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The increasing complexity of computer networks and our increasing dependence on them means enforcing reliability requirements is both more challenging and more critical. The expansion of network servi...
The estimation of small probabilities of failure from computer simulations is a classical problem in engineering, and the Subset Simulation algorithm proposed by Au & Beck (Prob. Eng. Mech., 2001) has...
In risk management often the probability must be estimated that a random vector falls into an extreme failure set. In the framework of bivariate extreme value theory, we construct an estimator for suc...
In this paper, we extend the previously proposed MRH methods(Bouman et al.2005, 2007) into the hierarchical multiresolution hazard setting (HMRH), to accommodate the case of separate hazard rate funct...
A concept 01 the probability of failure is introduced. Some popular methods of exact computation of ruin probability are adopted to compute failure probability. Based on the f o d a presented in [5...
Multivariate failure time data arise in various forms including recurrent event data when individuals are followed to observe the sequence of occurrences of a certain type of event; correlated failure...
A class of semi-parametric hazard/failure rates with a bathtub shape is of interest. It does not only provide a great deal of flexibility over existing parametric methods in the modeling aspect but ...

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