• Title/Summary/Keyword: Bayesian credibility model

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A Study on the Time-Dependent Bonus-Malus System in Automobile Insurance

  • Kang, Jung-Chul
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.1147-1157
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    • 2005
  • Bonus-Malus system is generally constructed based on claim frequency and Bayesian credibility model is used to represent claim frequency distribution. However, there is a problem with traditionally used credibility model for the purpose of constructing bonus-malus system. In traditional Bonus-Malus system adopted credibility model, individual estimates of premium rates for insureds are determined based solely on the total number of claim frequency without considering when those claims occurred. In this paper, a new model which is a modification of structural time series model applicable to counting time series data are suggested. Based on the suggested model relatively higher premium rates are charged to insured with more claim records.

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Event date model: a robust Bayesian tool for chronology building

  • Philippe, Lanos;Anne, Philippe
    • Communications for Statistical Applications and Methods
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    • v.25 no.2
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    • pp.131-157
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    • 2018
  • We propose a robust event date model to estimate the date of a target event by a combination of individual dates obtained from archaeological artifacts assumed to be contemporaneous. These dates are affected by errors of different types: laboratory and calibration curve errors, irreducible errors related to contaminations, and taphonomic disturbances, hence the possible presence of outliers. Modeling based on a hierarchical Bayesian statistical approach provides a simple way to automatically penalize outlying data without having to remove them from the dataset. Prior information on individual irreducible errors is introduced using a uniform shrinkage density with minimal assumptions about Bayesian parameters. We show that the event date model is more robust than models implemented in BCal or OxCal, although it generally yields less precise credibility intervals. The model is extended in the case of stratigraphic sequences that involve several events with temporal order constraints (relative dating), or with duration, hiatus constraints. Calculations are based on Markov chain Monte Carlo (MCMC) numerical techniques and can be performed using ChronoModel software which is freeware, open source and cross-platform. Features of the software are presented in Vibet et al. (ChronoModel v1.5 user's manual, 2016). We finally compare our prior on event dates implemented in the ChronoModel with the prior in BCal and OxCal which involves supplementary parameters defined as boundaries to phases or sequences.

Template Fusion for Fingerprint Recognition (지문 등록을 위한 템플릿 융합 알고리즘)

  • 류춘우;문지현;김학일
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.41 no.2
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    • pp.51-64
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    • 2004
  • This paper proposes an algerian of generating a tuner-template from multiple fingerprint impressions using a data fusion technique for fingerprint enrollment. The super-template is considered as a single fingerprint template which contains most likely true minutiae based on multiple fingerprint images. The proposed algorithm creates the super template by utilizing a recursive Bayesian estimation method (RBEM), which assumes a sequential fingerprint input model and estimates the credibility of the minutiae in previous input templates froma current input template. Consequently. the RBEM assigns a higher credibility to commonly detectable minutiae from several input templates and a lower credibility to rarely found minutiae from other input templates. Likewise, the RBEM is able to estimate a credibility of the minutia type (ridge ending or bifurcation). Preliminary experiments demonstrate that, as the number of fingerfrint images increases, the performance of recognition can be improved while maintaining the processing time and the size of memory storage for tile super-template almost constant.

Development Procedure of Generic Component Reliability Data Base in PSA and Its Application (확률론적 안전성평가를 위한 일반 기기 신뢰도 데이타 베이스 구축 절차와 적용)

  • Hwang, M.J.;Kim, K.Y.;Lim, T.J.;Jung, W.D.;Kim, T.W.
    • Journal of the Korean Society of Safety
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    • v.12 no.4
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    • pp.241-248
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    • 1997
  • This paper presents the development procedure and application of the generic component reliability data base considering the dependency among dependent generic compendia in NPPs (Nuclear Power Plants) PSA (Probabilistic Safety Assessment) under construction or without operating history. We use MPRDP (Multi-Purpose Reliability Data Processor) code developed in KAERI (Korea Atomic Energy Research Institute) based on a PEB (Parametric Empirical Bayesian) procedure to estimate the reliability. The employed model in this study accounts for the relative credibility as well as the dependency among generic estimates. Numerical examples and the part of summarized reliability data table are provided as the application.

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Effects of Sa-am Acupuncture (Damjeonggyeok) on Autonomic Nervous System in Night Nurses (담정격(膽正格) 랄침(剌鍼)이 밤번 근무 후 간호사의 자율신경에 미치는 영향)

  • Kim, Hyee-Kwon;Lee, Sang-Hoon;Kim, Yong-Suk
    • Journal of Acupuncture Research
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    • v.24 no.4
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    • pp.13-23
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    • 2007
  • Objectives : The aim of the present study was to assess the effects of Sa-am acupuncture (Damjeonggyeok) on autonomic nervous system in night nurses by heart rate variability. Methods : Five night nurses were divided into two groups. We checked their HRV once after sleeping for night and 5 times after working for night, 4 times after operation. We operate Sa-am acupuncture (Damjeonggyeok) and sham acupuncture twice by turns for group A and in reverse order for group B. We checked responses of HRV change after operations. Statistical analysis was performed by using the SPSS Win. Ver. 13.0 for analysis about correlation between data, and Baysian analysis using WinBUGS(Ver. 1.4) for comparison between Sa-am acupuncture (Damjeonggyeok) and sham acupuncture. Results : The median overall decrease for difference in responses of low-frequency power in normalized units (LF (NU)) was -16.56 (-28.88, -6.446), the median overall increase for difference in responses to high-frequency power in normalized units (HF (NU)) was 16.25 (8.104, 28.6) and for the median overall decrease for difference in responses to the ratio of low- to high-frequency power (LF/HF) was -1.846 (-3.922, -0.069), 95% credibility intervals being shown in brackets. VAS of stress was correlated with LF (NU) and HF (NU), LF/HF (p<0.0l). Conclusion : Sa-am acupuncture (Damjeonggyeok) might have sympatholytic and parasympathomimetic effects.

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