Forecasting Actuarial Processes with Generalized Linear Models

The method for statistical data analysis in insurance based on application of generalized linear models is studied. These models are extension of linear regression when distribution of random variable can differ from normal however belongs to the class of elliptical distributions. The model constructed can be linear or non-linear (for example, logit or probit). For parameters estimation of the models proposed the generalized least squares (GLS) or the Markov chain Monte Carlo methods are used.

Trajectory Behavior of Weak Solutions of the Piezoelectric Problem with Discontinuous Interaction Function on the Phase Variable

The autonomous second order inclusion in a bounded domain, which is modeling the behavior of a class of the controlled piezoelectric fields with nonmonotonous potential, is studied. The investigated system describes not only controlled piezoelectric process with multivalued law “reaction-displacement”, but a wide class of controlled processes of Continuum Mechanics. Conditions on the parameters of the problem do not guarantee the uniqueness of solution of the corresponding Cauchy problem.