scientific article; zbMATH DE number 4020275

MaRDI QIDQ3763448zbMATH OpenFDO

Authors Ilkka Norros

Publication date 1986

zbMATH Keywords

change of compensator functionscompensator representation of multivariate life length distributionsimprovement of componentsindependent exponential random variablesmultivariate increasing failure rate average distributionspositive dependencestochastic comparisonstochastic orderweakened by failures

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Reliability and life testing (62N05)

Recommendations

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Cited in

(24)

• Systems weakened by failures
• The multivariate hazard construction
• A note on the exponentiality of total hazards before failure
• Filtering the histories of a partially observed marked point process
• Long run proportional hazards models of random censorship
• Dynamic linkages for multivariate distributions with given nonoverlapping multivariate marginals
• Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems
• Multivariate hazard rate orders
• WBF property and stochastical monotonicity of the Markov process associated to Schur-constant survival functions
• Unilateral counterparty risk valuation for CDS under a regime switching interacting intensities model
• Importance measures in reliability and mathematical programming
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• Interacting default intensity with a hidden Markov process
• Some extensions of Norros' lemma in models with several defaults
• Prequential omnibus goodness-of-fit tests for stochastic processes: A numerical study
• Reducing bias in event time simulations via measure changes
• Credit risky securities valuation under a contagion model with interacting intensities
• Simulations and predictions of future values in the time-homogeneous load-sharing model
• Multivariate conditional hazard rate functions -- an overview
• A variance-based importance index for systems with dependent components
• A conditioned Kullback-Leibler divergence measure through compensator processes and its relationship to cumulative residual inaccuracy measure with applications
• Pattern's reliability importance under dependence condition and different information levels
• Basket CDS pricing with interacting intensities

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