论文标题
使用永久性Cox过程的火灾事件模拟的正常近似
Normal approximation for fire incident simulation using permanental Cox processes
论文作者
论文摘要
估计自然灾害的数量在风险管理方面使保险业受益。但是，由于有许多因素影响此类事件的数量，因此估计过程变得复杂。在这项工作中，我们为相关点过程提出了一种正常的近似技术，用于估计以下两个假设下的自然灾害数量：1）任何两个不同领域的事件计数是积极相关的，而2）在两个不同地区以外的距离距离距离距离距离，这些数量之间的关联是正常的。根据规定的假设，我们为相关点过程的正常近似技术扩展了先前的结果，即，为这些过程的功能建立了非反应的$ l^1 $界限[Wiroonsri（2019）]。然后，我们将此新结果应用于已知与正相关的永久性COX过程。最后，我们将常规的近似结果应用于2007年至2020年的泰国火灾数据，这是由泰国的地理信息和太空技术开发局收集的。
Estimating the number of natural disasters benefits the insurance industry in terms of risk management. However, the estimation process is complicated due to the fact that there are many factors affecting the number of such incidents. In this work, we propose a Normal approximation technique for associated point processes for estimating the number of natural disasters under the following two assumptions: 1) the incident counts in any two distinct areas are positively associated and 2) the association between these counts in two distinct areas decays exponentially with respect to distance outside some small local neighborhood. Under the stated assumptions, we extend previous results for the Normal approximation technique for associated point processes, i.e., the establishment of non-asymptotic $L^1$ bounds for the functionals of these processes [Wiroonsri (2019)]. Then we apply this new result to permanental Cox processes that are known to be positively associated. Finally, we apply our Normal approximation results for permanental Cox processes to Thailand's fire data from 2007 to 2020, which was collected by the Geo-Informatics and Space Technology Development Agency of Thailand.
