Results 51 to 60 of about 177 (129)
Journal of Flood Risk Management, Volume 17, Issue 3, September 2024.Abstract Coastal flooding is a growing hazard. Compound event characterization and uncertainty quantification are critical to accurate flood risk assessment. This study presents univariate, conditional, and joint probabilities for observed water levels, precipitation, and waves.
Joseph T. D. Lucey, Timu W. Gallien
wiley +1 more source
Predicting failure times of coherent systems
Naval Research Logistics (NRL), Volume 71, Issue 5, Page 627-644, August 2024.Abstract The article is focused on studying how to predict the failure times of coherent systems from the early failure times of their components. Both the cases of independent and dependent components are considered by assuming that they are identically distributed (homogeneous components). The heterogeneous components' case can be addressed similarly
Jorge Navarro +2 more
wiley +1 more source
Review of Income and Wealth, Volume 70, Issue 2, Page 395-419, June 2024.Empirical research on poverty today often goes beyond a focus on income to consider other dimensions of well‐being. However, relatively few multidimensional poverty measures explicitly consider time‐use, despite its particular relevance to women's double burden of paid and unpaid work.
Franziska Dorn +3 more
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Structural Control and Health Monitoring, Volume 2024, Issue 1, 2024.The presence of missing values is common in real‐world datasets, so modeling and uncertainty quantification (UQ) of incomplete datasets have gained increasing attention in various research areas, including structural health monitoring (SHM). However, modeling and UQ utilizing incomplete datasets are nontrivial tasks. On the other hand, prediction based
Ka-Veng Yuen +4 more
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Revista Colombiana de Estadística, 2011 In many practical situations, clinical diagnostic procedures include two or more biological traits whose outcomes are expressed on a continuous scale and are then dichotomized using a cut point.
Tovar José Rafael, Achcar Jorge Alberto
doaj
On a Perturbed Risk Model with Time‐Dependent Claim Sizes
Journal of Mathematics, Volume 2024, Issue 1, 2024.We consider a risk model perturbed by a Brownian motion, where the individual claim sizes are dependent on the inter‐claim times. We study the Gerber–Shiu functions when ruin is due to a claim or the jump‐diffusion process. Integro‐differential equations and Laplace transforms satisfied by the Gerber–Shiu functions are obtained.
Longfei Wei +4 more
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AxiomsThis paper addresses the limitations of existing bivariate generalized exponential (GE) distributions for modeling lifetime data, which often exhibit rigid dependence structures or non-GE marginals.
Carlos A. dos Santos +4 more
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The risk model with stochastic premiums, dependence and a threshold dividend strategy
Modern Stochastics: Theory and Applications, 2017 The paper deals with a generalization of the risk model with stochastic premiums where dependence structures between claim sizes and inter-claim times as well as premium sizes and inter-premium times are modeled by Farlie–Gumbel–Morgenstern copulas.
Olena Ragulina
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Indexes to Measure Dependence between Clinical Diagnostic Tests: A Comparative Study
Revista Colombiana de Estadística, 2011 In many practical situations, clinical diagnostic procedures include two or more biological traits whose outcomes are expressed on a continuous scale and are then dichotomized using a cut point.
JOSÉ RAFAEL TOVAR, JORGE ALBERTO ACHCAR
doaj
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form
Dependence Modeling, 2016 An important topic in Quantitative Risk Management concerns the modeling of dependence among risk sources and in this regard Archimedean copulas appear to be very useful.
Di Bernardino Elena, Rullière Didier
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