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Article overview
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Normal approximation for fire incident simulation using permanental Cox processes | | Dawud Thongtha
; Nathakhun Wiroonsri
; | | Date: |
1 Jun 2022 | | Abstract: | 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. | | Source: | arXiv, 2206.00203 | | Services: | Forum | Review | PDF | Favorites | |
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