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نمایش تعداد 1-10 از 30
Distorted copulas: constructions, properties and some applications
Distortion functions aimed at converting standard distribution functions for the
premium calculation was introduced by Yaari (1987) and Wang (1996) are useful
tools in generalizing of standard distribution functions. Distorted copulas are one...
The stress-strength reliability under the environmental factors
Environmental factors such as temperature, humidity, dust, fumes or corrosive agents often
have considerable influence on system reliability characteristics. In this paper, we assume
that the effect of the ...
Some results on the stress-strength reliability under the distortion functions
several distortion functions are studied. Furthermore, the changes in the residual stress- strength reliability, the mean remaining strength and the number of working components of a system are investigated when the original distributions have been...
Preservation of some Stochastic Orders under Distortion
Given a distortion function $g:[0,1]rightarrow [0,1]$, we examine under
what conditions some univariate stochastic orders preserve distortion and after that
we extend our work to bivariate stochastic orders under distortions with...
Stop loss order and version of risk measures in connection with inequality criteria
Stochastic orders have shown to be useful notions in several areas of economics,
the inequality analysis, risk analysis, reliability or portfolio insurance. Since the
1970, stochastic dominance rules have ...