Exposure Curve for the Sum of Dependent Risks

2019-07-12
Akarsu, Gülçin
Centeno, Maria De Lourdes
Kestel, Sevtap Ayşe

Suggestions

Risk Measurement Using Extreme Value Theory: The Case of BIST100 Index
Yıldırım, Bükre; Kestel, Sevtap Ayşe; Karabey, Uğur (null; 2017-12-06)
Exposures and health effects of mobile source emissions
Gaga, Eftade Odaman; Tuncel, Semra; Özer, Ulviye; Department of Chemistry (1997)
Risk Attitudes against Losses: An Application to an Emerging Market
Özdemir, Özlem (2011-06-16)
Risk assessment by fault tree analysis of methane explosions in Turkish hard coal enterprises underground mines
Mevsim, Rıdvan; Demirel, Nuray; Department of Mining Engineering (2016)
Mining is one of the most hazardous industries in the world. Among all mining professions, underground coal mining has the highest occupational accident and disease rates. Methane explosion appears as the major accident type which results in severe loss of life and property in underground coal mining. Including underground coal mines, preparing a practicable risk assessment is the primary step to sustain a safe workplace environment. The main objective of this study is to specify the root causes of methane ...
Hazard rate and reliability function predictions for future observations
Sürücü, Barış (null; 2015-12-12)
Estimating reliability and hazard rate functions for various types of distributions based on sample information is an interesting problem in the statistical literature. The common and the simplest approach to this problem is to estimate the unknown parameters for the underlying distribution of concern and replace these unknown parameters in reliability and hazard rate functions by their estimators. However, this may lead to inconsistent coverage probabilities for the estimated functions. This classical appr...
Citation Formats
G. Akarsu, M. D. L. Centeno, and S. A. Kestel, “Exposure Curve for the Sum of Dependent Risks,” 2019, Accessed: 00, 2021. [Online]. Available: https://www.groups.ma.tum.de/fileadmin/w00ccg/mathfinance/23rd_IME/IME_preliminary_program_2019.pdf.