Aggregate risk measures for dynamic systems from operational data

TY - JOUR

T1 - Aggregate risk measures for dynamic systems from operational data

AU - MacLean, Leonard C.

AU - Richman, Alex

N1 - Funding Information: Leonard C. MacLean holds the Herbert S. Lamb Chair in Business at Dalhousie University in Halifax, Canada. Dr. MacLean has held visiting appointments at numerous universities, including Cambridge University and The University of British Columbia. From 1989 to 1995 he served as Director of the School of Business Administration at Dalhousie University. Professor MacLean’s research focuses on stochastic models in finance, and models for repairable systems in aviation. This work is funded by grants from the Natural Sciences and Engineering Council of Canada and The Herbert Lamb Trust. He has published more than 70 scholarly papers.

PY - 2012/8

Y1 - 2012/8

UR - http://www.scopus.com/inward/record.url?scp=84868140202&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84868140202&partnerID=8YFLogxK

U2 - 10.1142/S0218539312500192

DO - 10.1142/S0218539312500192

M3 - Article

AN - SCOPUS:84868140202

SN - 0218-5393

VL - 19

JO - International Journal of Reliability, Quality and Safety Engineering

JF - International Journal of Reliability, Quality and Safety Engineering

IS - 4

M1 - 1250019

ER -