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Access Right: info:eu-repo/semantics/openAccessSubject: Dependence

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Now showing 1 - 3 of 3
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    Article
    Citation - WoS: 19
    Citation - Scopus: 20
    (k1< k2< km< System and Its Reliability
    (Elsevier Science Bv, 2019) Eryilmaz, Serkan
    This paper is concerned with a system consisting of multiple types of components and having (k(1), k(2),..., k(m))-out-of-n structure. The (k(1), k(2),.., k(m))-out-of-n system is a system consisting of n components of type i, i = 1, 2,..., m, and functions if at least k(1) components of type 1, k(2) components of type 2,..., k(m) components of type m work, n = Sigma(n)(i=1) n(i). The exact and approximate expressions are obtained for the survival function of the system under concern. The weighted-(k(1), k(2),..., k(m))-out-of-n system is also defined and studied. This weighted model is applied to evaluate the wind power system that consists of two wind plants. (C) 2018 Elsevier B.V. All rights reserved.
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    Article
    Citation - WoS: 7
    Citation - Scopus: 7
    A Generalized Class of Correlated Run Shock Models
    (de Gruyter Poland Sp Zoo, 2018) Yalcin, Femin; Eryilmaz, Serkan; Bozbulut, Ali Riza
    In this paper, a generalized class of run shock models associated with a bivariate sequence {(X-i, Y-i)}(i >= 1) of correlated random variables is defined and studied. For a system that is subject to shocks of random magnitudes X-1, X-2, ... over time, let the random variables Y-1, Y-2, ... denote times between arrivals of successive shocks. The lifetime of the system under this class is defined through a compound random variable T = Sigma(N)(t=1) Y-t, where N is a stopping time for the sequence {Xi}(i >= 1) and represents the number of shocks that causes failure of the system. Another random variable of interest is the maximum shock size up to N, i.e. M = max {X-i, 1 <= i <= N}Distributions of T and M are investigated when N has a phase-type distribution.
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    Article
    Citation - WoS: 5
    Citation - Scopus: 6
    Computing Finite Time Non-Ruin Probability and Some Joint Distributions in Discrete Time Risk Model With Exchangeable Claim Occurrences
    (Elsevier, 2017) Eryilmaz, Serkan; Gebizlioglu, Omer L.
    In this paper, we study a discrete time risk model based on exchangeable dependent claim occurrences. In particular, we obtain expressions for the finite time non-ruin probability, and the joint distribution of the time to ruin, the surplus immediately before ruin, and the deficit at ruin. An illustration of the results is given and some implications of the results are provided. Comparisons are made with the corresponding results for the classical compound binomial model of independent and identically distributed claim occurrences. (C) 2016 Elsevier E.V. All rights reserved.