Nonminimum-phase complex Fourier series based model for statistical signal processing

2003 ◽  
Author(s):  
Ching-Yung Chen ◽  
Chong-Yung Chi
Keyword(s):  
Signal Processing ◽  
Fourier Series ◽  
Statistical Signal Processing ◽  
Nonminimum Phase ◽  
Phase Complex ◽  
Complex Fourier Series

scholarly journals Estimating Ruin Probability in an Insurance Risk Model with Stochastic Premium Income Based on the CFS Method

Mathematics ◽  
2021 ◽  
Vol 9 (9) ◽  
pp. 982
Author(s):  
Yujuan Huang ◽  
Jing Li ◽  
Hengyu Liu ◽  
Wenguang Yu
Keyword(s):  
Fourier Series ◽  
Ruin Probability ◽  
Risk Model ◽  
Expansion Method ◽  
Nonparametric Estimator ◽  
Insurance Risk ◽  
Numerical Examples ◽  
Complex Fourier Series ◽  
Premium Income ◽  
Insurance Risk Model

This paper considers the estimation of ruin probability in an insurance risk model with stochastic premium income. We first show that the ruin probability can be approximated by the complex Fourier series (CFS) expansion method. Then, we construct a nonparametric estimator of the ruin probability and analyze its convergence. Numerical examples are also provided to show the efficiency of our method when the sample size is finite.

FAULT DIAGNOSIS OF MULTITOOTH MACHINE TOOL BASED ON STATISTICAL SIGNAL PROCESSING

2002 ◽  
Vol 35 (1) ◽  
pp. 197-202 ◽  
Author(s):  
Aníbal Reñones Domínguez ◽  
Luis J. De Miguel González
Keyword(s):  
Signal Processing ◽  
Fault Diagnosis ◽  
Machine Tool ◽  
Statistical Signal Processing
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