相关论文: On competing risk and degradation processes

People often deviate from expected utility theory when making risky and intertemporal choices. While the effects of probabilistic risk and time delay have been extensively studied in isolation, their interplay and underlying theoretical…

To evaluate a single cause of a binary effect, Dawid et al. (2014) defined the probability of causation, while Pearl (2015) defined the probabilities of necessity and sufficiency. For assessing the multiple correlated causes of a binary…

The short-time behavior of the survival probability of a system governed by a time-dependent non-Hermitian Hamiltonian is derived using to the second order perturbative approach. The resulting expression allows for the analysis of some…

A key challenge in causal inference from observational studies is the identification and estimation of causal effects in the presence of unmeasured confounding. In this paper, we introduce a novel approach for causal inference that…

Regular and rapid variation have been extensively studied in the literature and applied across various fields, particularly in extreme value theory. In this paper, we examine regular and rapid variation through the lens of generalized…

The notion of stochastic precedence between two random variables emerges as a relevant concept in several fields of applied probability. When one consider a vector of random variables $X_1,...,X_n$, this notion has a preeminent role in the…

Measuring dependence between two events, or equivalently between two binary random variables, amounts to expressing the dependence structure inherent in a $2\times 2$ contingency table in a real number between $-1$ and $1$. Countless such…

In this paper we present a study about minima among random variables, about the context of voting theory, and about paradoxes related with such topics. In the field of reliability theory, the term load-sharing model is commonly used to…

We study a model of moral hazard with heterogeneous beliefs where each of agent's actions gives rise to a pair of probability distributions over output levels, one representing the beliefs of the agent and the other those of the principal.…

We introduce a dynamic and stochastic interbank model with an endogenous notion of distress contagion, arising from rational worries about future defaults and ensuing losses. This entails a mark-to-market valuation adjustment for interbank…

The lifetime of a system of connected units under some natural assumptions can be represented as a random variable Y defined as a weighted lattice polynomial of random lifetimes of its components. As such, the concept of a random variable Y…

Survival models are a popular tool for the analysis of time to event data with applications in medicine, engineering, economics, and many more. Advances like the Cox proportional hazard model have enabled researchers to better describe…

The log-rank test and the Cox proportional hazards model are commonly used to compare time-to-event data in clinical trials, as they are most powerful under proportional hazards. But there is a loss of power if this assumption is violated,…

This paper presents a systematic study of the notion of surplus invariance, which plays a natural and important role in the theory of risk measures and capital requirements. So far, this notion has been investigated in the setting of some…

In environmental sciences, it is often of interest to assess whether the dependence between extreme measurements has changed during the observation period. The aim of this work is to propose a statistical test that is particularly sensitive…

Long-range dependence and non-Gaussianity are ubiquitous in many natural systems like ecosystems, biological systems and climate. However, it is not always appreciated that both phenomena may occur together in natural systems and that…

We propose and axiomatize preferences on a product state space in light of uncertainty regarding the dependency of different payoff-relevant factors. Dependence structures allow to decompose probabilities and allow to pin down behavior…

In this article we differentiate and characterize the standard two-process serial models and the standard two process parallel models by investigating the behavior of (conditional) distributions of the total completion times and survivals…

This paper addresses the theoretical conditions necessary for some subject of study to survive forever. A probabilistic analysis leads to some prerequisite conditions for preserving, say, electronic data indefinitely into the future. The…

Physical processes rarely occur in isolation, rather they influence and interact with one another. Thus, there is great benefit in modeling potential dependence between both spatial locations and different processes. It is the interaction…