scientific article; zbMATH DE number 4020275
zbMATH Open0627.62097MaRDI QIDQ3763448FDOQ3763448
Authors: Ilkka Norros
Publication date: 1986
Title of this publication is not available (Why is that?)
Recommendations
- Systems weakened by failures
- Life Lengths and Association: A Dynamic Approach
- On residual lifetimes of \(k\)-out-of-\(n\) systems with nonidentical components
- Stochastic comparisons for residual lifetimes and Bayesian notions of multivariate ageing
- Stochastic Orderings and Ageing Properties of Residual Life Lengths of Live Components in (n-k+1)-Out-Of-n Systems
positive dependencestochastic orderstochastic comparisonmultivariate increasing failure rate average distributionsindependent exponential random variablesweakened by failureschange of compensator functionscompensator representation of multivariate life length distributionsimprovement of components
Reliability and life testing (62N05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Cited In (22)
- Some extensions of Norros' lemma in models with several defaults
- A variance-based importance index for systems with dependent components
- A note on the exponentiality of total hazards before failure
- Pattern's reliability importance under dependence condition and different information levels
- Importance measures in reliability and mathematical programming
- Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals
- Filtering the histories of a partially observed marked point process
- Systems weakened by failures
- The multivariate hazard construction
- Title not available (Why is that?)
- Reducing bias in event time simulations via measure changes
- Multivariate hazard rate orders
- Unilateral counterparty risk valuation for CDS under a regime switching interacting intensities model
- Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems
- Credit risky securities valuation under a contagion model with interacting intensities
- Basket CDS pricing with interacting intensities
- Long run proportional hazards models of random censorship
- WBF property and stochastical monotonicity of the Markov process associated to Schur-constant survival functions
- Prequential omnibus goodness-of-fit tests for stochastic processes: A numerical study
- Interacting default intensity with a hidden Markov process
- Simulations and predictions of future values in the time-homogeneous load-sharing model
- Multivariate conditional hazard rate functions -- an overview
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3763448)