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Articles 1 - 3 of 3
Full-Text Articles in Physical Sciences and Mathematics
Statistical Modeling And Characterization Of Induced Seismicity Within The Western Canada Sedimentary Basin, Sid Kothari
Statistical Modeling And Characterization Of Induced Seismicity Within The Western Canada Sedimentary Basin, Sid Kothari
Electronic Thesis and Dissertation Repository
In western Canada, there has been an increase in seismic activity linked to anthropogenic energy-related operations including conventional hydrocarbon production, wastewater fluid injection and more recently hydraulic fracturing (HF). Statistical modeling and characterization of the space, time and magnitude distributions of the seismicity clusters is vital for a better understanding of induced earthquake processes and development of predictive models. In this work, a statistical analysis of the seismicity in the Western Canada Sedimentary Basin was performed across past and present time periods by utilizing a compiled earthquake catalogue for Alberta and eastern British Columbia. Specifically, the frequency-magnitude statistics were analyzed …
Exploring The Estimability Of Mark-Recapture Models With Individual, Time-Varying Covariates Using The Scaled Logit Link Function, Jiaqi Mu
Electronic Thesis and Dissertation Repository
Mark-recapture studies are often used to estimate the survival of individuals in a population and identify factors that affect survival in order to understand how the population might be affected by changing conditions. Factors that vary between individuals and over time, like body mass, present a challenge because they can only be observed when an individual is captured. Several models have been proposed to deal with the missing-covariate problem and commonly impose a logit link function which implies that the survival probability varies between 0 and 1. In this thesis I explore the estimability of four possible models when survival …
Split Credibility: A Two-Dimensional Semi-Linear Credibility Model, Jingbing Qiu
Split Credibility: A Two-Dimensional Semi-Linear Credibility Model, Jingbing Qiu
Electronic Thesis and Dissertation Repository
In the thesis, we introduce a two-dimensional semi-linear credibility model, which is an extension of the classical credibility or split credibility models used by practicing actuaries. Our model predicts the future expected losses of a policyholder by considering its historical primary and excess losses. The optimal split point is derived based on the mean squared error criterion. We show when and why splitting a policyholder’s historical losses into primary and excess parts work analytically. In addition, we derived formulas for estimating our model parameters nonparametrically. Finally, we show the application of our model through three examples.