Probability Distributions in Periodic Random Environment and Their Applications

DOI10.1137/S0036139994263847MaRDI QIDQ4337650zbMATHOpenAlexFDO

Authors Boyan Dimitrov, David jun. Green, Stefanka Chukova

Publication date 26 May 1997

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0036139994263847

zbMATH Keywords

reliabilitycounting processeshazard functionrelevation transformcharacterization of probability distributionsnonstationary Poisson processenvironmental modelingfailure-rate functionalmost lack of memory propertyservice with nonreliable server

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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(6)

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• A multimodal skewed extension of normal distribution: its properties and applications
• Consistent estimation of the intensity function of a cyclic Poisson process.
• The BALM copula
• Ruin probabilities in multivariate risk models with periodic common shock
• Doubly periodic non-homogeneous Poisson models for hurricane data

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