相关论文: On competing risk and degradation processes

Two approaches to time consistency of risk averse multistage stochastic problems were discussed in the recent literature. In one approach certain properties of the cor-responding risk measure are postulated which imply its decomposability.…

Heckerman (1993) defined causal independence in terms of a set of temporal conditional independence statements. These statements formalized certain types of causal interaction where (1) the effect is independent of the order that causes are…

Many forms of dependence manifest themselves over time, with behavior of variables in dynamical systems as a paradigmatic example. This paper studies temporal dependence in dynamical systems from a logical perspective, by enriching a…

We study an impact of a random environment on lifetimes of coherent systems with dependent components. There are two combined sources of this dependence. One results from the dependence of the components of the coherent system operating in…

Dependence on the parameter is continuous when perturbations of the parameter preserves strict preference for one alternative over another. We characterise this property via a utility function over alternatives that depends continuously on…

Diffusion in a linear potential in the presence of position-dependent killing is used to mimic a default process. Different assumptions regarding transport coefficients, initial conditions, and elasticity of the killing measure lead to…

We show that there is a general, informative and reliable procedure for discovering causal relations when, for all the investigator knows, both latent variables and selection bias may be at work. Given information about conditional…

Many researchers have investigated first hitting times as models for survival data. First hitting times arise naturally in many types of stochastic processes, ranging from Wiener processes to Markov chains. In a survival context, the state…

Aggregating risks from multiple sources can be complex and demanding, and decision makers usually adopt heuristics to simplify the evaluation process. This paper axiomatizes two closed related and yet different heuristics, narrow bracketing…

In this paper, we investigate various stochastic orderings for series and parallel systems with independent and heterogeneous components having lifetimes following the proportional odds model. We also investigate comparisons between system…

We consider systems whose lifetime is measured by the time of physical degradation of components, as well as the degree of power each component contributes to the system. The lifetimes of the components of the system are random variables.…

In this paper, the defining properties of a valid measure of the dependence between two random variables are reviewed and complemented with two original ones, shown to be more fundamental than other usual postulates. While other popular…

A proper discretization of the logistic differential equation, which is preserving these two distinct equilibrium solutions and their unstability and stability, suggest that we need to examine the time delay of the logistic map. According…

Bellman formulated a vague principle for optimization over time, which characterizes optimal policies by stating that a decision maker should not regret previous decisions retrospectively. This paper addresses time consistency in stochastic…

We conduct a review to assess how the simulation of repeated or recurrent events are planned. For such multivariate time-to-events, it is well established that the underlying mechanism is likely to be complex and to involve in particular…

Aalen's linear hazard rate regression model is a useful and increasingly popular alternative to Cox' multiplicative hazard rate model. It postulates that an individual has hazard rate function $h(s)=z_1\alpha_1(s)+\cdots+z_r\alpha_r(s)$ in…

It is known that the hazard ratio lacks a useful causal interpretation. Even for data from a randomized controlled trial, the hazard ratio suffers from built-in selection bias as, over time, the individuals at risk in the exposed and…

In spite of extended recent interest in System Reliability-Based Design Optimization (System RBDO) and life-cycle cost or Risk Optimization (RO), there is a lack of published studies on optimal design of redundant hyperstatic systems with…

We address causal reasoning in multivariate time series data generated by stochastic processes. Existing approaches are largely restricted to static settings, ignoring the continuity and emission of variations across time. In contrast, we…

Safety critical systems are typically subjected to hazard analysis before commissioning to identify and analyse potentially hazardous system states that may arise during operation. Currently, hazard analysis is mainly based on human…