3 citations · 5 across the 2 of their papers we have counts for
3 papers
Risks aggregation in multivariate dependent Pareto distributions
José María Sarabia, Emilio Gómez-Déniz, Faustino Prieto +1
In this paper we obtain closed expressions for the probability distribution function, when we consider aggregated risks with multivariate dependent Pareto distributions. We work wi…
Error Estimation in Approximate Bayesian Belief Network Inference
Enrique F. Castillo, Remco R. Bouckaert, Jose M. Sarabia +1
We can perform inference in Bayesian belief networks by enumerating instantiations with high probability thus approximating the marginals. In this paper, we present a method for de…
Modelling major failures in power grids in the whole range
Faustino Prieto, José María Sarabia, Antonio José Sáez
Empirical research with electricity transmission networks reliability data shows that the size of major failures - in terms of energy not supplied (ENS), total loss of power (TLP)…