A review of discrete-time risk models.
Yi Lu Shuanming Li, Garrido, José (2009)
RACSAM
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Displaying similar documents to “Shock models with NBUFR and NBAFR survivals.”
A review of discrete-time risk models.
A stochastic dam process with non-homogeneous Poisson inputs
J. Gani (1962)
Studia Mathematica
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Distribution-valued iterated gradient and chaotic decompositions of Poisson jump times functionals.
Nicolas Privault (2002)
Publicacions Matemàtiques
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We define a class of distributions on Poisson space which allows to iterate a modification of the gradient of [1]. As an application we obtain, with relatively short calculations, a formula for the chaos expansion of functionals of jump times of the Poisson process.
Reliability for Beta Models
Nadarajah, Saralees (2002)
Serdica Mathematical Journal
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In the area of stress-strength models there has been a large amount of work as regards estimation of the reliability R = Pr(X2 < X1 ) when X1 and X2 are independent random variables belonging to the same univariate family of distributions. The algebraic form for R = Pr(X2 < X1 ) has been worked out for the majority of the well-known distributions including Normal, uniform, exponential, gamma, weibull and pareto. However, there are still many other distributions for which the form...
Analytical characterization of a composed, non-homogeneous Poisson process
M. Fisz, K. Urbanik (1956)
Studia Mathematica
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A survey on models for panel count data with applications to insurance.
Jean-Philippe Boucher, Montserrat Guillén (2009)
RACSAM
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The limiting distributions of the multinomial distribution
M. Fisz (1954)
Studia Mathematica
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On the probability of reaching a barrier in an Erlang(2) risk process.
M. Mercè Claramunt, M. Teresa Mármol, Ramón Lacayo (2005)
SORT
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In this paper the process of aggregated claims in a non-life insurance portfolio as defined in the classical model of risk theory is modified. The Compound Poisson process is replaced with a more general renewal risk process with interocurrence times of Erlangian type. We focus our analysis on the probability that the process of surplus reaches a certain level before ruin occurs, χ(u,b). Our main contribution is the generalization obtained in the computation of χ(u,b) for the case of...
Maintenance policy under multiple unrevealed failure.
Francisco Germán Badía Blasco, M.ª Dolores Berrade Ursúa, Clemente A. Campos (2002)
Qüestiió
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The unrevealed failures of a system are detected only by inspection. In this work, an inspection policy along with a maintenance procedure for multiunit systems with dependent times to failure is presented. The existence of an optimum policy is also discussed.
A Bayesian approach to cluster analysis.
José M. Bernardo, F.Javier Girón (1988)
Qüestiió
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A general probabilistic model for describing the structure of statistical problems known under the generic name of cluster analysis, based on finite mixtures of distributions, is proposed. We analyse the theoretical and practical implications of this approach, and point out some open question on both the theoretical problem of determining the reference prior for models based on mixtures, and the practical problem of approximation that mixtures typically entail. Finally, models based...