Wu, Shaomin, Dui, Hongyan, Hu, Linmin (2024) Construction of copulas for bivariate failure rates. Annals of Operations Research, . ISSN 0254-5330. (doi:10.1007/s10479-024-06053-x) (KAR id:106032)
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Language: English 
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| Official URL: https://doi.org/10.1007/s10479-024-06053-x |
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Abstract
This paper aims to develop a method to construct an asymmetric copula, based on which a closed form of the cumulative bivariate failure rate can be obtained. The construction method differs from existing ones. This new method can facilitate the derivation of some results such as the estimation of the expected number of occurrences for a system whose failure process is modelled by a bivariate stochastic process or the expected cost in optimisation of maintenance policies.
| Item Type: | Article |
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| DOI/Identification number: | 10.1007/s10479-024-06053-x |
| Uncontrolled keywords: | Dependence; Copula; Asymmetric copula; Bivariate failure rate |
| Subjects: |
H Social Sciences > HA Statistics Q Science > Operations Research - Theory |
| Divisions: | Divisions > Kent Business School - Division > Department of Analytics, Operations and Systems |
| Funders: | University of Kent (https://ror.org/00xkeyj56) |
| Depositing User: | Shaomin Wu |
| Date Deposited: | 20 May 2024 21:21 UTC |
| Last Modified: | 21 May 2024 10:49 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/106032 (The current URI for this page, for reference purposes) |
University of Kent Author Information
Wu, Shaomin.
| Creator's ORCID: |
 https://orcid.org/0000-0001-9786-3213
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