Syftet med denna uppsats är att undersöka en komponents    optimala utbyts" tid med hänsyn till kostnad och risk,    och föreslå schemalagda underhåll, med hjälp av statistiska metoder.    Genom att använda statistiska verktyg och historiska data, kan    en komponents samt systemets brister predikteras. När    forskaren vet hur ett system beter sig, kan dess fördelar    exploateras och tas till vara på. Schemaläggning av    förebyggande service, kostnads prognoser samt    uppskattning av förlängda garantier är möjliga fördelar som    kan nyttjas av denna rapport. Detta medför en högre    tillgänglighet och förbättrat rykte hos kund.    Tillförlitligthet teori är en viktigt del av    Total Quality Management, TQM, som säkerhetsställer kvalité.    I denna uppsats jämförs, förklaras och verifieras 2 kända ARP,    och strategin att ersätta endast då komponenten går sönder i en fallstudie.    Denna uppsats indikerar att en ARP med ändlig horisont ger mer optimalta resultat än    en ARP med oändlig horisont eller då ingen utbytespolicy används.    Barlow \& Proschan visade detta redan 1962.    I denna uppsats påvisas att ARP-teorier kan minska omkostnader och stilleståndstid    samt öka tillgängligheten. / The purpose of this thesis is to examine when a part's optimal   replacement time occurs in terms of risk and cost, and provide maintenance plans   accordingly using statistical methods.   With the use of statistical tools and historical data,   the failures of components as well as the system can be predicted.   Once the researcher knows how the system behaves, he/she can reveal the gains that   can be made. Scheduling of preventive maintenance, improved warranty cost   forecasts and estimation of lengthened warranty costs are   plausible benefits from this report. This will further result   in higher availability and improved reputation among clients.   Reliability theory is an important part of Total Quality Management (TQM),   ensuring good quality.   This thesis will compare the differences between two known age replacement policies (ARP),   and with the strategy of replacing only on failures in a real case-study.   This thesis indicates that an ARP with finite horizon yields   a more optimal solution than an ARP with infinite horizon as well as using no replacement policy at all.   Barlow & Proschan established this as far back as 1962.   With the aid of ARP theories it has been shown in this thesis that lowering costs is possible   and in the progress lower downtime which increases availability.

<p>Syftet med denna uppsats är att undersöka en komponents    optimala utbyts" tid med hänsyn till kostnad och risk,    och föreslå schemalagda underhåll, med hjälp av statistiska metoder.    Genom att använda statistiska verktyg och historiska data, kan    en komponents samt systemets brister predikteras. När    forskaren vet hur ett system beter sig, kan dess fördelar    exploateras och tas till vara på. Schemaläggning av    förebyggande service, kostnads prognoser samt    uppskattning av förlängda garantier är möjliga fördelar som    kan nyttjas av denna rapport. Detta medför en högre    tillgänglighet och förbättrat rykte hos kund.    Tillförlitligthet teori är en viktigt del av    Total Quality Management, TQM, som säkerhetsställer kvalité.    I denna uppsats jämförs, förklaras och verifieras 2 kända ARP,    och strategin att ersätta endast då komponenten går sönder i en fallstudie.    Denna uppsats indikerar att en ARP med ändlig horisont ger mer optimalta resultat än    en ARP med oändlig horisont eller då ingen utbytespolicy används.    Barlow \& Proschan visade detta redan 1962.    I denna uppsats påvisas att ARP-teorier kan minska omkostnader och stilleståndstid    samt öka tillgängligheten.</p> / <p>The purpose of this thesis is to examine when a part's optimal   replacement time occurs in terms of risk and cost, and provide maintenance plans   accordingly using statistical methods.   With the use of statistical tools and historical data,   the failures of components as well as the system can be predicted.   Once the researcher knows how the system behaves, he/she can reveal the gains that   can be made. Scheduling of preventive maintenance, improved warranty cost   forecasts and estimation of lengthened warranty costs are   plausible benefits from this report. This will further result   in higher availability and improved reputation among clients.   Reliability theory is an important part of Total Quality Management (TQM),   ensuring good quality.   This thesis will compare the differences between two known age replacement policies (ARP),   and with the strategy of replacing only on failures in a real case-study.   This thesis indicates that an ARP with finite horizon yields   a more optimal solution than an ARP with infinite horizon as well as using no replacement policy at all.   Barlow & Proschan established this as far back as 1962.   With the aid of ARP theories it has been shown in this thesis that lowering costs is possible   and in the progress lower downtime which increases availability.</p>

In this dissertation, we develop several new inference procedures that are based on randomized nomination sampling (RNS). The first problem we consider is that of constructing distribution-free confidence intervals for quantiles for finite populations. The required algorithms for computing coverage probabilities of the proposed confidence intervals are presented. The second problem we address is that of constructing nonparametric confidence intervals for infinite populations. We describe the procedures for constructing confidence intervals and compare the constructed confidence intervals in the RNS setting, both in perfect and imperfect ranking scenario, with their simple random sampling (SRS) counterparts. Recommendations for choosing the design parameters are made to achieve shorter confidence intervals than their SRS counterparts. The third problem we investigate is the construction of tolerance intervals using the RNS technique. We describe the procedures of constructing one- and two-sided RNS tolerance intervals and investigate the sample sizes required to achieve tolerance intervals which contain the determined proportions of the underlying population. We also investigate the efficiency of RNS-based tolerance intervals compared with their corresponding intervals based on SRS. A new method for estimating ranking error probabilities is proposed. The final problem we consider is that of parametric inference based on RNS. We introduce different data types associated with different situation that one might encounter using the RNS design and provide the maximum likelihood (ML) and the method of moments (MM) estimators of the parameters in two classes of distributions; proportional hazard rate (PHR) and proportional reverse hazard rate (PRHR) models.

Im Rahmen der Arbeit wird der Begriff Sicherheit aus verschiedenen Blickwinkeln beleuchtet, Randbedingungen aus Theorie und Praxis zielorientiert strukturiert und ein Vorschlag für eine Integration betrieblicher Aspekte in Sicherheitsanalysen dargelegt. Dazu werden zunächst die normativ verankerten Lebenszyklusphasen des Bahnsystems und die darin festgelegten Verantwortlichkeiten vorgestellt. Darauf aufbauend erfolgt die beispielhafte Beschreibung einer neuen Analysemethode in Verfügbarkeits-Sicherheits-Diagrammen für betriebliche Szenarien des Bahnsystems. Die Arbeit endet mit der Vorstellung des Modells zur ganzheitlichen Sicherheitsbetrachtung des Bahnsystems, welches die zuvor gewonnenen Erkenntnisse integriert und die Grundlage für das Zulassungsverfahren von Bahnanlagen mit betrieblichem Sicherheitsnachweis legt. / This thesis deals with the detailed analysis of the term safety from different points of view. The main target of the document is the integration of operational aspects within technical solutions for railway systems. Operational use-cases have been analyzed using the availability-safety-diagram. The document concludes with the introduction of a model for holistic safety-related consideration of railway systems.

本研究欲以存活分析方式了解女性在結束最高學歷後，逐年進入初婚的可能性。台灣女性的初婚狀況在1980年後，逐漸由普遍成婚轉為遲婚、甚至不婚，尤其以高等教育女性的晚婚現象最為嚴重。一般來說，年輕的在學女性由於尚未具備獨立成家的經濟能力，進入初婚的比例相當的低。因此要等到結束最高學歷後才會進入初婚市場、考慮進入初婚。然而女性的初婚可能性會受到年齡帶來的社會規範與壓力影響，年齡越長，潛在的結婚對象也就越少，進入初婚的可能性越低。本研究想了解因為就學延後結束最高學歷年齡，而延遲進入初婚市場年齡的女性，她們的初婚可能性會有什麼變化？初婚可能性的年齡模式又是如何？透過存活分析，本研究結果發現：一、初婚可能性的分布形狀主要受到年齡影響，不同教育程度的分布形狀沒有明顯差異。二、進入初婚的年齡受到結束最高學歷時的年齡影響，結束最高學歷的年齡越晚，越晚進入初婚。三、受高等教育的女性在剛結束最高學歷教育後三年間進入婚姻的可能性，較未受高等教育的女性高。四、不論何種教育程度，初婚可能性將於30歲左右一致地下降，顯示女性進入初婚的可能性仍受到適婚年齡的限制。五、越晚近出生的女性，初婚可能性越低。最晚近出生的女性，初婚可能性不論教育程度呈現普遍皆低的狀態。 / This study foucuses on the women who were born in 1960-1980 in Taiwan and demonstrates the probability of these women's first marriage after finishing their highest educational degrees. In Taiwan, after 1980, women's marital status gradually changes from general married become delayed, or even not married. The marital situations of women who have higher education are in particular serious. Because young women in the school do not have independent economic ability, they do not consider entering first marriage untill they have completed highest educational degrees. However, due to the age norm and social pressure, women's probability of entering into first marriage will decline when they grow older. This study intends to figure out what the probabilitiy of women's first marriage is when they delay the timing of entering into the marriage market due to prolonging the years of education. Through survival analysis, this study found that: First, women's age determines the main shape of the probability distribution of the age at first marriage no matter what educational degrees they have. Second, women's age at first marriage is mainly affected by the age of her finishing highest education. Third, the probability of first marriage of the women who have higher educational degrees is higher than the others in the first five years after finishing education. Fourth, no matter what level of educational degrees, the hazard rate of entering into first marriage will decline rapidly after 30-year-old. Fifth, the more recent birth cohort is the lower the probability of first marriage no mater what educational degrees they have.

In certain areas such as Pharmacokinetic(PK) and Pharmacodynamic(PD), the hazard rate function, denoted by ??, plays a central role in modeling the instantaneous risk of failure time data. In the context of assessing the appropriateness of a given parametric hazard rate model, Huh and Hutmacher [22] showed that their hazard-based visual predictive check is as good as a visual predictive check based on the survival function. Even though Huh and Hutmacher’s visual method is simple to implement and interpret, the final decision reached there depends on the personal experience of the user. In this thesis, our primary aim is to develop nonparametric goodness-ofit tests for hazard rate functions to help bring objectivity in hazard rate model selections or to augment subjective procedures like Huh and Hutmacher’s visual predictive check. Toward that aim two nonparametric goodnessofit (g-o) test statistics are proposed and they are referred to as chi-square g-o test and kernel-based nonparametric goodness-ofit test for hazard rate functions, respectively. On one hand, the asymptotic distribution of the chi-square goodness-ofit test for hazard rate functions is derived under the null hypothesis ??0 : ??(??) = ??0(??) ??? ? R + as well as under the fixed alternative hypothesis ??1 : ??(??) = ??1(??) ??? ? R +. The results as expected are asymptotically similar to those of the usual Pearson chi-square test. That is, under the null hypothesis the proposed test converges to a chi-square distribution and under the fixed alternative hypothesis it converges to a non-central chi-square distribution. On the other hand, we showed that the power properties of the kernel-based nonparametric goodness-ofit test for hazard rate functions are equivalent to those of the Bickel and Rosenblatt test, meaning the proposed kernel-based nonparametric goodness-ofit test can detect alternatives converging to the null at the rate of ???? , ?? < 1/2, where ?? is the sample size. Unlike the latter, the convergence rate of the kernel-base nonparametric g-o test is much greater; that is, one does not need a very large sample size for able to use the asymptotic distribution of the test in practice.

運用傳統再保險契約移轉風險受限於承保能量的逐年波動，尤其自90年代起，全球巨災頻繁，保險人損失巨幅增加，承保能量急遽萎縮，基於巨災市場之資金需求，再保險轉向資本市場，預期將巨災風險移轉至投資人，促成保險衍生性金融商品之創新，本研究針對佔有顯著交易量的巨災風險債券進行分析，基於Cummins和Geman (1995)所建構巨災累積損失模型，引用Duffie 與Singleton (1999)於違約債券的計價模式，將折現利率表示為短期利率加上事故發生率及預期損失比例之乘積，並將債券期間延長至多年期，以符合市場承保的需求，應用市場無套利假設及平賭測度計價的方法計算合理的市場價值，巨災損失過程將分成損失發展期與損失確定期，以卜瓦松過程表示巨災發生頻率，並利用台灣巨災經驗資料建立合適之損失幅度模型，最後以蒙地卡羅方法針對三種不同型態的巨災風險債券試算合理價值，並具體結論所得的數值結果與後續之研究建議。 / Using traditional reinsurance treaties to transfer insurance risks are restrained due to the volatility of the underwriting capacity annually. Catastrophe risks have substantially increased since the early 1990s and have directly resulted significant claim losses for the insurers. Hence the insurers are pursuing the financial capacities from the capital market. Transferring the catastrophe risks to the investor have stimulated the financial innovation for the insurance industry. In this study, pricing issues for the heavily traded catastrophe risk bonds (CAT-bond) are investigated. The aggregated catastrophe loss model in Cummins and Geman (1995) are adopted. While the financial techniques in valuing the defaultable bonds in Duffie and Singleton (1999) are employed to determine the fair prices incorporating the claim hazard rates and the loss severity. The duration of the CAT-bonds is extended from single year to multiple years in order to meet the demand from the reinsurance market. Non- arbitrage theory and martingale measures are employed to determine their fair market values. The contract term of the CAT-bonds is divided into the loss period and the development period. The frequency of the catastrophe risk is modeled through the Poisson process. Taiwan catastrophe loss experiences are examined to build the plausible loss severity model. Three distant types of CAT-bonds are analyzed through Monte Carlo method for illustrations. This paper concludes with remarks regarding some pricing issues of CAT-bonds.

Submitted by RICARDO MEDEIROS DOS SANTOS DA SILVA (rmedeiros@gmail.com) on 2015-09-21T23:50:40Z No. of bitstreams: 1 Implied Hazard Rates Analysis Through Brazilian Corporate Debt.pdf: 1429524 bytes, checksum: f2517a6c1a79a440b38d24a6957278bf (MD5) / Approved for entry into archive by Renata de Souza Nascimento (renata.souza@fgv.br) on 2015-09-21T23:57:40Z (GMT) No. of bitstreams: 1 Implied Hazard Rates Analysis Through Brazilian Corporate Debt.pdf: 1429524 bytes, checksum: f2517a6c1a79a440b38d24a6957278bf (MD5) / Made available in DSpace on 2015-09-22T14:02:44Z (GMT). No. of bitstreams: 1 Implied Hazard Rates Analysis Through Brazilian Corporate Debt.pdf: 1429524 bytes, checksum: f2517a6c1a79a440b38d24a6957278bf (MD5) Previous issue date: 2015-08-26 / The Brazilian corporate debt market is mostly underdeveloped. Most of the participants do not explore and trade in the secondary market, which is specially the case for debentures. In spite of this fact, there are a myriad of tools that could help market participants analyze credit risk, which could make them more willing to trade these risks in the secondary market. This dissertation provides an arbitrage-free model that extracts the implied Risk- Neutral Mean Loss Rates from market prices. It is a reduced form version of the model proposed by Duffie and Singleton (1999) and defines the term-structure of interest rates as a Piece-Wise Constant Function. Through this model, we were able to analyze the implied Risk-Neutral Mean Loss curve through different instruments of Brazilian corporate issuers, using bonds, CDS and debentures. We were able to compare the different curves and decide, in each case analyzed, which of them are best to take on the company’s credit risk, via bonds, CDS or debentures. / No Brasil, o mercado de crédito corporativo ainda é sub-aproveitado. A maioria dos participantes não exploram e não operam no mercado secundário, especialmente no caso de debêntures. Apesar disso, há inúmeras ferramentas que poderiam ajudar os participantes do mercado a analisar o risco de crédito e encorajá-los a operar esses riscos no mercado secundário. Essa dissertação introduz um modelo livre de arbitragem que extrai a Perda Esperada Neutra ao Risco Implícita nos preços de mercado. É uma forma reduzida do modelo proposto por Duffie and Singleton (1999) e modela a estrutura a termo das taxas de juros através de uma Função Constante por Partes. Através do modelo, foi possível analisar a Curva de Perda Esperada Neutra ao Risco Implícita através dos diferentes instrumentos de emissores corporativos brasileiros, utilizando Títulos de Dívida, Swaps de Crédito e Debêntures. Foi possível comparar as diferentes curvas e decidir, em cada caso analisado, qual a melhor alternativa para se tomar o risco de crédito da empresa, via Títulos de Dívida, Debêntures ou Swaps de Crédito.

Abstract Electronic devices are subjected to various usage environments, wherein stresses are induced to components and their interconnections. The level of stress affects the interval of failure occurrences. When the stress level and aging characteristics of sub-material parts are known, the failure occurrence can be predicted. However, the predictions are based on uncertainties and a practical method to help to assess the component interconnection reliability is needed. In this thesis a novel method to utilize the accelerated stress test data for the hazard rate estimates is introduced. The hazard rate expectations of the interconnection elements are presented as interconnection failures in time (i-FIT) figures that can be used as a part of the conventional product reliability estimates. The method utilizes second level reliability test results for a packaging type specific failure occurrence estimates. Furthermore, the results can be used as such in the component packaging reliability estimates. Moreover, a novel method to estimate the interconnection failures in terms of costs is presented. In this novel method the interconnection elements are dealt as cost elements. It is also shown that the costs of the interconnection failures could be very high, if the stress-strength characteristics of the interconnection system are wrongly chosen. The lead-free manufacturing has emphasized the thermal compatibility of the materials of the component, the solder and the Printed Wiring Board. Improper materials for Area Array components will result as excessive component warping during the reflow, as is shown in this thesis. A novel method for estimating the amount of component warping during the lead-free reflow is introduced. In this thesis, a method to predict the second level interconnection hazard rate is introduced. The method utilizes the second level reliability test data in the life time predictions of the component solder joints. The resulted hazard rates can be used as a part of product field performance estimates. Also, the effect of the process variation and the material properties on the lead-free solder joint reliability is introduced. / Tiivistelmä Elektronisen laitteen materiaalien yhteensopivuus ja käyttöympäristö määrittävät sen kokemat rasitukset. Laitteen komponentteihin tai niiden liitoksiin kohdistuvat rasitukset aiheuttavat lopulta laitteen vikaantumisen. Vikaantumisten taajuuteen vaikuttavat paitsi rasituksen taso ja tyyppi, myös laitteen materiaalien ominaisuudet. Todellinen vikaantumistaajuus perustuu kuitenkin muihinkin parametreihin, mistä johtuen vikaantumisennusteet voivat olla epätarkkoja. Tästä syystä käytännölliselle liitosten vikaantumisen arviointimenetelmälle on tarve. Tässä väitöskirjassa esitellään uusi komponenttien juotosliitosten arviointimenetelmä, jonka avulla voidaan muuntaa kiihdytetyn rasitustestauksen tulos vikaantumistaajuusarvioksi laitteen todellisessa käyttöympäristössä. Menelmässä hyödynnetään levytason rasitustestauksen tuloksia komponenttien kotelotyyppikohtaisiin vikaantumisennusteisiin. Menetelmää voidaan käyttää sellaisenaan arvioitaessa komponenttikoteloiden luotettavuutta todellisissa rasitus- tai tuoteympäristöissä. Väitöskirjassa esitellään myös uusi menetelmä vikaantuneiden liitosten kustannusten määrittämiseen, mikä auttaa myös uuden liitosteknologian kokonaiskustannusten arvioimisessa. Lisäksi väitöskirjatyössä osoitetaan, että liitosvikojen aiheuttamat kustannukset voivat olla erittäin korkeita, mikäli juotosliitoksiin kohdistuvat rasitukset ylittävät liitosten suunnitellun kestävyyden. Elektroniikan lyijyttömän valmistamisen myötä komponenttien, juotteen ja piirilevyn materiaalien yhteensopivuus korostuu. Väitöskirjatyössä osoitetaan, että yhteensopimattomien materiaalien käyttäminen komponenteissa voi johtaa komponentin liialliseen taipumaan kuumakonvektiojuottamisen aikana. Lisäksi esitellään menetelmä komponentin taipuman arvioimiseksi lämpötilan funktiona. Tässä väitöskirjassa esitellään uusi menetelmä, jolla voidaan arvioida komponenttien juotosliitosten vikaantumista ja vikaantumisen vaikutusta tuotteiden kokonaiskustannuksiin. Menetelmä perustuu kiihdytetyn rasitustestauksen tuloksiin, joita voidaan käyttää juotosliitosten vikaantumisten arvioimiseen tuotteen todellisissa käyttöolosuhteissa. Lisäksi väitöskirjatyössä on arvioitu juotosmateriaalin ja juotosaluemitoituksen vaikutusta juotosliitosten luotettavuuteen.

Im Rahmen der Arbeit wird der Begriff Sicherheit aus verschiedenen Blickwinkeln beleuchtet, Randbedingungen aus Theorie und Praxis zielorientiert strukturiert und ein Vorschlag für eine Integration betrieblicher Aspekte in Sicherheitsanalysen dargelegt. Dazu werden zunächst die normativ verankerten Lebenszyklusphasen des Bahnsystems und die darin festgelegten Verantwortlichkeiten vorgestellt. Darauf aufbauend erfolgt die beispielhafte Beschreibung einer neuen Analysemethode in Verfügbarkeits-Sicherheits-Diagrammen für betriebliche Szenarien des Bahnsystems. Die Arbeit endet mit der Vorstellung des Modells zur ganzheitlichen Sicherheitsbetrachtung des Bahnsystems, welches die zuvor gewonnenen Erkenntnisse integriert und die Grundlage für das Zulassungsverfahren von Bahnanlagen mit betrieblichem Sicherheitsnachweis legt. / This thesis deals with the detailed analysis of the term safety from different points of view. The main target of the document is the integration of operational aspects within technical solutions for railway systems. Operational use-cases have been analyzed using the availability-safety-diagram. The document concludes with the introduction of a model for holistic safety-related consideration of railway systems.