Approximating the randomized hitting time distribution of a non-stationary gamma process
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- Frenk, J.B.G. & Nicolai, R.P., 2007. "Approximating the Randomized Hitting Time Distribution of a Non-stationary Gamma Process," ERIM Report Series Research in Management ERS-2007-031-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
References listed on IDEAS
- Dufresne, François & Gerber, Hans U. & Shiu, Elias S. W., 1991. "Risk Theory with the Gamma Process," ASTIN Bulletin, Cambridge University Press, vol. 21(2), pages 177-192, November.
- Nicolai, R.P. & Frenk, J.B.G. & Dekker, R., 2007.
"Modelling and Optimizing Imperfect Maintenance of Coatings on Steel Structures,"
ERIM Report Series Research in Management
ERS-2007-043-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Nicolai, R.P. & Frenk, J.B.G. & Dekker, R., 2007. "Modelling and optimizing imperfect maintenance of coatings on steel structures," Econometric Institute Research Papers EI 2007-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- van Noortwijk, J.M., 2009. "A survey of the application of gamma processes in maintenance," Reliability Engineering and System Safety, Elsevier, vol. 94(1), pages 2-21.
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Cited by:
- Nicolai, R.P. & Frenk, J.B.G. & Dekker, R., 2007.
"Modelling and Optimizing Imperfect Maintenance of Coatings on Steel Structures,"
ERIM Report Series Research in Management
ERS-2007-043-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Nicolai, R.P. & Frenk, J.B.G. & Dekker, R., 2007. "Modelling and optimizing imperfect maintenance of coatings on steel structures," Econometric Institute Research Papers EI 2007-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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More about this item
Keywords
approximation; condition based maintencance; first hitting time; non-stationary gamma process; random threshold;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- M - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics
- M11 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration - - - Production Management
- O31 - Economic Development, Innovation, Technological Change, and Growth - - Innovation; Research and Development; Technological Change; Intellectual Property Rights - - - Innovation and Invention: Processes and Incentives
- O32 - Economic Development, Innovation, Technological Change, and Growth - - Innovation; Research and Development; Technological Change; Intellectual Property Rights - - - Management of Technological Innovation and R&D
- O33 - Economic Development, Innovation, Technological Change, and Growth - - Innovation; Research and Development; Technological Change; Intellectual Property Rights - - - Technological Change: Choices and Consequences; Diffusion Processes
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