The step-stress accelerated degradation test (SSADT) is a useful tool for assessing the
lifetime distribution of highly reliable or expensive product. Some efficient SSADT plans …

A demanding challenge in Bayesian inversion is to efficiently characterize the posterior
distribution. This task is problematic especially in high-dimensional non-Gaussian problems …

We propose a geometric framework to assess sensitivity of Bayesian procedures to
modelling assumptions based on the nonparametric Fisher–Rao metric. While the …

The generalized linear model (GLM) is a statistical model which has been widely used in
actuarial practices, especially for insurance ratemaking. Due to the inherent longitudinality of …

This article introduces a novel use of the vine copula which captures dependence among
multi-line claim triangles, especially when an insurance portfolio consists of more than two …

Considering the presence of measurement noise in the continuous weak measurement
process, the optimization problem of online quantum state tomography (QST) with …

Index tracking is a popular form of asset management. Typically, a quadratic function is used
to define the tracking error of a portfolio and the look back approach is applied to solve the …

In this paper we introduce a broad family of loss functions based on the concept of Bregman
divergence. We deal with both Bayesian estimation and prediction problems and show that …

The purpose of this paper is to develop a Bayesian analysis for the zero-inflated hyper-
Poisson model. Markov chain Monte Carlo methods are used to develop a Bayesian …

One of the fundamental steps in statistical modeling is to select the best-fitting model from a
set of candidate models for given data. In this paper, based on Bayesian decision theory, we …