4 papers
Weighted mean inactivity time function with applications
Antonio Di Crescenzo, Abdolsaeed Toomaj
The concept of mean inactivity time plays a crucial role in reliability, risk theory and life testing. In this regard, we introduce a weighted mean inactivity time function by cons…
Piecewise linear processes with Poisson-modulated exponential switching times
Antonio Di Crescenzo, Barbara Martinucci, Nikita Ratanov
We consider the jump telegraph process when switching intensities depend on external shocks also accompanying with jumps. The incomplete financial market model based on this proces…
Some results on the telegraph process confined by two non-standard boundaries
Antonio Di Crescenzo, Barbara Martinucci, Paola Paraggio +1
We analyze the one-dimensional telegraph random process confined by two boundaries, 0 and . The process experiences hard reflection at the boundaries (with random switching to…
Analysis and applications of the residual varentropy of random lifetimes
Antonio Di Crescenzo, Luca Paolillo
In reliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on su…