
Mindful Topics on Risk Analysis and Design of Experiments
Description
Alles über E-Books | Antworten auf Fragen rund um E-Books, Kopierschutz und Dateiformate finden Sie in unserem Info- & Hilfebereich.
This book provides an overview of the role of statistics in Risk Analysis, by addressing theory, methodology and applications covering the broad scope of risk assessment in life sciences and public health, environmental science as well as in economics and finance. Experimental Design plays a key role in many of these areas, therefore there is special attention paid to joining Risk Analysis and Experimental Design topics. The contributions of this volume originate from the 8th International Conference on Risk Analysis (23-26 April, 2019, Vienna). The conference brought together researchers and practitioners working in the field of Risk Analysis. The most important contributions at the conference have been refereed and developed into chapters to show the latest developments in the field.
More details
Other editions
Additional editions

Content
- Intro
- Preface
- Contents
- Risk Analysis
- Asset and Liability Risk Management in Financial Markets
- 1 Introduction
- 2 Duration Immunisation
- 3 Multi-stage Stochastic Programming
- 4 Dynamic Stochastic Control
- 5 Need for Metaheuristics and Simheuristics
- 6 Conclusions and Future Work
- References
- A Critical Discussion on Systemic Risk Measures
- 1 Introduction
- 2 Theoretical Background and Main Concepts
- 2.1 Var - Value at Risk
- 2.2 CoVaR
- 2.3 CoVaR
- 2.4 Probability of Rare Events - Extreme Values Theory
- 2.5 Quantile Regression
- 3 Methodology
- 3.1 Methodology Description
- 3.2 Calculating VaR
- 4 Application
- 4.1 Data
- 4.2 Comparing VaR, CoVaR and CoVaR
- 4.3 Identifying Systemic Risky Financial Institutions
- 5 Conclusions
- References
- Model Oriented Statistical Analysis for Cancer Problems
- 1 Statistical Models in Carcinogenesis
- 2 Different Classes of Cancer Models
- 3 Melanoma Analysis: Biological Insight and Management of Disease
- 4 Discussion
- References
- Two-Stage Clonal Expansion Model Using Conditional Likelihood to Discern the Initiation and Promotion Effects: Numerical Study
- 1 Introduction
- 2 Methods
- 2.1 Parameter Setting and Data Generation
- 2.2 Models for the Estimation of Parameters
- 2.3 Algorithm Searching for MLEs
- 2.4 Model Selection Strategy
- 3 Results and Discussion
- 4 Concluding Remarks
- References
- Business Failure Prediction Models: A Bibliometric Analysis
- 1 Introduction
- 2 Research Methodology
- 3 Main Results
- 3.1 Trends in the Business Failure Prediction Field
- 3.2 Conceptual Structures and Networks
- 4 Conclusions and Discussion
- References
- Use of Previously Published Data in Statistical Estimation
- 1 Introduction
- 2 Association Between Gestational Age at Birth and Third Grade Academic Performance
- 2.1 Previously Published Findings on New York City
- 2.2 Data on Milwaukee Public Schools
- 2.3 The Use of Both Data Sources
- 3 Methodology
- 3.1 Sub-optimality of 0 Under =0
- 3.2 Sensitivity Analysis Conditional on =c
- 4 Association Between Gestational Age and Academic Performance (continuation)
- 5 Conclusion
- References
- Experimental Design
- An Efficient Operational Matrices to Solve Biochemical Reaction Model with Error Analysis
- 1 Introduction
- 2 Description of Method with Application
- 2.1 Residual Correction Procedure
- 3 Conclusions
- References
- Some Notes on Types of Symmetry for Crossover Designs
- 1 Introduction
- 2 Some Critical Steps in Literature
- 3 Pseudo Symmetric Designs
- 3.1 A General Solution: OAI of Strength 2
- 3.2 The Case of V=Ip and tp-1
- 3.3 An Example
- 4 Recent Advances on Related Problems
- 5 Discussions
- References
- Optimal Stress Levels in Accelerated Degradation Testing for Various Degradation Models
- 1 Introduction
- 2 Accelerated Degradation Testing Based on a Gamma Process
- 2.1 Model Formulation
- 2.2 Estimation and Information
- 2.3 Optimality Criterion Based on the Failure Time Distribution
- 2.4 Numerical Example
- 3 Bivariate Accelerated Degradation Testing with Two Gamma Processes
- 3.1 Model Formulation
- 3.2 Information
- 3.3 Optimality Criterion Based on the Failure Time Distribution
- 3.4 Numerical Example
- 4 Bivariate Accelerated Degradation Testing with a Gamma Process and a Linear Mixed Model
- 4.1 Model Formulation of the Second Degradation Component: Linear Mixed Model
- 4.2 Information for the Second Degradation Component: Linear Mixed Model
- 4.3 Failure Time Distribution for the Second Degradation Component: Linear Mixed Model
- 4.4 Estimation and Information in the Combined Model
- 4.5 Optimality Criterion Based on the Joint Failure Time
- 4.6 Numerical Example
- 5 Concluding Remarks
- References
- Testing Interaction and Estimating Variance Components in Block Designs - Based on a Linear Model
- 1 Introduction
- 1.1 Tukey's Test
- 1.2 Johnson and Graybill's Test
- 1.3 Mandel's Test
- 2 Deriving Sum of Squares for Error Term and Interaction in Block Designs
- 2.1 Sum of Squares in Two Factorial Designs
- 2.2 Separating Error from Interaction in Block Designs
- 3 Illustrative Example
- 3.1 Calculation of Column Block Means
- 3.2 Calculation of Sum of Squares and Degrees of Freedom
- 3.3 ANOVA Table
- 4 Simulations
- 5 Estimating Variance Components
- 6 Conclusions
- References
- Optimal Designs for Prediction in Two Treatment Groups Random Coefficient Regression Models
- 1 Introduction
- 2 Two Treatment Groups RCR Model
- 3 Estimation and Prediction
- 4 Experimental Design
- 4.1 Optimal Designs for Estimation of Population Parameter
- 4.2 Optimal Designs for Prediction of Individual Response Parameters
- 4.3 Numerical Example
- 5 Discussion
- References
- Author Index
System requirements
File format: PDF
Copy protection: Watermark-DRM (Digital Rights Management)
System requirements:
- Computer (Windows; MacOS X; Linux): Use the free software Adobe Reader, Adobe Digital Editions, or any other PDF viewer of your choice (see eBook Help).
- Tablet/Smartphone (Android; iOS): Install the free app Adobe Digital Editions or another reading app for eBooks, e.g., PocketBook (see eBook Help).
- E-reader: Bookeen, Kobo, Pocketbook, Sony, Tolino and many more (only limited: Kindle).
The file format PDF always displays a book page identically on any hardware. This makes PDF suitable for complex layouts such as those used in textbooks and reference books (images, tables, columns, footnotes). Unfortunately, on the small screens of e-readers or smartphones, PDFs are rather annoying, requiring too much scrolling.
This eBook uses Watermark-DRM, a „soft” copy protection. This means that there are no technical restrictions to prevent illegal distribution. However, there is a personalised watermark embedded in the eBook that can be used to identify the purchaser of the eBook in the event of misuse and to provide evidence for legal purposes.
For more information, see our eBook Help page.