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Article Citation - WoS: 12Citation - Scopus: 14The Markov Discrete Time Δ-Shock Reliability Model and a Waiting Time Problem(Wiley, 2022) Chadjiconstantinidis, Stathis; Eryilmaz, Serkandelta-shock model is one of the widely studied shock models in reliability theory and applied probability. In this model, the system fails due to the arrivals of two consecutive shocks which are too close to each other. That is, the system breaks down when the time between two successive shocks falls below a fixed threshold delta. In the literature, the delta-shock model has been mostly studied by assuming that the time between shocks have continuous distribution. In the present paper, the discrete time version of the model is considered. In particular, a proper waiting time random variable is defined based on a sequence of two-state Markov dependent binary trials and the problem of finding the distribution of the system's lifetime is linked with the distribution of the waiting time random variable, and we study the joint as well as the marginal distributions of the lifetime, the number of shocks and the number of failures associated with these binary trials.Article Citation - WoS: 11Citation - Scopus: 10Modeling of Claim Exceedances Over Random Thresholds for Related Insurance Portfolios(Elsevier, 2011) Eryilmaz, Serkan; Gebizlioglu, Omer L.; Tank, FatihLarge claims in an actuarial risk process are of special importance for the actuarial decision making about several issues like pricing of risks, determination of retention treaties and capital requirements for solvency. This paper presents a model about claim occurrences in an insurance portfolio that exceed the largest claim of another portfolio providing the same sort of insurance coverages. Two cases are taken into consideration: independent and identically distributed claims and exchangeable dependent claims in each of the portfolios. Copulas are used to model the dependence situations. Several theorems and examples are presented for the distributional properties and expected values of the critical quantities under concern. (C) 2011 Elsevier B.V. All rights reserved.Article Citation - WoS: 7Citation - Scopus: 9Reliability-Based Evaluation of Hybrid Wind-Solar Energy System(Sage Publications Ltd, 2021) Devrim, Yilser; Eryilmaz, SerkanIn this article, a hybrid system that consists of a specified number of wind turbines and solar modules is considered. In particular, the system is modeled using weightedk-out-of-nsystem which is also known as a threshold system in reliability literature. The system under concern consists ofn1identical wind turbines andn2identical solar modules, and each turbine and module can be in one of two states as working or failed. The probability that the entire hybrid system withn=n1+n2components produces power at minimum levelkis computed and evaluated. The importance of single-wind turbine and solar module is also calculated to measure which renewable energy component is more critical and important. Extensive numerical results that are based on real data set are presented to illustrate the model.Article Citation - WoS: 26Citation - Scopus: 28Reliability Assessment for Discrete Time Shock Models Via Phase-Type Distributions(Wiley, 2021) Eryilmaz, Serkan; Kan, CihangirIn this paper, particular shock models are studied for the case when the times between successive shocks and the magnitudes of shocks have discrete phase-type distributions. The well-known shock models such as delta shock model, extreme shock model, and the mixed shock model which is obtained by combining delta and extreme shock models are considered. The probability generating function and recursive equation for the distribution of the system's lifetime are obtained for the cases when the interarrival times between shocks and the magnitudes of shocks are independent and when they are dependent. System reliability is computed for particular interarrival distributions such as geometric, negative Binomial and generalized geometric distributions.Article Citation - WoS: 11Citation - Scopus: 13Geometric Distribution of Order k With a Reward(Elsevier Science Bv, 2014) Eryilmaz, SerkanIn this paper, we introduce and study geometric distribution of order k with a reward. In a sequence of binary trials, suppose that each time a success occurs a random reward is received. The distribution of the number of trials until the sum of consecutive rewards is equal to or exceeds the level k is called geometric distribution of order k with a reward. We obtain expressions for the probability mass function of this distribution. (C) 2014 Elsevier B.V. All rights reserved.Article Citation - WoS: 20Citation - Scopus: 20On Optimal Age Replacement Policy for a Class of Coherent Systems(Elsevier, 2020) Eryilmaz, Serkan; Eryılmaz, Serkan; Pekalp, Mustafa Hilmi; Eryılmaz, Serkan; Industrial Engineering; Industrial EngineeringAccording to the well-known age replacement policy, the system is replaced preventively at time t or correctively at system failure, whichever occurs first. For a coherent system consisting of components having common failure time distribution which has increasing failure rate, we present necessary conditions for the existence of the unique optimal value which minimizes the mean cost rate. The conditions are mainly based on the signature which only depends on the system's structure. The results are illustrated for linear and circular consecutive type systems. (C) 2020 Elsevier B.V. All rights reserved.Article Citation - WoS: 8Citation - Scopus: 13Joint Reliability Importance in a Binary k-out-of- n: G System With Exchangeable Dependent Components(Nctu-national Chiao Tung Univ Press, 2014) Mahmoud, Boushaba; Eryilmaz, SerkanIn this paper, we study joint reliability importance (JRI) in a k -out-of- n : G structure consisting of exchangeable dependent coimponents. We obtain a closed-form formula for the JRI of multiple components of a k -out-of- n : G system with dependent components. We illustrate the results for the k -out-of- n: G model under stress-strength setup. The results extend and generalize the results in the literature from various perspectives including exchangeable type dependence for the JRI of two components.Article Citation - WoS: 18Citation - Scopus: 21Failure Rates of Consecutive k-out-of-n< Systems(Springer Heidelberg, 2012) Eryilmaz, Serkan; Navarro, JorgeLinear and circular consecutive k-out-of-n systems are very popular models in reliability theory, survival analysis, and biological disciplines and other related lifetime sciences. In these theories, the failure rate function is a key notion for measuring the ageing process. In this paper we obtain some mixture representations for consecutive systems and we apply a mixture-based failure rate analysis for both linear and circular consecutive systems. In particular, we analyze the limiting behavior of the system failure rate when the time increases and we obtain some ordering properties. We first consider the popular case of systems with components having independent and identically distributed lifetimes. In practice, these assumptions may fail. So we also study the case of independent non-identically distributed component lifetimes. This case has special interest when a cold-standby redundancy is used for some components. In this sense, we analyze where to place the best components in the systems. Even more, we also study systems with dependent components by assuming that their lifetimes are exchangeable. (C) 2011 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.Article Citation - WoS: 53Citation - Scopus: 60On the Mean Residual Life of a k-out-of-n< System With a Single Cold Standby Component(Elsevier Science Bv, 2012) Eryilmaz, SerkanThe concept of mean residual life is one of the most important characteristics that has been widely used in dynamic reliability analysis. It is a useful tool for investigating ageing properties of technical systems. In this paper, we define and study three different mean residual life functions for k-out-of-n:G system with a single cold standby component. In particular, we obtain explicit expressions for the corresponding functions using distributions of order statistics. We also provide some stochastic ordering results associated with the lifetime of a system. We illustrate the results for various lifetime distributions. (c) 2012 Elsevier B.V. All rights reserved.Article Citation - WoS: 36Citation - Scopus: 44An Algorithmic Approach for the Dynamic Reliability Analysis of Non-Repairable Multi-State Weighted k-out-of-n< System(Elsevier Sci Ltd, 2014) Eryilmaz, Serkan; Bozbulut, Ali RizaIn this paper, we study a multi-state weighted k-out-of-n:G system model in a dynamic setup. In particular, we study the random time spent by the system with a minimum performance level of k. Our method is based on ordering the lifetimes of the system's components in different state subsets. Using this ordering along with the Monte-Carlo simulation algorithm, we obtain estimates of the mean and survival function of the time spent by the system in state k or above. We present illustrative computational results when the degradation in the components follows a Markov process. (C) 2014 Elsevier Ltd. All rights reserved.
