Results 271 to 280 of about 674,854 (309)

Minimizing loss probability bounds for portfolio selection

European Journal of Operational Research, 2012
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Jun-ya Gotoh, Akiko Takeda
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More on the probable maximum loss

Blätter der DGVFM, 1994
Summary: A previous work of the author [ibid. 19, No. 3, 201-205 (1990; Zbl 0693.62087)] is continued. Some important statements on the general probable maximum loss (PML) are sketched and in the main part the general asymptotic probable maximum loss (APML) is introduced. Some typical results on the APML are presented and discussed.
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Convexity of Loss Probabilities

2007
In this chapter, we discuss convexity of loss probabilities of a general class of stochastic loss models. Convexity of loss probabilities is identical to concavity of the service level of a stochastic system.
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Network Traffic Modeling and Packet-Loss Probability Approximation

Journal of Mathematical Sciences, 2006
In this paper, on the basis of real network traffic analysis, we undertake an attempt to investigate statistical properties of the network process and design an adequate model that can be used for network performance estimation.
D'APICE, Ciro, MANZO, Rosanna, N. LIKHANOV, SALERNO, Saverio   +3 more
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Reciprocity of blocking probabilities in multiservice loss systems

IEEE Transactions on Communications, 1988
A general reciprocity relation is pointed out that is obeyed by the blocking probabilities in multiservice loss systems managed under a coordinate convex access. This in turn means that several user classes compete for a common pool of resource, the mutual differential influences on the blocking probabilities of the traffic streams are equal.
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An Upper Bound to the Loss Probability in the Multiplexing of Jittered Flows

2000
In the context of Diffserv networks some services should be characterized by end-to-end quantitative QoS guarantees. In order to provide such guarantees to single flows (or flow aggregates), the end-to-end analysis of delay and loss performance in a Diffserv domain is needed.
M. LISTANTI, RICCIATO, FABIO, S. SALSANO
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The Robustness of Blocking Probability in a Loss System with Repeated Customers

2007
In this paper, we analyze and synthesize a multi-server loss system with repeated customers, arising out of NTT DoCoMo-developed telecommunication networks. We first provide the numerical solution for a Markovian model with exponential retrial intervals. Applying Little’s formula, we derive the main system performance measures (blocking probability and
Akira Takahashi, Yoshitaka Takahashi, Shigeru Kaneda, Yoshikazu Akinaga, Noriteru Shinagawa   +4 more
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Demand not supplied, loss of load probability, and the joint loss of load probability reliability indices for industrial customers

Ninth International Conference on Harmonics and Quality of Power. Proceedings (Cat. No.00EX441), 2002
The demand not supplied, loss of load probability, and the joint loss of load probability results provide a reliable conductor configuration for the industrial customers. The industrial configuration includes a single or multiple high voltage conductors.
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Very Low Probabilities in the Loss Domain

The Geneva Risk and Insurance Review, 2017
This experimental study uses a non-parametric method to investigate probability weighting functions for very low probabilities in the loss domain. Probability weights in three loss situations containing small, large and heterogeneous losses composed of both small and large losses are elicited.
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The Probability Distribution of Fire Loss Amount

The Journal of Risk and Insurance, 1977
Theoretical distributions frequently used to model fire loss amount are discussed. The problem of selecting models solely on the basis of statistics is addressed. Use of probabilistic arguments applied in Reliability theory to infer the type of probability distribution, is explored. The concept of failure rate of a fire is discussed and used to explore
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