Recent Studies on Risk Analysis and Statistical Modeling

This book provides an overview of the latest developments in the field of risk analysis (RA). Statistical methodologies have long-since been employed as crucial decision support tools in RA. Thus, in the context of this new century, characterized by a variety of daily risks - from security to health risks - the importance of exploring theoretical and applied issues connecting RA and statistical modeling (SM) is self-evident. In addition to discussing the latest methodological advances in these areas, the book explores applications in a broad range of settings, such as medicine, biology, insurance, pharmacology and agriculture, while also fostering applications in newly emerging areas. This book is intended for graduate students as well as quantitative researchers in the area of RA.

Auteur

Teresa A. Oliveira works at the Department of Sciences and Technology, Open University (UAb) and is a member of the CEA, University of Lisbon, where she obtained her doctoral degree in Statistics and Operations Research. She is Chair of the Committee on Risk Analysis at the ISI and an Associate Editor of the JAS journal Applied Statistics. She has supervised 3 PhD and 39 MSc theses in Statistics, Risk Analysis and e-Learning Methodologies and is the co-author/co-editor of several peer-reviewed international papers and books. She has been the member of Scientific and Organizing Committees as well as acting as Chair at several international conferences.

Prof Christos P. Kitsos works at the Technological Educational Institute of Athens. He received his MA in Statistics from the University of New Brunswick, Canada (1978) and his PhD from the University of Glasgow, UK (1986). He has published 129 papers in journals and refereed volumes, as well as 110 conference presentations. He is the author of eight Statistics and Mathematics books in Greek and three English-language monographs, and co-author of six international edited books.

Prof Amílcar Oliveira is a member of the CEAUL at the University of Lisbon. He received his PhD in Mathematics from the Universidade Aberta in 2008 and his MA in Statistics and Operations Research from the New University of Lisbon in 1999. He has published several papers in peer-reviewed international journals, books and conference proceedings. He is the author/editor of five book chapters and twelve proceeding books. As a member of the Scientific and Organizing Committees has been involved in organizing statistics meetings and acting as Chair at international conferences.

Luis M. Grilo is Director of the Department of Mathematics and Statistical Studies Center at the Polytechnic Institute of Tomar. His primary research areas are Distributions Theory and Statistics Applications. He is a member of the Center for Mathematics and Applications (CMA-FCT-UNL) and editor of several international journals, as well as a board member of CLAD. As a member of the Scientific and Organizing Committees has been involved in organizing statistics meetings and acting as Chair at international conferences.

Contenu
Preface.- Introduction.- Part I. Risk Methodologies and Applications.- Assessment of maximum a posteriori image estimation algorithmsfor reduced acquisition time medical positron emission tomography data.- On mixed cancer risk assessment.- Traditional versus alternative risk measures in hedge fund investment efficiency.- Estimating the extremal coefficient: a simulation comparison of methods.- On a business condence index and its data analytics: A Chilean case.- On the Application of Sample Coefficient of Variation for Managing Loan Portfolio Risks.- Acceptance-sampling plans for reducing the risk associated withchemical compounds.- Risk of Return Levels for Spatial Extreme Events.- Nonparametric Individual Control Charts for Silica in Water.- Revisiting resampling methods in the extremal index estimation: improving risk assessment.- Improving Asymptotically Unbiased Extreme Value Index Estimation.- Hazard Rate and Future Lifetime for the Generalized Normal Distribution.- Part II. Statistical Modeling and Risk issues in several areas.- Wavelet-based detection of outliers in Poisson INAR(1) time series.- Surveillance in Discrete Time Series.- On the maxima of integer models based on a new thinning operator.- Exact and Approximate Probabilities for the Null Distribution of Bartels Randomness Test.- Gamma-series representations for the sum of independent gamma random variables and for the product of independent beta random variables.- Likelihood ratio tests for equality of mean vectors with circular covariance matrices.- Optimal Estimators in Mixed Models with Orthogonal Block Struc-tures.- Constructing Random Klein surfaces without boundary.- Performance Analysis of a GPS Equipment.- Multivariate generalized Birnbaum-Saunders models applied to case studies in bio-engineering and industry.- Energy Prices Forecasting Using GLM.- Pseudo Maximum Likelihood and Moments Estimators for some Ergodic Diffusions.- Statistical Modelling of Counts with a Simple Integer-Valued Bi-linear Process.- A comparative study of the estimators for the demand of Engi-neering Courses in Portugal.- Statistical Methods for Word Association in Text Mining.