensional silencers due to its inherent plane wave assumption. On this consideration, we propose an efficient practical means to formulate algebraic overall condensed acoustic equations for the whole acoustic structure, where particle velocities on the domain interface boundaries are unknowns, and the solutions are used later to compute the overall transfer matrix elements, based on the multi-domain BEM data. The transmission loss estimation by the proposed method is tested by comparison with the experimental one on an air suction silencer with perforated internal structures installed in air compressors. The method shows its viability by presenting the reasonably consistent anticipation of the experimental result.

Variation of Non-Point Source Pollution according to AMC Condition Using Probable Rainfall (확률강우량을 이용한 AMC 조건에 따른 비점원 오염량의 변화)

  • 안승섭
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.42 no.3
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    • pp.76-88
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    • 2000
  • AGNPS model is applied in this study to analyze the changes of non-point source pollutant according to AMC condition using probable rainfall. Probable rainfall of H-dam area by Gumber's extreme value distribution is computed through frequency analysis for each return period. 35 coarse grids are subdivided into 134 find grids of finite differential network to analyze peak flow soil loss quantity and nutrients of study area and the modified CN estimation equation shows good result about rainfall events-peak flow relationship. And as the consequence of estimation of soil loss quantity for each rainfall event soil loss quantity shows 120%-170% of actual soil loss quantity Regression analysis for the observed and calculated values of flow T-P AMC has an important effect on nutrients concentration of outflow and it if found that the excessive fertilization under AMC III condition may cause eutrophication by nutrients because the range of increase of outflow concentration appears relatively high.

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Applications of Seismic Disaster Simulation Technology on Risk Management

  • Yeh, Chin-Hsun
    • 한국방재학회:학술대회논문집
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    • 2010.02a
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    • pp.16-24
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    • 2010
  • This paper introduces the applications of Taiwan Earthquake Loss Estimation System (TELES), which is developed by the National Center for Research on Earthquake Engineering (NCREE). Seismic disaster simulation technology (SDST) integrates geographical information system to assess the distribution of ground shaking intensity, ground failure probability, building damages, casualties, post-quake fires, debris, lifeline interruptions, economic losses, etc. given any set of seismic source parameters. The SDST may integrate with Taiwan Rapid Earthquake Information Release System (TREIRS) developed by Central Weather Bureau (CWB) to obtain valuable information soon after large earthquakes and to assist in decision-making processes to dispatch rescue and medical resources more efficiently. The SDST may also integrate with probabilistic seismic source model to evaluate various kinds of risk estimates, such as average annual loss, probable maximum loss in one event, and exceeding probability curves of various kinds of losses, to help proposing feasible countermeasures and risk management strategies.

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