Results 61 to 70 of about 5,414 (199)

Multivariate Tests for Comparing Lifetimes of Parallel Systems

Quality and Reliability Engineering International, EarlyView.
ABSTRACT Life testing of engineering systems with dependent components requires robust multivariate methods. Parametric approaches depend on restrictive assumptions, limiting their use in complex or unknown lifetime distribution settings. This study evaluates nonparametric methods for comparing parallel system lifetimes under minimal sample ...
Niladri Chakraborty, Ahmed Maged, Maxim Finkelstein   +2 more
wiley   +1 more source

Risk Times in Mission‐Oriented Systems

Quality and Reliability Engineering International, EarlyView.
ABSTRACT This article assesses risk times in mission‐oriented systems with high safety standards. We examine critical times under two safety policies. The first requires that the system's reliability function, known the first failure of the components, must exceed a reliability level throughout the mission.
Antonio Arriaza, Jorge Navarro, Patricia Ortega‐Jiménez   +2 more
wiley   +1 more source

New Families of Bivariate Copulas via Unit Lomax Distortion

Risks, 2020
This article studies a new family of bivariate copulas constructed using the unit-Lomax distortion derived from a transformation of the non-negative Lomax random variable into a variable whose support is the unit interval.
Fadal Abdullah-A Aldhufairi, Ranadeera G.M. Samanthi, Jungsywan H. Sepanski   +2 more
doaj   +1 more source

Alternative Approaches for Estimating Highest‐Density Regions

International Statistical Review, EarlyView.
Summary Among the variety of statistical intervals, highest‐density regions (HDRs) stand out for their ability to effectively summarise a distribution or sample, unveiling its distinctive and salient features. An HDR represents the minimum size set that satisfies a certain probability coverage, and current methods for their computation require ...
Nina Deliu, Brunero Liseo
wiley   +1 more source

Exploring Multivariate Copula Models and Fuzzy Interest Rates in Assessing Family Annuity Products

JTAM (Jurnal Teori dan Aplikasi Matematika)
This research explores the development of a reversionary annuity product transformed into a family annuity covering three individuals: husband, wife, and children.
Kurnia Novita Sari, Ady Febrisutisyanto, Randi Deautama, Nursiti Azirah, Pida Mahani   +4 more
doaj   +1 more source

Penerapan Metode GARCH-Vine Copula untuk Estimasi Value at Risk (VaR) pada Portofolio

Jurnal Fourier, 2018
Salah satu alat ukur yang digunakan untuk menghitung risiko portofolio adalah Value at Risk (VaR). Beberapa metode pengukuran VaR mengasumsikan return berdistribusi normal dan ukuran dependensi antar saham menggunakan korelasi linear.
Herida Okta Pintari, Retno Subekti
doaj   +1 more source

Robust Bernoulli Mixture Models for Credit Portfolio Risk

Mathematical Finance, EarlyView.
ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley   +1 more source

Studying the effects of USING GARCH-EVT-COPULA METHOD TO ESTIMATE VALUE AT RISK OF PORTFOLIO [PDF]

Iranian Journal of Finance, 1999
Value at Risk (VaR) plays a central role in risk management. There are several approaches for the estimation of VaR, such as historical simulation, the variance-covariance and the Monte Carlo approaches. This work presents portfolio VaR using an approach
Ghodratollah Emamverdi
doaj   +1 more source

Systemic risk in the insurance sector: A semi‐parametric approach based on Spearman's rho

Risk Management and Insurance Review, EarlyView.
Abstract We propose a new method to measure systemic risk in the global insurance sector by analyzing interconnectedness among firms under different market conditions. Using a semi‐parametric approach that relies on the Spearman correlation and copula‐based partial dependence, we assess relationships in relatively stable, extremely bullish, and ...
Leonardo Iania, Arturo Leccadito, Alessandro Staino   +2 more
wiley   +1 more source

Uncertainty Quantification in Planning Aircraft Ground Movement Operations With Towbarless Robotic Tractors

International Journal of Robust and Nonlinear Control, Volume 36, Issue 5, Page 2542-2556, 25 March 2026.
ABSTRACT This article addresses the problem of quantifying the uncertainty in planning aircraft ground movement operations using towbarless robotic tractors taking into account the inherent uncertainties of the problem, specifically, the uncertainties in the weight of the aircraft and in the rolling resistance of the wheels of the main landing gear ...
Almudena Buelta, Alberto Olivares, Ernesto Staffetti   +2 more
wiley   +1 more source