Results 21 to 30 of about 15,414,698 (300)
Ruin Probability for Stochastic Flows of Financial Contract under Phase-Type Distribution
Risks, 2020 This paper examines the impact of the parameters of the distribution of the time at which a bank’s client defaults on their obligated payments, on the Lundberg adjustment coefficient, the upper and lower bounds of the ruin probability.
Franck Adékambi, Kokou Essiomle
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Journal of Industrial Engineering International, 2018 Acyclic phase-type distributions form a versatile model, serving as approximations to many probability distributions in various circumstances. They exhibit special properties and characteristics that usually make their applications attractive.
Mohsen Varmazyar +3 more
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Chemical Engineering Transactions, 2022 With the shortage of fossil energy, more attention is paid to two-phase flow due to the high heat transfer efficiency and uniform surface temperature. However, flow distribution in parallel channels is more complex than that of single-phase flow, which ...
Ping Yang +5 more
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IEEE Access, 2020 To address the problem that high-reliability and long-life complex products are susceptible to coupled fault mechanisms, and to address the challenge of constructing a macro fault behavior model for reliability evaluation, the reliability of a smart ...
Dan Xu, Xiaoqi Xiao, Yu Haibo
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Inhomogeneous phase-type distributions and heavy tails [PDF]
Journal of Applied Probability, 2019 AbstractWe extend the construction principle of phase-type (PH) distributions to allow for inhomogeneous transition rates and show that this naturally leads to direct probabilistic descriptions of certain transformations of PH distributions. In particular, the resulting matrix distributions enable the carrying over of fitting properties of PH ...
Hansjörg Albrecher, Mogens Bladt
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Yield stress fluids method to determine the pore size distribution of a porous medium [PDF]
, 2014 In this paper a new method is presented in order to determine the pore size distribution in a porous medium. This original technique uses the rheological properties of some non-Newtonian yield stress fluids flowing through the porous sample.
AMBARI, Abdelhak +2 more
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CMPH: a multivariate phase-type aggregate loss distribution
Dependence Modeling, 2017 We introduce a compound multivariate distribution designed for modeling insurance losses arising from different risk sources in insurance companies.
Ren Jiandong, Zitikis Ricardas
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Mathematics, 2023 In this paper, we analyze a multi-server queueing system with a marked Markov arrival process of two types of customers and a phase-type distribution of service time depending on the type of customer.
A. N. Dudin, S. A. Dudin, O. S. Dudina
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A Reliability Modeling Method Based on Phase-Type Distribution Aiming at Shock Model
IEEE Access, 2020 The traditional shock model generally describes the magnitude of the cumulative damage caused by a random shock sequence and compares the magnitude with a predetermined threshold to obtain the failure time of a component.
Long Wang, Xu Luo, Yue Li, Jia Tang
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On Moments of Discrete Phase-Type Distributions [PDF]
, 2005 Recently, an efficient and stable method to compute moments of first passage times from a subset of states classified as safe to the other states in ergodic discrete-time Markov chains (DTMCs) has been proposed. This paper shows that the same method can be used to compute moments of discrete phase-type (DPH) distributions, analyzes its complexity on ...
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