G1-RENEWAL PROCESS AS REPAIRABLE SYSTEM MODEL

This paper considers a point process model with a monotonically decreasing or increasing ROCOF and the underlying distributions from the location-scale family.  In terms of repairable system reliability analysis, the process is capable of modeling various restoration types including “better–than–new”, i.e., the one not covered by the popular G-Renewal model (Kijima & Sumita, 1986).  The characteristic property of the proposed process is that the times between successive events are obtained from the underlying distributions as the scale parameter of each is monotonically decreasing or increasing. This is similar to the scale parameter transformation in the Accelerated Life Model (Cox & Oakes, 1984).  The paper discusses properties and statistical estimation of the proposed model for the case of the Exponential and Weibull underlying distributions.

AN EFFICIENT HEURISTIC ALGORITHM FOR DETERMINING OPTIMAL REDUNDANCY ALLOCATION OF COMPLEX NETWORKS

The paper presents a new heuristic algorithm for determining optimal redundancy allocation of complex networks. The present algorithm is an iterative method; all the paths of the network are first arranged in decreasing order of their priority determined using a path sensitivity factor, the highest priority path is optimized first by adding redundant components for subsystems of the path iteratively based on proposed subsystem selection factor.  In case of availability of any residual resources next lower priority paths are considered for redundancy allocation. The proposed algorithm not only demonstrates improved performance in comparison with most of the existing heuristic algorithms but also leaves minimum slack of components without any further possibility of redundancy.

ALGORITHMIC PROBLEMS IN DISCRETE TIME RISK MODEL

In this paper we consider some algorithmic problems which appear in a calculation of a ruin probability in discrete time risk models with an interest force which creates stationary and reversible Markov chain. These problems are connected as with a generation of the Markov chain by its stationary distribution so with a calculation of the ruin probability.

THE ANALYSIS OF JOINT CONDITIONS OF POWER BLOCK OF A STATE DISTRICT POWER STATION

It is displayed, that the specific number and average duration of joint estates of power-generating units of the state district power stations calculated analytically on indexes of reliability of power-generating units is essential exceed direct experimental data. Principal causes of a divergence are suppositions about equal reliability and undercount of run-down states of power-generating units. The pointed divergence leads to magnifying of an emergency standby of power.

Accuracy formulas of ruin probability calculations for discrete time risk model

with dependence of financial and insurance risks

In this article discrete time risk model with heavy tailed losses distribution and dependence between financial and insurance risks is considered. It is shown that known asymptotic formulas work with good accuracy for sufficiently large arguments. Direct methods based on calculation of ruin probability by solution of appropriate integral equations demand large volumes of calculations and so work for sufficiently small arguments. Fast and accuracy algorithms, based on approximation of loss distribution by mixture of exponential ones, to calculate ruin probability in this interval are developed. This approximation of considered model is based on continuity theorems and analog of Bernstein theorem in L₁ metrics.

New Book Information

Multi-state System Reliability Analysis and Optimization for Engineers and Industrial Managers

Multi-state System Reliability Analysis and Optimization for Engineers and Industrial Managers presents a comprehensive, up-to-date description of multi-state system (MSS) reliability as a natural extension of classical binary-state reliability. It presents all essential theoretical achievements in the field, but is also practically oriented.

Table OF CONTENTS e-journal “reliability: theory and applications” from 2006 to 2010