Başlık için Makale Koleksiyonu listeleme
Toplam kayıt 14, listelenen: 8-14
-
Portfolio Optimization Of Dynamic Copula Models For Dependent Financial Data Using Change Point Approach
(2016)In this paper, the portfolio optimization based on CV aR is performed using the dynamic copula model for ...nancial data. Determining thebest model of dependency between ...nancial data has an important role intaking ... -
Reliability and Validity of a New Test of Agility and Skill for Female Amateur Soccer Players
(De Gruyter Open Ltd, 2017)The aim of this study was to evaluate the Agility and Skill Test, which had been recently developed to assess agility and skill in female athletes. Following a 10 min warm-up, two trials to test the reliability and validity ... -
Residual Lifetime Of System With Cold Standby Unit
(2017)In this paper, we define and study two different residual life random variables corresponding to single unit system equipped with cold standby unit. We obtain the conditional survival functions when the lifetimes Of active ... -
Some results on the extreme distributions of surplus process with nonhomogeneous claim occurrences
(Hacettepe Univ, Fac Sci, 2015)In this paper; survival (non-ruin) probability after a definite time period of an insurance company is studied in a discrete time model based on non-homogenous claim occurrences. Furthermore, distributions of the minimum ... -
The Statistical Analysis of the Earthquake Hazard for Turkey by Generalized Linear Models
(Gazi Univ, 2017)In this paper, 4863 earthquake data of magnitude 4.0 and greater from 1900 to 2014 are statistically analyzed for the earthquake hazard in Turkey. The magnitude-frequency relationship in earthquake risk analysis is often ... -
Survival Probabilities For Compound Binomial Risk Model With Discrete Phase-Type Claims
(2016)Due to having useful properties in approximating to the otherdistributions and mathematically tractable, phase type distributions are commonly used in actuarial risk theory. Claim occurrence time and individualclaim size ... -
System reliability under delta-shock model
(Taylor & Francis Inc, 2018)delta-shock model is one of the widely studied shock models in reliability. Under this model, the system fails when the time between two consecutive shocks falls below a fixed threshold . In this paper, the survival function ...