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  • Search: subject:"Non-stationary gamma process"
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non-stationary gamma process 6 condition-based maintenance 4 degradation modelling 4 imperfect maintenance 4 life-cycle management 4 renewal-type dynamic programming equation 4 Approximation 2 Condition based maintenance 2 First hitting time 2 Non-stationary gamma process 2 Random threshold 2 approximation 2 condition based maintencance 2 first hitting time 2 random threshold 2
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Free 8
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Book / Working Paper 8
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Undetermined 8
Author
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Nicolai, R.P. 8 Frenk, Frenk, J.B.G. 4 Frenk, J.B.G. 4 Dekker, R. 2 Dekker, Rommert 2
Institution
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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. 2 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 2 Erasmus University Rotterdam, Econometric Institute 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2
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ERIM Report Series Research in Management 2 Econometric Institute Report 2 Econometric Institute Research Papers 2 Research Paper / 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. 2
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RePEc 8
Showing 1 - 8 of 8
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Approximating the randomized hitting time distribution of a non-stationary gamma process
Frenk, J.B.G.; Nicolai, R.P. - Erasmus University Rotterdam, Econometric Institute - 2007
The non-stationary gamma process is a non-decreasing stochastic process with independent increments. By this monotonic … of the (randomized) hitting time of a non-stationary gamma process to the cdf of a related hitting time of a stationary … experiments show that these approximations are easy to evaluate and their accuracy depends on the scale parameter of the non-stationary …
Persistent link: https://www.econbiz.de/10005450844
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Modelling and optimizing imperfect maintenance of coatings on steel structures
Nicolai, R.P.; Frenk, J.B.G.; Dekker, R. - Erasmus University Rotterdam, Econometric Institute - 2007
maintenance costs over a bounded horizon. To this end we model the size of the area affected by corrosion by a non-stationary … gamma process. An imperfect maintenance action is to be done as soon as a fixed threshold is exceeded. The direct effect of … model the size of the area affected by corrosion by a non-stationary gamma process. An imperfect maintenance action is to be …
Persistent link: https://www.econbiz.de/10005450859
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Modelling and Optimizing Imperfect Maintenance of Coatings on Steel Structures
Nicolai, R.P.; Frenk, J.B.G.; Dekker, R. - Erasmus Research Institute of Management (ERIM), ERIM … - 2007
maintenance costs over a bounded horizon. To this end we model the size of the area affected by corrosion by a non-stationary … gamma process. An imperfect maintenance action is to be done as soon as a fixed threshold is exceeded. The direct effect of … affected by corrosion by a non-stationary gamma process. An imperfect maintenance action is to be done as soon as a fixed …
Persistent link: https://www.econbiz.de/10005450966
Saved in:
Cover Image
Modelling and Optimizing Imperfect Maintenance of Coatings on Steel Structures
Nicolai, R.P.; Dekker, Rommert; Frenk, Frenk, J.B.G. - Erasmus Research Institute of Management (ERIM), … - 2007
maintenance costs over a bounded horizon. To this end we model the size of the area affected by corrosion by a non-stationary … gamma process. An imperfect maintenance action is to be done as soon as a fixed threshold is exceeded. The direct effect of …
Persistent link: https://www.econbiz.de/10010730891
Saved in:
Cover Image
Approximating the Randomized Hitting Time Distribution of a Non-stationary Gamma Process
Nicolai, R.P.; Frenk, Frenk, J.B.G. - Erasmus Research Institute of Management (ERIM), … - 2007
The non-stationary gamma process is a non-decreasing stochastic process with independent increments. By this monotonic … of the (randomized) hitting time of a non-stationary gamma process to the cdf of a related hitting time of a stationary … experiments show that these approximations are easy to evaluate and their accuracy depends on the scale parameter of the non-stationary …
Persistent link: https://www.econbiz.de/10010731493
Saved in:
Cover Image
Modelling and optimizing imperfect maintenance of coatings on steel structures
Nicolai, R.P.; Dekker, Rommert; Frenk, Frenk, J.B.G. - Faculteit der Economische Wetenschappen, Erasmus … - 2007
maintenance costs over a bounded horizon. To this end we model the size of the area affected by corrosion by a non-stationary … gamma process. An imperfect maintenance action is to be done as soon as a fixed threshold is exceeded. The direct effect of …
Persistent link: https://www.econbiz.de/10010731639
Saved in:
Cover Image
Approximating the randomized hitting time distribution of a non-stationary gamma process
Nicolai, R.P.; Frenk, Frenk, J.B.G. - Faculteit der Economische Wetenschappen, Erasmus … - 2007
The non-stationary gamma process is a non-decreasing stochastic process with independent increments. By this monotonic … of the (randomized) hitting time of a non-stationary gamma process to the cdf of a related hitting time of a stationary … experiments show that these approximations are easy to evaluate and their accuracy depends on the scale parameter of the non-stationary …
Persistent link: https://www.econbiz.de/10010837812
Saved in:
Cover Image
Approximating the Randomized Hitting Time Distribution of a Non-stationary Gamma Process
Frenk, J.B.G.; Nicolai, R.P. - Erasmus Research Institute of Management (ERIM), ERIM … - 2007
The non-stationary gamma process is a non-decreasing stochastic process with independent increments. By this monotonic … of the (randomized) hitting time of a non-stationary gamma process to the cdf of a related hitting time of a stationary … experiments show that these approximations are easy to evaluate and their accuracy depends on the scale parameter of the non-stationary …
Persistent link: https://www.econbiz.de/10005288831
Saved in:
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