Zobrazeno 1 - 10
of 38
pro vyhledávání: '"Amir T. Payandeh Najafabadi"'
Publikováno v:
Revstat Statistical Journal, Vol 8, Iss 2 (2010)
We propose improvements under squared error loss of the minimum risk equivariant and the linear minimax estimators for estimating the location parameter θ of a p-variate spherically symmetric distribution, with θ restricted to a ball of radius m ce
Externí odkaz:
https://doaj.org/article/5f5fc359f13d487e9a1124a22cfea9b1
Publikováno v:
Annals of Actuarial Science. :1-25
Consider the problem of determining the Bayesian credibility mean $E(X_{n+1}|X_1,\cdots, X_n),$ whenever the random claims $X_1,\cdots, X_n,$ given parameter vector $\boldsymbol{\Psi},$ are sampled from the K-component mixture family of distributions
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::19f3d4aa2ed0ba223a93cb085f293b6f
https://doi.org/10.1017/s1748499523000076
https://doi.org/10.1017/s1748499523000076
Publikováno v:
North American Actuarial Journal. :1-14
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::17346e4e6dd71eca51793119bd0c2f22
https://doi.org/10.1080/10920277.2022.2110123
https://doi.org/10.1080/10920277.2022.2110123
Publikováno v:
Soft Computing. 26:3227-3235
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2759fefa859ac0265308a9c4503609e5
https://doi.org/10.1007/s00500-022-06817-2
https://doi.org/10.1007/s00500-022-06817-2
Publikováno v:
Annals of Actuarial Science. 16:367-383
This paper obtains an optimal strategy in a finite horizon time for a portfolio of a defined contribution (DC) pension fund for an investor with the CRRA utility function. It employs the optimal stochastic control method in a financial market with tw
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7ea789d0f49aead69160284e84d93ac0
https://doi.org/10.1017/s1748499521000270
https://doi.org/10.1017/s1748499521000270
This paper considers a one-year healthcare insurance contract inwhich a policyholder protects against an epidemic risk within thepolicy term and its side effects at most five years later forthose who got an infection during the policy period. To deri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bc08af5f41929731be010493516cede8
https://doi.org/10.21203/rs.3.rs-2536922/v1
https://doi.org/10.21203/rs.3.rs-2536922/v1
Autor:
Saif Al-Qaisi, Mohammad Jafari, Amir Jafari, Narmin Hassanzadeh-Rangi, Farid Zaeri, Amir T. Payandeh Najafabadi
Publikováno v:
Human Factors and Ergonomics in Manufacturing & Service Industries. 30:165-175
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::86ca0b7d1d9395d26e0526c5c9177d02
https://doi.org/10.1002/hfm.20831
https://doi.org/10.1002/hfm.20831
Publikováno v:
Braz. J. Probab. Stat. 34, no. 1 (2020), 150-166
Consider two parallel systems, say $A$ and $B$, with respective lifetimes $T_{1}$ and $T_{2}$ wherein independent component lifetimes of each system follow exponentiated generalized gamma distribution with possibly different exponential shape and sca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::82891c1460618f96e802ccf6dbe14a7a
https://projecteuclid.org/euclid.bjps/1580720429
https://projecteuclid.org/euclid.bjps/1580720429
Publikováno v:
International Journal of Industrial and Systems Engineering. 41:168
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9bb0936fbfe9a8526f603c88ba04ba08
https://doi.org/10.1504/ijise.2022.123581
https://doi.org/10.1504/ijise.2022.123581
Publikováno v:
Probability in the Engineering and Informational Sciences. 33:460-470
The main aim of this paper is to present two new results concerning the characterization of likelihood ratio and reversed hazard rate orders between largest order statistics from two sets of independent heterogeneous and homogeneous exponentiated gen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3b8e66e1993cd218cbfd3fd3612d43e8
https://doi.org/10.1017/s0269964818000220
https://doi.org/10.1017/s0269964818000220