Statistics and Probability Commons^™

Dividend Maximization Under A Set Ruin Probability Target In The Presence Of Proportional And Excess-Of-Loss Reinsurance, Christian Kasumo, Juma Kasozi, Dmitry Kuznetsov

Applications and Applied Mathematics: An International Journal (AAM)

We study dividend maximization with set ruin probability targets for an insurance company whose surplus is modelled by a diffusion perturbed classical risk process. The company is permitted to enter into proportional or excess-of-loss reinsurance arrangements. By applying stochastic control theory, we derive Volterra integral equations and solve numerically using block-by-block methods. In each of the models, we have established the optimal barrier to use for paying dividends provided the ruin probability does not exceed a predetermined target. Numerical examples involving the use of both light- and heavy-tailed distributions are given. The results show that ruin probability targets result in …

Performance Analysis Of An M/M/1 Queue With N-Policy Interrupted Closedown Preventive Maintenance Balking And Feedback, A. Azhagappan, T. Deepa

Applications and Applied Mathematics: An International Journal (AAM)

This paper investigates the transient and stationary behavior of a M/M/1 queueing model with N-policy, interrupted closedown, balking, feedback and preventive maintenance. The server stays dormant (off state) until N customers accumulate in the queue and then starts an exhaustive service (on state). After the service, each customer may either leave the system or get immediate feedback. When the system becomes empty, the server resumes closedown. If any arrival occurs before the completion of closedown time, the closedown work of the server is interrupted and starts the busy period in an exhaustive manner. If no arrival occurs during the …

Research In Short Term Actuarial Modeling, Elijah Howells

Electronic Theses, Projects, and Dissertations

This paper covers mathematical methods used to conduct actuarial analysis in the short term, such as policy deductible analysis, maximum covered loss analysis, and mixtures of distributions. Assessment of a loss variable's distribution under the effect of a policy deductible, as well as one with an implemented maximum covered loss, and under both a policy deductible and maximum covered loss will also be covered. The derivation, meaning, and use of cost per loss and cost per payment will be discussed, as will those of an aggregate sum distribution, stop loss policy, and maximum likelihood estimation. For each topic, special cases …

Inventory Models For Deteriorating Items With Power Pattern Demand Rate, Olalekan Adaraniwon Amos

Student Works (2020-2029)

Inventory management has become a prevalent topic in the field of operational research over some decades now. It cuts across many areas like management sciences, statistics and engineering. However, research focusing on inventory model with power demand pattern is quite limited. Demand patterns are defined as different ways by which products are removed out of inventory to supply customers demand during the schedule period. Power demand pattern permits suiting the demand to a more practical situation. In this research, four deterministic inventory model for deteriorating items with power demand pattern has been developed. We considered in the first models an …

The Weibull Topp-Leone Generated Family Of Distributions: Statistical Properties And Applications, Hamid Karamikabir, Mahmoud Afshari, Haitham M. Yousof, Morad Alizadeh, Gholamhossein G. Hamedani

Mathematical and Statistical Science Faculty Research and Publications

Statistical distributions are very useful in describing and predicting real world phenomena. Consequently, the choice of the most suitable statistical distribution for modeling given data is very important. In this paper, we propose a new class of lifetime distributions called the Weibull Topp-Leone Generated (WTLG) family. The proposed family is constructed via compounding the Weibull and the Topp-Leone distributions. It can provide better fits and is very flexible in comparison with the various known lifetime distributions. Several general statistical properties of the WTLG family are studied in details including density and hazard shapes, limit behavior, mixture representation, skewness and kurtosis, …

Statistical Properties And Applications Of Press Statistic, Ida Marie Alcantara

Dissertations

The most popularly used statistic R^₂ has a fundamental weakness in model building: it favors adding more predictors to the model because R² can only increase. In effect, the additional predictors start fitting the noise in data. Other criterion in selecting a regression model such as R² _adj , AIC, SBC, and Mallow’s C_p does not guarantee the model selected will also make better prediction of future values. To avoid this, data scientists withhold a percentage of the data for validation purposes. The PRESS statistic does something similar by withholding each observation in calculating its own …

Effects Of Climbing Choice, Demographic, And Climate On Walking Behavior, Febriani Fajar Ekawati, Frank Francis Eves

Kesmas

Walking is a public health recommendation to increase physical activity. Although walking for transport is associated with health benefits, it is frequently avoided when a mechanized alternative is available and when the weather or individuals’ available resources are unfavorable. The present quasi-experimental study used chosen walking speed to estimate the use of resources by pedestrians and investigated 730 pedestrians’ behavior when approaching a choice point between a short stair and a ramp at an exit from a university campus toward the local train station on six separate days. Results revealed that individuals who climbed the stairs walked faster than those …

Religious Leader’S Support Toward Individual At Risk Ofhiv/Aids To Attend Voluntary Counselling And Testing Service, Imelda Februati Ester Manurung, Chatarina Umbul Wahyuni, Ari Probandari

Kesmas

Religious leader is a figure who is believed to have the gift of healing. A person with illness will follow any advice the religious leader gives for his/her recovery.Based on the phenomenon, religious leader is a potential local figure to give support for individuals at risk of human immunodeficiency virus (HIV) andacquired immune deficiency syndrome (AIDS). This study aimed to determine factors related to religious leader’s support toward individuals at risk of HIV andAIDS to attend voluntary counselling and testing (VCT) service. This study was an observational analytical with cross-sectional design. The population of thisstudy was religious leader in Kupang …

Adaptation And Validation Of The Tamil (Sri Lanka) Version Ofthe Montreal Cognitive Assessment, Pethirupillai Amal Dinesh Coonghe, Pushpa Fonseka, Sampasivamoorthy Sivayogan, Ajantha Keshavaraj, Rahul Malhotra, Truls Ostbye

Kesmas

The study aimed to develop the Tamil (Sri Lanka) version of the Montreal Cognitive Assessment (MoCA) and investigate its reliability and validity as a briefscreening tool for mild cognitive impairment (MCI). Tamil-speaking Sri Lankan elderly with normal cognition and MCI were recruited from a neurology clinic.Adaptation of the English MoCA to the Tamil (Sri Lanka) involved context-specific content modification and translation. The content validity, reliability, sensitivity,and specificity of the tool were evaluated. Study participants were 184 older adults, comprising 85 with normal cognition and 99 neurologist-diagnosed MCI.The tool had high internal consistency (Cronbach's alpha = 0.83). Receiver operating characteristic curve …

Identifying The Weak Foundation Of Public Health Resilience Fornational Disaster Policy In Indonesia’S Mid-Term Developmentagenda 2015–2019: A Policy Content Analysis, Gita Miranda Warsito, Meiwita Budiharsana, Sharyn Burns

Kesmas

Indonesia is one of the most susceptible nations toward natural disasters in the world. Since 1992, approximately 37 tsunami incidents have occurred inIndonesia, with at least 1,244 cases of natural disasters during 2018. Despite the overwhelming impact of disasters on Indonesia, Public Health Resilience,as an approach to disaster countermeasures, has been poorly elaborated in Indonesia’s development agenda (National Mid-term Development Plan (NMDP),or Rencana Pembangunan Jangka Menengah Nasional (RPJMN), 2015 - 2019). By utilizing the method of policy content analysis, this study aimed to analyzethe policy background of Public Health Resilience against disasters in the NMDP 2015 - 2019 and National …

Benson's Relaxation Therapy And Sleep Quality Among Elderlyat A Social Institution In Inakaka, Indonesia, Nur Baharia Marasabessy, Lucky Herawati, Irhamdi Achmad

Kesmas

Serious sleep disturbances among elderlies include attention or memory disorders, depression and often fall. A quasi experimental study design with pre-posttest with control group was performed to determine effect of Benson’s relaxation therapy on sleep quality among the elderly, and influences of sex, age anddisease suffered differences. Of a total of 46 elderlies from a Social Institute in Ambon, 29 were taken for the treatment group and 19 for the control group.The treatment group was interfered with Benson’s breathing relaxation for 14 days. Sleep quality was measured using Pittsburg sleep quality index form. Datawere analyzed using independent t-test and multivariate …

Myths About Menstrual Personal Hygiene Among Female Adolescents, Tyas Diah Palupi, Terry Y.R. Pristya, Randy Novirsa

Kesmas

Poor personal hygiene during menstruation among adolescents can lead to urinary tract infection, reproductive tract infection, and skin irritation. This studyaimed to determine the relationship between belief in myths and personal hygiene during menstruation. Cross-sectional quantitative study was conductedusing a sample of 119 10th grade female students from Tangerang 13 State Senior High School selected through purposive sampling. Logistic regressionanalysis was used in this study to determine the relationship between myths and personal hygiene after age of menarche, attitude, socioeconomic status,information, and maternal education were controlled. In the bivariate selection, modeling was completed by entering confounding and interaction variablesthen reducing …

Adverse Effect Of Aerosol Pesticide On Lung Dysfunction Amongpaddy Farmers In Purworejo, Central Java, Indonesia, Fajaria Nurcandra, Renti Mahkota, Tri Yunis Miko Wahyono

Kesmas

The World Health Organization estimated that chronic obstructive pulmonary disease (COPD) will be the highest non-communicable disease worldwide by2030, and pesticide exposure is one of major risk factors. This study aimed to determine effect of pesticide exposure on lung dysfunction among paddyfarmers. A case-control study was performed on April - May 2016 in Purworejo. The case group comprised 66 farmers suffering from lung dysfunction during2015 based on medical records, while the control group comprised 59 neighboring farmers showing normal lung function. Both case and control groups weretested using a spirometer and COPD assessment test (CAT) questionnaire. Logistic regression analysis of …

Correlation Of Knowledge And Beliefs To Adherence With Antibiotic Use In Adult Patients At A Private Hospital In Sidoarjo, Muhammad Hasan Wattiheluw, Fauna Herawati, Setiasih Setiasih, Rika Yulia

Kesmas

Infectious diseases are one of the top ten causes of death in the world. Antibiotic therapy is administered for infectious diseases, but if bacteria are exposed to antibiotics continuously, then the bacteria are able to adapt to the medication, thereby resulting in antibiotic resistance. This condition results in an increase in mortality, long hospitalization period, and increased cost of antibiotic therapy and health services. Adherence to using antibiotics may be influenced by knowledge and beliefs about them. This study aimed to understand correlation between knowledge and belief with adherence to antibiotic use at a private hospital in Sidoarjo. This cross-sectional …

Analysis Of Gameplay Strategies In Hearthstone: A Data Science Approach, Connor W. Watson

Theses

In recent years, games have been a popular test bed for AI research, and the presence of Collectible Card Games (CCGs) in that space is still increasing. One such CCG for both competitive/casual play and AI research is Hearthstone, a two-player adversarial game where players seeks to implement one of several gameplay strategies to defeat their opponent and decrease all of their Health points to zero. Although some open source simulators exist, some of their methodologies for simulated agents create opponents with a relatively low skill level. Using evolutionary algorithms, this thesis seeks to evolve agents with a higher skill …

Identification Of Patterns And Disruptions In Ambient Sensor Data From Private Homes, Yan Wang

USF Tampa Graduate Theses and Dissertations

The world’s population is rapidly aging and the increasing demand for home and health care services from this aging population brings unprecedented challenges to the economy and society. Ambient-assisted smart homes, residences equipped with ambient sensors to monitor the resident’s daily activities in a continuous and unobtrusive way, present great potential to manage the growing care service needs of this older population segment, and enable them to age-in-place.

Despite growing research, using ambient sensor data from private homes to monitor daily activities, health and wellness still faces significant challenges. To study ambient sensor data from private homes where annotated data …

A Web-Based, Positive Emotion Skills Intervention For Enhancing Posttreatment Psychological Well-Being In Young Adult Cancer Survivors (Empower): Protocol For A Single-Arm Feasibility Trial, John M. Salsman, Laurie E. Mclouth, Michael Cohn, Janet A. Tooze, Mia Sorkin, Judith T. Moskowitz

Behavioral Science Faculty Publications

BACKGROUND: Adolescent and young adult cancer survivors (AYAs) experience clinically significant distress and have limited access to supportive care services. Interventions to enhance psychological well-being have improved positive affect and reduced depression in clinical and healthy populations but have not been routinely tested in AYAs.

OBJECTIVE: The aim of this protocol is to (1) test the feasibility and acceptability of a Web-based positive emotion skills intervention for posttreatment AYAs called Enhancing Management of Psychological Outcomes With Emotion Regulation (EMPOWER) and (2) examine proof of concept for reducing psychological distress and enhancing psychological well-being.

METHODS: The intervention development and testing are …

A Study Of Cusum Statistics On Bitcoin Transactions, Ivan Perez

Theses and Dissertations

In this thesis, our objective is to study the relationship between transaction price and volume in the BTC/USD Coinbase exchange. In the second chapter, we develop a consecutive CUSUM algorithm to detect instantaneous changes in the arrival rate of market orders. We begin by estimating a baseline rate using the assumption of a local time-homogeneous Poisson process. Our observations lead us to reject the plausibility of a time-homogeneous Poisson model on a more global scale by using a chi squared test. We thus proceed to use CUSUM-based alarms to detect consecutive upward and downward changes in the arrival rate of …

Integrated Multiple Mediation Analysis: A Robustness–Specificity Trade-Off In Causal Structure, An-Shun Tai, Sheng-Hsuan Lin

Harvard University Biostatistics Working Paper Series

Recent methodological developments in causal mediation analysis have addressed several issues regarding multiple mediators. However, these developed methods differ in their definitions of causal parameters, assumptions for identification, and interpretations of causal effects, making it unclear which method ought to be selected when investigating a given causal effect. Thus, in this study, we construct an integrated framework, which unifies all existing methodologies, as a standard for mediation analysis with multiple mediators. To clarify the relationship between existing methods, we propose four strategies for effect decomposition: two-way, partially forward, partially backward, and complete decompositions. This study reveals how the direct and …

Waiting-Time Paradox In 1922, Naoki Masuda, Takayuki Hiraoka

Northeast Journal of Complex Systems (NEJCS)

We present an English translation and discussion of an essay that a Japanese physicist, Torahiko Terada, wrote in 1922. In the essay, he described the waiting-time paradox, also called the bus paradox, which is a known mathematical phenomenon in queuing theory, stochastic processes, and modern temporal network analysis. He also observed and analyzed data on Tokyo City trams to verify the relevance of the waiting-time paradox to busy passengers in Tokyo at the time. This essay seems to be one of the earliest documentations of the waiting-time paradox in a sufficiently scientific manner.