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Wednesday, February 10, 2010 - Beer Sheva, Israel
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9.00-9.50 |
Plenary Session 2.1 Chair: Ilia Frenkel Speaker: Anatoly Lisnianski Recent Advances
in Multi-state and
Continuous-state
System
Reliability  |
Plenary Session 2.2 Chair: Yuriy Kutlakhmedov Speaker: Vitaly Koltover Reliability of
Technosystems
and Biosystems:
From Analogy to
Real
Knowledge |
Plenary Session 2.3 Chair: Raimondo Manca Speaker: Dmitrii Silvestrov Nonlinearly
Perturbed
Processes and
Systems
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9.50-10.20 |
Coffee Break | ||
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10.20-11.50 |
Session 3.1, M152 Multi-state and Continuous State Systems Reliability 1 Chair: Anatoly Lisnianski Shay Goldner, Anatoly Lisnianski Markov Model for Generating Units Dispatch Ilia Frenkel, Lev Khvatskin Reliability Measures Calculation of Supermarket Refrigeration
System
Christoph Riethmueller Maintenance Policies for Multi-state Systems  | ||
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10.20-11.50 |
Session 3.2, M154 Complex Technical Systems Reliability 2 Chair: Stanisław Radkowski Stanisław Radkowski Vibroacoustic Diagnostic and Bayesian Updating Based Remaining
Useful Life Prediction for Power Unit System
Pavel Grabov, Itai Negrin Availability Analysis and Monitoring Using Data Mining from On-Line Information Systems Milan Holicky, Miroslav Sykora Stochastic Models in Structural Reliability Yuan Fuqing, Uday Kumar,Claudio Rocco, Krishna Misra Approximating System Reliability Using Information Derived from
Support Vector Machine Models
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10.20-11.50 |
Session 3.3, S200 Stochastic Models for Classifications Problems Chair: Zeev Volkovich Andrew Rukhin Estimation in Heterogeneous Growth Models Zeev Volkovich, Zeev Barzily, Dvora Toledano-Kitay, Renata Avros Probability Metrics Standpoint on the Cluster Stability
Problem
Henning Läuter, Ayad Ramadan Statistical Scaling of Categorical Data Susmita Datta Predicting Survival from High Dimensional Data
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10.20-11.50 |
Session 3.4, S201 Reliability of Biological Systems Chair: Vitaly Koltover Yuriy Kutlakhmedov, Anastasiya Salivon, Svetlana Phelovskya, Victor Rodyna, Irina Matveeva, Valentina Petrusenko Theory of Reliability in Radiation Ecology Vitaly Koltover Reliability in Nano-Engineering: Nuclear Spin of Magnesium-25
as Reliability Factor in Biomolecular Nanoreactors
Paolo Rocchi A Contribution to the Interpretation of the Late-Life
Mortality Deceleration
Dmitro Grodzinsky Reliability Systems in Plants as a Basis for Evolution
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10.20-11.50 |
Session 3.5, S202 Stochastic Modeling in Finance and Insurance 1 Chair: Dmitrii Silvestrov Dmitrii Silvestrov, Evelina Silvestrova, Raimondo Manca Stochastically Ordered Models for Credit Rating Dynamics Erland Ekheden, Ola Hössjer Pricing of Catastrophe Cover in Life Reinsurance Oskar Schyberg, Anatoliy Malyarenko, Dmitrii Silvestrov, Monte Carlo Based Software for Analysis of Reinsurance
Processes
Ying Ni Nonlinearly Perturbed Renewal Equation with Perturbations of a Non-polynomial Type
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10.20-11.50 |
Session 3.6, S203 Stochastic Models in Network Project Management Chair: Dimitri Golenko-Ginzburg Vladimir Burkov, Irina Burkova Network Programming Method in Nonlinear Optimization
Problem
Doron Greenberg, Avner Ben-Yair Upon Using Beta - Distribution in Project Management Doron Greenberg, Dimitri Golenko-Ginzburg Controlling Network Projects via Aggregation Dimitri Golenko-Ginzburg, Zohar Laslo Upon Controlling Several Building Projects
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11.50-13.30 |
Lunch | ||
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13.30-15.00 |
Session 4.1, M152 Multi-state and Continuous State Systems Reliability 2 Chair: Somnath Datta
Somnath Datta Nonparametric Inference in Multistate Models with Interval
Censored Data
Jacobo de Uña-Álvarez, Ana Paula Amorim Presmoothed Estimation for Multi-State Survival Data Roi Schvartz, Anatoly Lisnianski Markov Model of Generation Unit for Short Term Capacity
Obligations
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13.30-15.00 |
Session 4.2, M154 Tests Related to Reliability Theory 1 Chair: Alex Karagrigoriou Yefim Michlin, Lilach Levin - David, Dov Ingman Sequential Test for Reliability under Allowance for Target
Uncertainty
Ioannis Koutrouvelis, Alex Karagrigoriou Tests of Fit for the Inverse Gaussian Distribution Gerd Christoph On Accuracy of Approximation of Transformed Chi-Squared
Distributions by the Normal Law
Yefim Michlin, Ofer Shaham Design of Acceptance Binomial Tests by Average Sample
Number Parameter
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13.30-15.00 |
Session 4.3, S200 Environmental Health: Research Methods and Decision Making Chair: Michael Gdalevich Michael Gdalevich, Esti Nissan, Levana Kordova-Biezuner, Itamar Grotto, Shimon Scharf, Michael Huerta Measuring the Acute Health Effects of Dust Storms: a Matched
Analysis
Michael Gdalevich, David Broday, Yuval, Shimon Scharf, Haim Bibi, Michael Huerta Air Pollution and Community Health: Acute Cardio-Respiratory Events
Attributable to SO2 and NO2 Exposure
Itamar Grotto, Nadav Davidovitch
Environment and Health: Health Impact Assessment as a
Planning Tool
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13.30-15.00 |
Session 4.4, S201 Stochastic processes in mathematical genetics Chair: Paolo Rocchi Amandine Veber, Alison Etheridge Spatial Lambda-Fleming-Viot process: Genealogies in the
Presence of Recombination
Bjarki Eldon Gene Genealogies and Large Offspring Numbers Fabian Freund, Martin Möhle On the Number of Allelic Types for Samples Taken
from Exchangeable Coalescents with Mutation and its
Asymptotics
Svetlana Margulis, Valery Kirzhner, Avraham Korol Compositional Heterogeneity of Vertebrate Genomes | ||
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13.30-15.00 |
Session 4.5, S202 Stochastic Modeling in Finance and Insurance 2 Chair: Ilya Molchanov Ilya Molchanov, Michael Schmutz Symmetry Properties of Multivariate Distributions in View of Financial Applications Guglielmo D’Amico, Montserrat Guillen, Raimondo Manca Initial and Final Backward Non-Homogeneous Semi-Markov
Processes for Disability Insurance Models
Fima Klebaner, Robert Liptser Ruin Analysis in the Constant Elasticity of Variance Model Shakir Formanov, Abdujabar Rasulov, Gulnora Raimova, Application Monte Carlo Methods for the Pricing Weather
Derivatives
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13.30-15.00 |
Session 4.6, S203
Stochastic Models in Operations Management and DEA
Chair: Dimitris K. Despotis
Zilla Sinuany-Stern, Lea Friedman, Yossi Hadad, Dov Chernichovsky, Amit Shelef, Ilana Grau Returns to Scale in Hospitals' Efficiency Dimitris Despotis, Yiannis G. Smirlis Handling Extreme Observations in Data Envelopment
Analysis
Zohar Laslo, Gregory Gurevich, Baruch Keren Operating Global Production under Uncertainty Yuval Cohen, Baruch Keren New Modeling Framework for Project Risk Analysis with
Uncertain Durations and Stochastic Risks | ||
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15.00-15.30 |
Coffee Break | ||
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15.30-17.00 |
Session 5.1, M152 Repair and Maintenance Models Chair: Waltraud Kahle Michael Ben Chaim, Moshe Brand, Tamir Ilan Method of Preventive Repair Modes of Vehicles Elements Waltraud Kahle Optimal General Repair of Systems with Discrete Lifetimes Rui Peng, Min Xie, Szu Hui Ng, Gregory Levitin Optimal Replacement and Protection Strategy for Parallel
Systems
Mangey Ram, S. B. Singh Availability, MTTF and Cost Analysis of Complex System under Preemptive-repeat Repair Discipline using Gumbel-Hougaard Family
Copula
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15.30-17.00 |
Session 5.2, M154 Tests Related to Reliability Theory 2 Chair: Chien-Yu Peng Israel Gershman , Avshalom Hava , Joseph Bernstein Resistance Increase as Criteria of Solder Joint Life Expectancy Yefim Kovarsky Using Special Test Methods to Reduce the Development Stage
of Mobile Antennas
Amos Gera An Efficient Start-Up Demonstration Test Chien-Yu Peng, Sheng-Tsaing Tseng Progressive-Stress Accelerated Degradation Test for Highly-Reliable
Products
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Session 5.3, S200 Non/Semiparametric Likelihood Methods, Bio-statistical Applications Chair: Gregory Gurevich Malka Gorfine Case-Control Survival Analysis with a General Semiparametric
Shared Frailty Model - a Pseudo Full Likelihood Approach
Micha Mandel Nonparametric Estimation under Biased Sampling with Application to
Hospital Data
Albert Vexler, Gregory Gurevich Entropy Based Empirical Likelihood Ratios for Goodness-of-Fit
Testing
Gregory Gurevich, Albert Vexler Entropy Based Two-Sample Empirical Likelihood Ratio Tests | ||
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15.30-17.00 |
Session 5.4, S201 Accidents Risk Models Chair: Zbigniew Smalko Boriss Misnevs, Alla Melikyan Stochastic Model Assessing the Impact of Weather Conditions
on Accidents Risk at Railway
Michael Ben Chaim, Moshe Brand, Boris Arav, Shlomo Yanetz Stochastic Estimate of the Collision Avoidance Probability Zbigniew Smalko, Maciej Woropay, Stanisław Radkowsky Transport Systems Risk Assessment Uncertainty
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15.30-17.00 |
Session 5.5, S202
Actuarial Sciences and Risk Management Chair: Zinoviy Landsman Zinoviy Landsman On the Tail Mean-Variance Optimal Portfolio
Selection
Yaser Awad, Shaul Bar-Lev, Udi Makov Extensions of the Lee-Carter Model for Mortality
Projections
Esther Frostig Asymptotic Analysis of the Time to Ruin for a Risk Model with
Dividend Barrier
Rami Yosef Floor Options on Structured Products and Life Insurance
Contracts
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15.30-17.00 |
Session 5.6, S203
Measuring Insurance Risks Chair: Ričardas Zitikis Assaf Mizan
Solvency 2 Accord: Theory and Applications in Israel
Edward Furman, Ričardas Zitikis Weighted Pricing Functionals: A New Method and Its Manifold
Implications (Part 1)
Edward Furman, Ričardas Zitikis Weighted Pricing Functionals: A New Method and Its Manifold
Implications (Part 2) Emil Sheinfeld, Udi Makov Extended Loss Reserving: The Parallelogram Approach | ||
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17.00-17.30 |
Coffee Break | ||
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17.30-19.00 |
Session 6.1, M152 Fuzzy Probabilistic Models in System Analysis Chair: Jacov Mostovicz Alexander Rotshtein, Jacov Mostovicz Fuzzy-Logic Based System Reliability Analysis
Michael Ben Chaim, Valery Cherniaev, Moshe Brand Fuzzy- Stochastic Control Systems of Vehicles Dynamics
K. Senthamarai Kannan, S. Suresh, V. Balamurugan
Markov Model Prediction on Bivariate Fuzzy Time Series P. Sailapathi Sekar,K. Senthamarai Kannan, M. Mohamed Sathik Fuzzy Logic in Impulse Noise Detection and Reduction Milan Holicky Fuzzy Probabilistic Models for Structural Serviceability | ||
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17.30-19.00 |
Session 6.2, M154 Reliability of Mechanical and Biomechanical Systems Chair: Zdenek Vintr Remus Campean, Mihaela Hedesiu Statistical Model for Testing the Reliability of some CBCT
Dental Scanners
Zdenek Vintr, Michal Vintr Rolling Bearing Reliability Model for Railway
Application
A. Maer Automated Program Complex for Modeling of the Reliability
of Complex Systems
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17.30-19.00 |
Session 6.3, S200 Stochastic Processes and Related Problems Chair: Michael Lin Michael Lin The Central Limit Theorem for Additive Functionals of Stationary
Markov Chains
Hans Frenk, Robin Nicolai Approximating the Randomized Hitting Time Distribution of a
Non-stationary Gamma Process
Joel Ratsaby On the Relation Between a System's Complexity and its Interaction
with Random Environments
Yair Shaki, Rami Atar, Adam Shwartz Fair Allocation Between Large Server Pools | ||
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17.30-19.00 |
Session 6.4, S201 Data Mining and Information Systems Chair: Sofiya Ostrovska Sofiya Ostrovska, Atilim University, Turkey Uncorrelatedness Sets of Two Random Variables Dima Alberg, Mark Last, Roni Neuman, Avi Sharon Prediction Trees Induction from Continuous Temporal
Data
Efron Razi, Michael Hanani, Sarit Mashiah, Ido Ran Knowledge Creation: Facing the Gap between the State of
Information Systems and the Real Needs of Management
and of Managers
K. Senthamarai Kannan, V. Balamurugan, S. Suresh,
Composite Distance Measure for Time Series Similarity Analysis
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17.30-19.00 |
Session 6.5, S202 Information Systems and Transportation (Intelligent Transport Systems) Chair: Gabriel Nowacki Jadwiga Bąk, Dorota Bąk-Gajda Transport Psychology in Poland Gabriel Nowacki, Izabella Mitraszewska, Tomasz Kamiński, Andrzej Wojciechowski The National Automatic Toll Collection System – Proposal
for Poland
Jerzy Mikulski Legislation Changes on Introduction of Toll Collection
System in Poland
Tomasz Kamiński, Gabriel Nowacki, Izabella Mitraszewska, Andrzej Wojciechowski The Pan-European Automatic Notification System for Road Accidents
“eCall”
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17.30-19.00 |
Session 6.6 Management of Risk and Efficiency Chair: Marina Kopeetsky
P. Sailapathi Sekar, K. Senthamarai Kannan,P. Arumugam
The Stock Market Prediction Using Combinational BSRCTB Algorithm
Shlomi Dolev, Marina Kopeetsky, Niv Gilboa Computing Trust Anonymously in the Presence of Curious Users
Yu Dmitriev, Felix Tarasenko On Certain Natural Regularities V. Simakhin Nonparametric Robust Prediction Algorithms | ||