Multivariate Birnbaum-Saunders Distribution and its Applications

Авторы: Khokhlov Yury S., Smirnova Ekaterina N., Filippov Maxim A.
Сборник: Proceedings of the 16th Applied Stochastic Models and Data Analysis International Conference (ASMDA2015) with Demographics 2015 Workshop, 30 June – 4 July 2015
Год издания: 2015
Место издания: ISAST: International Society for the Advancement of Science and Technology. Editor: Christos H Skiadas University of Piraeus, Piraeus, Greece
Первая страница: 385
Последняя страница: 392
Аннотация: The one-dimensional variant of this distribution was derived by Birnbaum and Saunders (1969) to model failures due to cracks under repeated cycles of stress. It has many applications in actuarial mathematics, theory of reliability, inventory theory and other fields. Very good justification of this distribution can be found in the paper by Desmond (1985). But in these papers it is considered the length of crack only and not the direction in space. We propose some variant of multivariate analog of Birnbaum-Saunders distribution following the method from Desmond (1985). Next we compare it with analogous definition in Kundu (2010). At last we consider some applications in actuarial mathematics.
Добавил в систему: Хохлов Юрий Степанович

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