Optimum inspection under competing risks with proportional hazards

In this work, we present an inspection policy so as to detect the failures of a single‐unit system subject to N latent causes of failure when the time and cause of failure are independent. It is supposed that inspections may fail and give an erroneous result. The optimum inspection time which minimizes cost per unit of time for an infinite time span is discussed. Copyright © 2002 John Wiley & Sons, Ltd.     

Potential hazards and health assessment associated with different water uses in the main industrial cities of Egypt

Deterioration of water quality has become an ecological threat in many industrial areas worldwide due to unmanaged anthropogenic activities. Contaminants therein find out their ways to drinking water-pipes via broken or leak old- pipes. The current study aims at evaluating the suitability of tap water, collected from the main-ten-industrial cities of Egypt, for drinking purposes. Shallow and deep ground waters were also sampled from the same locations. This is one of the few research projects that are interested in quantifying the acrylamide in drinking water. The obtained results indicate that concentrations of COD, BOD, Fe, Mn, Ni, Pb, Cd, Zn and Hg were within the permissible levels in tap water while surpassed these levels in both shallow and deep ground waters. Acrylamide levels did not exceed the acceptable levels in all water samples (drinking, surface and deep ground waters). Overall, no potential risks were associated with the oral ingestion of tap water in all studied locations for both adults and children (all hazard quotient (HQ) values, defined as exposure intake dose of contaminants relative to the maximum permissible daily intake dose were below “1″). However, inorganic pollutants that exist in ground waters may cause undesirable dermal impacts when used for irrigating the green areas in these cities (used for picnics and as playgrounds). In this context, most HQ values associated with ground water dermal contact were above “1”. Specifically, Mn, Ni, Pb and Cd hazards exist for children (HQ > 1) while Ni, Pb and Cd toxicity detected for adults. This result; therefore, highlights the indirect negative impacts of industrialization on human health.     

Heterogeneity versus duration dependence with competing risks: an application to the labor market

Two hypotheses can explain the declining probability of gaining employment as an unemployment spell wears on: heterogeneity of the unemployed versus duration dependence. The nonparametric tests developed in the literature for testing duration dependence would not account for the fact that an unemployment spell can terminate in other ways than employment. The nonparametric tests developed in this paper extend, under certain conditions, those tests to competing risks. We illustrate our test using US unemployment data in which we find little consistent evidence for duration dependence. © 2017 The Authors. Applied Stochastic Models in Business and Industry published by John Wiley & Sons, Ltd.     

The signal model: A model for competing risks of opportunistic maintenance

This paper presents a competing risks reliability model for a system that releases signals each time its condition deteriorates. The released signals are used to inform opportunistic maintenance. The model provides a framework for the determination of the underlying system lifetime from right-censored data, without requiring explicit assumptions about the type of censoring to be made. The parameters of the model are estimated from observational data by using maximum likelihood estimation. We illustrate the estimation process through a simulation study. The proposed signal model can be used to support decision-making in optimising preventive maintenance: at a component level, estimates of the underlying failure distribution can be used to identify the critical signal that would trigger maintenance of the individual component; at a multi-component system level, accurate estimates of the component underlying lifetimes are important when making general maintenance decisions. The benefit of good estimation from censored data, when adequate knowledge about the dependence structure is not available, may justify the additional data collection cost in cases where full signal data is not available.     

Air pollution from traffic emissions in Oporto, Portugal: Health and environmental implications

Air pollution represents a serious risk not only to environment and human health, but also to historical heritage. In this study, air pollution of the Oporto Metropolitan Area and its main impacts were characterized. The results showed that levels of CO, PM₁₀ and SO₂ have been continuously decreasing in the respective metropolitan area while levels of NO_x and NO₂ have not changed significantly. Traffic emissions were the main source of the determined polycyclic aromatic hydrocarbons (PAHs; 16 PAHs considered by U.S. EPA as priority pollutants, dibenzo[a,l]pyrene and benzo[j]fluoranthene) in air of the respective metropolitan area. The mean concentration of 18 PAHs in air was 69.9 ± 39.7 ng m⁻³ with 3-4 rings PAHs accounting for 75% of the total Σ_PAHs. The health risk analysis of PAHs in air showed that the estimated values of lifetime lung cancer risks considerably exceeded the health-based guideline level. Analytical results also confirm that historical monuments in urban areas act as passive repositories for air pollutants present in the surrounding atmosphere. FTIR and EDX analyses showed that gypsum was the most important constituent of black crusts of the characterized historical monument Monastery of Serra do Pilar classified as “UNESCO World Cultural Heritage”. In black crusts, 4-6 rings compounds accounted approximately for 85% of Σ_PAHs. The diagnostic ratios confirmed that traffic emissions were the major source of PAHs in black crusts; PAH composition profiles were very similar for crusts and PM₁₀ and PM_2.5.     

Multiple states repetitive group sampling plans with process loss consideration

We propose a multiple state repetitive group sampling plan by considering the process loss. The optimal plan parameters of the proposed plan are selected such that producer’s risk and consumer’s risk are satisfied simultaneously by minimizing the average sample number. The advantages of the proposed plan over the existing sampling plans are given. Extensive tables are provided for practical applications of the proposed plan. Two real world examples are given for the illustration purpose.     

基于模糊决策模型的高速公路环境风险评价

本文构建了非常规突发事件下的高速公路环境风险评价的目标体系,将模糊逻辑与多目标决策、层次分析法相结合,提出一种基于模糊多目标决策模型。它与传统的多目标决策模型相比,将输入参量转化为语言变量后,获得一个集专家知识、系统变量间关系为基础的优势得分排序规则,可对不确定环境下的多目标及其子目标进行决策评价。通过设计一个高速公路路段环境评价的算例,并对其目标及子目标进行敏感性分析,验证这种决策方法在评价高速公路环境风险上的科学性。     

多种风险下研发项目投资决策博弈分析

研发项目代表了高新技术企业的核心竞争力,但是其投资和研发的过程所包含的多种风险可能会造成企业经济上的损失。为了保证竞争优势和收益最大化,企业投资前需要对项目的估值非常的精确,以便在竞争中做出最优投资决策。本文以市场中的两个竞争性企业为例,利用欧式复合期权理论与博弈论,量化了技术风险、商业风险和突发风险等不确定性,在经过了信息披露过程之后,分析了市场中企业自身和竞争者的投资决策,建立相应的研发项目投资决策数学模型,对企业的研发项目投资时机和决策收益进行评估,通过博弈得到纳什均衡下的企业最优投资决策。