IDEAS home Printed from https://ideas.repec.org/a/bpj/ecqcon/v20y2005i1p97-109n11.html
   My bibliography  Save this article

Run and Frequency Quotas Under Markovian Fashion and their Application in Risk Analysis

Author

Listed:
  • Kolev Nikolai

    (Department of Statistics, Institute of Mathematics and Statistics, University of São Paulo, C.P. 66281, 05311-970 São Paulo, Brazil)

Abstract

In this paper recent results related to run and frequency quotas in time-homogeneous multi-state Markov chains are presented and their application in terms of the classical risk model is given.

Suggested Citation

  • Kolev Nikolai, 2005. "Run and Frequency Quotas Under Markovian Fashion and their Application in Risk Analysis," Stochastics and Quality Control, De Gruyter, vol. 20(1), pages 97-109, January.
    • Handle: RePEc:bpj:ecqcon:v:20:y:2005:i:1:p:97-109:n:11
    DOI: 10.1515/EQC.2005.97
    as

    Download full text from publisher

    File URL: https://doi.org/10.1515/EQC.2005.97
    Download Restriction: For access to full text, subscription to the journal or payment for the individual article is required.
    File URL: https://libkey.io/10.1515/EQC.2005.97?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. N. Balakrishnan & S. Mohanty & S. Aki, 1997. "Start-Up Demonstration Tests Under Markov Dependence Model with Corrective Actions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(1), pages 155-169, March.
    2. Sigeo Aki & Katuomi Hirano, 1994. "Distributions of numbers of failures and successes until the first consecutivek successes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(1), pages 193-202, March.
    3. Balasubramanian, K. & Viveros, R. & Balakrishnan, N., 1993. "Sooner and later waiting time problems for Markovian Bernoulli trials," Statistics & Probability Letters, Elsevier, vol. 18(2), pages 153-161, September.
    4. S. Mohanty, 1994. "Success runs of lengthk in Markov dependent trials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(4), pages 777-796, December.
    5. Philippou, Andreas N. & Georghiou, Costas & Philippou, George N., 1983. "A generalized geometric distribution and some of its properties," Statistics & Probability Letters, Elsevier, vol. 1(4), pages 171-175, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Qing Han & Sigeo Aki, 2000. "Waiting Time Problems in a Two-State Markov Chain," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(4), pages 778-789, December.
    2. P. S. Chan & H. K. T. Ng & N. Balakrishnan, 2008. "Statistical inference for start-up demonstration tests with rejection of units upon observing d failures," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(8), pages 867-878.
    3. N. Balakrishnan & S. Mohanty & S. Aki, 1997. "Start-Up Demonstration Tests Under Markov Dependence Model with Corrective Actions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(1), pages 155-169, March.
    4. Sharma, Dheeraj & Talpur, Mir Ghulam Haider, 2016. "An Examination of One Dimension Marginal Distributions: Selling and Non-selling Activities of a Salesperson," IIMA Working Papers WP2016-03-48, Indian Institute of Management Ahmedabad, Research and Publication Department.
    5. Kiyoshi Inoue & Sigeo Aki, 2018. "Joint distributions of numbers of runs of specified lengths on directed trees," Statistical Papers, Springer, vol. 59(1), pages 249-269, March.
    6. Masayuki Uchida, 1998. "On Generating Functions of Waiting Time Problems for Sequence Patterns of Discrete Random Variables," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(4), pages 655-671, December.
    7. Athanasios Rakitzis & Demetrios Antzoulakos, 2015. "Start-up demonstration tests with three-level classification," Statistical Papers, Springer, vol. 56(1), pages 1-21, February.
    8. A. N. Kumar & N. S. Upadhye, 2019. "Generalizations of distributions related to ( $$k_1,k_2$$ k 1 , k 2 )-runs," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(2), pages 249-268, March.
    9. Dheeraj Sharma & Mir Ghulam Talpur, 2016. "An Examination of One Dimension Marginal Distributions: Selling and Non - Selling Activities of a Salesperson," Working Papers id:10970, eSocialSciences.
    10. S. Aki & N. Balakrishnan & S. Mohanty, 1996. "Sooner and later waiting time problems for success and failure runs in higher order Markov dependent trials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(4), pages 773-787, December.
    11. Inoue, Kiyoshi & Aki, Sigeo, 2010. "On the conditional and unconditional distributions of the number of success runs on a circle with applications," Statistics & Probability Letters, Elsevier, vol. 80(9-10), pages 874-885, May.
    12. Masayuki Uchida, 1998. "Joint Distributions of Numbers of Success-runs Until the First Consecutive k Successes in a Higher-Order Two-State Markov Chain," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(2), pages 203-222, June.
    13. Spiros Dafnis & Andreas Philippou & Demetrios Antzoulakos, 2012. "Distributions of patterns of two successes separated by a string of k-2 failures," Statistical Papers, Springer, vol. 53(2), pages 323-344, May.
    14. Serkan Eryilmaz, 2005. "On the distribution and expectation of success runs in nonhomogeneous Markov dependent trials," Statistical Papers, Springer, vol. 46(1), pages 117-128, January.
    15. N. Balakrishnan & P. Chan, 2000. "Start-Up Demonstration Tests with Rejection of Units upon Observing d Failures," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(1), pages 184-196, March.
    16. Sigeo Aki & Katuomi Hirano, 1999. "Sooner and Later Waiting Time Problems for Runs in Markov Dependent Bivariate Trials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(1), pages 17-29, March.
    17. Renault, Jérôme & Ziliotto, Bruno, 2020. "Hidden stochastic games and limit equilibrium payoffs," Games and Economic Behavior, Elsevier, vol. 124(C), pages 122-139.
    18. Kumar C. Satheesh & Nair B. Unnikrishnan, 2013. "Order k Version of the Alternative Hyper-Poisson Distribution," Stochastics and Quality Control, De Gruyter, vol. 28(2), pages 97-104, December.
    19. M. Koutras, 1996. "On a waiting time distribution in a sequence of Bernoulli trials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 48(4), pages 789-806, December.
    20. Demetrios Antzoulakos, 1999. "On Waiting Time Problems Associated with Runs in Markov Dependent Trials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(2), pages 323-330, June.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bpj:ecqcon:v:20:y:2005:i:1:p:97-109:n:11. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Peter Golla (email available below). General contact details of provider: https://www.degruyter.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.