Eric Cheung | Searcharxiv

arXiv2018

Asymptotic Correlation Structure of Discounted Incurred But Not Reported Claims under Fractional Poisson Arrival Process

This paper studies the joint moments of a compound discounted renewal process observed at different times with each arrival removed from the system after a random delay. This process can be used to describe the aggregate (discounted) Incurred But Not Reported claims in insurance and also the total number of customers in an infinite server queue. It is shown that the joint moments can be obtained recursively in terms of the renewal density, from which the covariance and correlation structures are derived. In particular, the fractional Poisson process defined via the renewal approach is also considered. Furthermore, the asymptotic behaviour of covariance and correlation coefficient of the aforementioned quantities is analyzed as the time horizon goes to infinity. Special attention is paid to the cases of exponential and Pareto delays.

math.PR↗

arXiv2015

Toward user-centric feature composition for the Internet of Things

Many user studies of home automation, as the most familiar representative of the Internet of Things, have shown the difficulty of developing technology that users understand and like. It helps to state requirements as largely-independent features, but features are not truly independent, so this incurs the cost of managing and explaining feature interactions. We propose to compose features at runtime, resolving their interactions by means of priority. Although the basic idea is simple, its details must be designed to make users comfortable by balancing manual and automatic control. On the technical side, its details must be designed to allow meaningful separation of features and maximum generality. As evidence that our composition mechanism achieves its goals, we present three substantive examples of home automation, and the results of a user study to investigate comprehension of feature interactions. A survey of related work shows that this proposal occupies a sensible place in a design space whose dimensions include actuator type, detection versus resolution strategies, and modularity.

cs.HC↗