Risk analysis under progressive type II censoring with binomial claim numbers

DOI10.1016/J.CAM.2008.10.045MaRDI QIDQ732104zbMATH OpenOpenAlexFDO

Authors Sibel Açik Kemaloğlu, Omer L. Gebizlioglu

Publication date 9 October 2009

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2008.10.045

zbMATH Keywords

binomial claim numbersprogressive censoringreservesrisk processsolvency ratio

Mathematics Subject Classification ID

Censored data models (62N01) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

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• scientific article; zbMATH DE number 48420 (Why is no real title available?)
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• scientific article; zbMATH DE number 1911038 (Why is no real title available?)
• scientific article; zbMATH DE number 847232 (Why is no real title available?)
• Inference in the Pareto distribution based on progressive Type II censoring with random removals
• Interval Estimation of Parameters of Life from Progressively Censored Data
• MLE and the estimated expected test time for the two-parameter Gompertz distribution under progressive censoring with binomial removals
• On optimal schemes in progressive censoring
• Progressively Censored Samples in Life Testing
• Reliability sampling plans for the Weibull distribution under Type II progressive censoring with binomial removals
• Solvency margins and equalization reserves
• Statistical analysis of Weibull distributed lifetime data under Type II progressive censoring with binomial removals
• Tolerance intervals for quantiles of bivariate risks and risk measurement
• Using copulae to bound the value-at-risk for functions of dependent risks

Cited in

(4)

• Computing tolerance limits for the lifetime of a \(k\)-out-of-\(n\):\(F\) system based on prior information and censored data
• Computing optimal confidence sets for Pareto models under progressive censoring
• Generalized beta prior models on fraction defective in reliability test planning
• Bivariate general random threshold models and exceedance statistics

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