Stochastic modelling and statistial inferences on computer software reliability.

Dingiloğlu, Handan


Stochastic modelling of biochemical networks and inference of model parameters
Purutçuoğlu Gazi, Vilda (Springer International Publishing, 2018-04-01)
The research and review papers presented in this volume provide an overview of the main issues, findings, and open questions in cutting-edge research on the fields of modeling, optimization and dynamics and their applications to biology, economics, energy, finance, industry, physics and psychology. Given the scientific relevance of the innovative applications and emerging issues they address, the contributions to this volume, written by some of the world’s leading experts in mathematics, economics and oth...
Stochastic modelling and parameter estimation of the HCV network
Purutçuoğlu Gazi, Vilda (null; 2011-06-01)
Mert, Özenç Murat; Kestel, Sevtap Ayşe; Department of Financial Mathematics (2022-12-2)
Insurance markets play an essential role in the economy of the world and its structure requires reinsurance policies due to the growth in populations, extreme (catastrophic) events, political and economical perspectives. In this thesis, stop-loss contracts, one of the reinsurance policy types, are covered for two different contract types: (i) contracts with retention and (ii) contracts with both retention and cap (maximum). This thesis covers two different methodologies, distributional and stochastic behavi...
Stochastic surplus processes with VaR AND CVaR simulations in actuarial applications
Şimşek, Meral; Uğur, Ömür; Kestel, Sevtap Ayşe; Department of Actuarial Sciences (2016)
The theory of ruin is a substantial study for those who are interested in financial survival probability based on the patterns imposed by the surplus process, which determines the insurer’s capital balance at a given time. In other words, fluctuations in aggregate claims as well as premiums in such processes can be secured by a certain capital. In this study, we simulate various surplus processes under different claim sizedistribution assumptions and extend the analyses by adding perturbation of a Brownian mo...
Stochastic modelling of biochemical networks and inference of modelparameters
Purutçuoğlu Gazi, Vilda (null, Springer, 2018-01-01)
There are many approaches to model the biochemical systems deterministically or stochastically. In deterministic approaches, we aim to describe the steady-state behaviours of the system, whereas, under stochastic models, we present the random nature of the system, for instance, during transcription or translation processes. Here, we represent the stochastic modelling approaches of biological networks and explain in details the inference of the model parameters within the Bayesian framework.
Citation Formats
H. Dingiloğlu, “Stochastic modelling and statistial inferences on computer software reliability.,” Middle East Technical University, 1987.