The Weibull distribution remains an indispensable tool in reliability engineering and lifetime analysis, offering flexibility for modelling diverse failure behaviours. Modern parameter estimation ...

The following data are taken from Lawless (1982, p.193) and represent the number of days it took rats painted with a carcinogen to develop carcinoma. The last 2 observations are censored data from a ...

This paper is devoted to the parameterization of correlations in the Vasicek credit portfolio model. First, we analytically approximate standard errors for value-at-risk and expected shortfall based ...