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  • 1991 Mathematics Subject Classification: 28D05, 28D20, 60J10, 13E05  (1)
  • Key words: Actuarial mathematics  (1)
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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Monatshefte für Mathematik 129 (2000), S. 37-61 
    ISSN: 1436-5081
    Keywords: 1991 Mathematics Subject Classification: 28D05, 28D20, 60J10, 13E05 ; Key words: Expansive group automorphisms, homoclinic points, Markov partitions, beta-expansions
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract.  Let α be an expansive automorphisms of compact connected abelian group X whose dual group is cyclic w.r.t. α (i.e. is generated by for some ). Then there exists a canonical group homomorphism ξ from the space of all bounded two-sided sequences of integers onto X such that , where σ is the shift on . We prove that there exists a sofic subshift such that the restriction of ξ to V is surjective and almost one-to-one. In the special case where α is a hyperbolic toral automorphism with a single eigenvalue and all other eigenvalues of absolute value we show that, under certain technical and possibly unnecessary conditions, the restriction of ξ to the two-sided beta-shift is surjective and almost one-to-one. The proofs are based on the study of homoclinic points and an associated algebraic construction of symbolic representations in [13] and [7]. Earlier results in this direction were obtained by Vershik ([24]–[26]), Kenyon and Vershik ([10]), and Sidorov and Vershik ([20]–[21]).
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical methods of operations research 48 (1998), S. 117-146 
    ISSN: 1432-5217
    Keywords: Key words: Actuarial mathematics ; risk processes ; experience rating ; credibility theory ; experience reserving ; chain ladder method ; Bayesian models
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract. The present paper provides a unifying survey of Bayesian models in different areas of actuarial mathematics. Bayesian models are discussed with regard to claim number processes, experience rating, and experience reserving. Most models are parametric, but experience rating is also considered in the case of vague prior information and an empirical Bayesian model of experience reserving is studied as well.
    Type of Medium: Electronic Resource
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