The International Symposium on STOCHASTIC MODELS in RELIABILITY ENGINEERING, LIFE SCIENCES and OPERATIONS MANAGEMENT
 
List of Parallel Sessions
 
 Session 1.1: Monday, 8 February 2010, 16:00-17:30, Class M152 - M154
 Complex Technical Systems Reliability 1  
 Chair:
 Franciszek Grabski, Polish Naval University, Poland
 
 Vladimir  Rykov, Gubkin University of Oil and Gas, Russia
 On the Reliability Analysis of Complex Hierarchical Systems
 Franciszek Grabski, Polish Naval University, Poland
 Semi-Markov Reliability Model of the Renewal Cold Standby System
 Oleg Abramov, Institute for Automation and Control Processes, Far East
 Division of the RAS, Russia
 Parallel Algorithms for Reliability Computation and Optimization
 Gurami  Tsitsiashvili, Institute for Applied Mathematics, Far Eastern Branch
 of RAS, Russia
 Phase Transition in Renewal Systems with Common Reserve
                         

Session 1.2: Monday, 8 February 2010, 16:00-17:30, Class S200

Survival Analysis

Chairs:

Winfried Stute, Justus Liebig University Giessen, Germany

Hannelore Liero, University of Potsdam, Germany

 

Winfried Stute, Mathematical Institute, University of Giessen, Germany

The Statistical Analysis of Consecutive Survival Data under Serial 
Dependence

Carla Moreira, University of Vigo, Spain

Jacobo de Uña - Álvarez, University of Vigo, Spain

A Semiparametric Model for Doubly Truncated Data

Hannelore Liero, Institute of Mathematics, University of Potsdam, Germany

Estimation and Testing in Nonparametric Regression Models for Survival Data

Arusharka Sen, Concordia University, Canada

Testing for Positive Cure - Rate under Random and Case-1 Interval Censoring

          

Session 1.3: Monday, 8 February 2010, 16:00-17:30, Class S201

Practical RAMS: Examples from the IDF (Israel Defense Forces)

Chair:

Olga Gelfenstein, IDF, Israel

 

Olga Gelfenstein, IDF, Israel

Practical System Safety Analysis

Ilya Levin, IDF, Israel

PFI (Private Financial Initiative) of Communication Systems: Comparison

Between Army Maintenance Vs. Industry Maintenance

A. Laufer, IAF, Material Command, Israel

Optimization of Spare Parts Allocation by Hybrid Monte Carlo/Analytic

Approach

                   

Session 1.4: Monday, 8 February 2010, 16:00-17:30, Class S202

General Problems in Biostatistics

Chair:

Filia Vonta, National Technical University of Athens, Greece

 

Eric  Slud, University of Maryland College Park, USA
Mathewos DeMissie, University of Maryland College Park, USA

Validity of Regression Meta - Analysis versus Pooled Analysis via Mixed Effect

Generalized Linear Model

Victor  Panaretos, Ecole Polytechnique Fédérale de Lausanne, Switzerland

David Kraus, Ecole Polytechnique Fédérale de Lausanne, Switzerland

John Maddocks, Ecole Polytechnique Fédérale de Lausanne, Switzerland

Second - Order Comparison of Random Curves with Application to DNA Minicircles

Christos P. Kitsos, Technological Educational Institute of Athens, Greece

Non - Linear Modeling for Ca Bioassays

Laurence  Freedman, Gertner Institute for Epidemiology and Health Policy Research, Israel

Nataša Tasevska, National Cancer Institute, USA

Victor Kipnis, National Cancer Institute, USA

Arthur Schatzkin, National Cancer Institute, USA

Nancy Potischman, National Cancer Institute, USA

Statistical Problems in Assessing Nutrition and its Relation to Health

                    
Session 1.5: Monday, 8 February 2010, 16:00-17:30, Class S203
Statistical Models for Rsk Assessment in Medicine 1
Chair:
Radim Bris, Technical University of Ostrava, Czech Republic
 
Pavel Praks, VŠB-Technical University of Ostrava, Czech Republic
Lubomír Martínek, University Hospital Ostrava, Czech Republic
Radim Briš, VŠB-Technical University of Ostrava, Czech Republic
Exact Confidence Limits for Mortality Probabilities of Open and Laparoscopic
Surgeries
Radim Briš, VŠB - Technical University of Ostrava, Czech Republic
Lubomír Martínek, University Hospital Ostrava, Czech Republic
Pavel Praks, VŠB - Technical University of Ostrava, Czech Republic
Pavlína Kuráňová, VŠB - Technical University of Ostrava, Czech Republic
The Use of Censored Medical Survival Data to Evaluate Efficiency of Different
Surgery Techniques
Pavel Jahoda, VSB - Technical University of Ostrava, Czech Republic
Lubomír Martínek, University Hospital Ostrava, Czech Republic
Radim Briš, VSB - Technical University of Ostrava, Czech Republic
Laparoscopic Versus Open Surgery
                                     
Session 1.6: Monday, 8 February 2010, 16:00-17:30, Class S209
Transport Systems
Chair:
Eugene Kopytov, Transport and Telecommunication Institute, Latvia
 
Stanislav Grishin, Transport and Telecommunication Institute, Latvia
Eugene Kopytov, Transport and Telecommunication Institute, Latvia
Oleg Schiptsov, Transport and Telecommunication Institute, Latvia
Investigation of the Interrelated Tasks of Estimating Transport Influence on the
Urban Ecology
Irina Yatskiv, Transport and Telecommunication Institute, Latvia
Vaira Gromule, “Rīgas Starptautiskā Autoosta” JSC, Larvia
Nadezda Kolmakova, Transport and Telecommunication Institute, Latvia
Estimation of Weights for the Indicator of Quality of Service
Eugene Kopytov, Transport and Telecommunication Institute, Latvia
Natalia Petukhova, Transport and Telecommunication Institute, Latvia
Application of Temporal Databases in Modeling of Railway Processes
Ke Wan, Princeton University, USA
Alain Kornhauser, Princeton University, USA
Scenario - Based Path Travel Time Aggregation with Gaussian Copula Estimated through Lasso
                                 
  Session 1.7: Monday, 8 February 2010, 16:00-17:30, Class S121
  Semi-Markov Models and Applications
  Chair:
  Vlad Stefan Barbu, Universite de Rouen, France
 
  Vlad Stefan Barbu, Université de Rouen, France
  Nikolaos Limnios, Université de Technologie de Compiègne, France
  Some Algebraic Methods in Semi-Markov Processes
  Fulvio Gismondi, Università Telematica Guglielmo Marconi, Italy
  Jacques Jannsen, Université de Bretagne Occidentale, France
  Raimondo Manca, Università di Roma “La Sapienza”, Italy
  The Claim Reserve as a Company Insurance Reliability Function
  Guglielmo D’Amico, G. d'Annunzio University, Italy
  Giuseppe Di Biase, G. d'Annunzio University, Italy
  Jacques Janssen, Université de Bretagne Occidentale, France
  Raimondo Manca, Sapienza University of Rome, Italy
  Semi-Markov Reliability Credit Risk Models
                       
Session 2.1: Tuesday, 9 February 2010, 10:30-12:10, Class M152-154
Network Reliability
Chair:
Ilya Gertsbakh, Ben - Gurion University, Israel
 
Ilya Gertsbakh, Ben - Gurion University, Israel
Yoseph Shpungin, Sami Shamoon College of Engineering, Israel
Using D-spectra (Signatures) in Network Monte Carlo:  Estimation of System
Reliability and Component Importance
Aviv Gruber, Tel - Aviv University, Israel
Irad Ben-Gal, Tel - Aviv University, Israel
Process and Service Optimization via Bayesian Networks
Edward Vitkin, IBM Research - Haifa, Israel
Boaz Carmeli, IBM Research - Haifa, Israel
Ohad Greenshpan, IBM Research - Haifa, Israel
Dorit Baras, IBM Research - Haifa, Israel
Yariv Marmor, Technion - Israel Institute of Technology, Israel
Neural Networks Application on Emergency Department Load Measurement
                       
Session 2.2: Tuesday, 9 February 2010, 10:30-12:10, Class S200
Models in Quality Engineering
Chair:
Emil Bashkansky, ORT Braude College of Engineering, Israel
 
Su - Fen Yang, National Chengchi University, Taiwan
Wen - Chi Tsai, National Chengchi University, Taiwan
Jaw - Sin Su, National Chengchi University, Taiwan
A New Chart for Process Data with Unknown Distribution
Tamar Gadrich, ORT Braude College of Engineering, Israel
Emil Bashkansky, ORT Braude College of Engineering, Israel
How to Evaluate and Monitor Quality on an Ordinal Scale Basis?
Shuki Dror, ORT Braude College of Engineering, Israel
Emil Bashkansky, ORT Braude College of Engineering, Israel
Rachel Ravid, ORT Braude College of Engineering, Israel
Pavel Grabov, ALD Ltd., Israel
How to Measure Effectiveness of the Quality Classification Station?
Rachel Ravid, ORT Braude College of Engineering, Israel
Emil Bashkansky, ORT Braude College of Engineering, Israel
Shuki Dror, ORT Braude College of Engineering, Israel
FMECA Framework for Ranking DS Tests
                        
Session 2.3: Tuesday, 9 February 2010, 10:30-12:10, Class S201
Change-point Detection and Data Monitoring
Chair:
Wolfgang Bischoff, Catholic University of Eichstaett - Ingolstadt, Germany
 
Wolfgang Bischoff, Catholic University Eichstätt - Ingolstadt, Germany
Residual Partial Sums Techniques to Find Change - Points in Linear Regression
Wolfgang Bischoff, Catholic University Eichstätt - Ingolstadt, Germany
Andreas Gegg, Catholic University Eichstätt - Ingolstadt, Germany
A Non-Parametric Test for a Change - Point in Linear Profile Data
Yuval Nardi, Technion, Israel
Alessandro Rinaldo, Carnegie Mellon University , USA
Autoregressive Process Modeling via the Lasso Procedure
                             
Session 2.4: Tuesday, 9 February 2010, 10:30-12:10, Class S202
Statistical Models for Risk Assessment in Medicine 2
Chair:
Giorgio Romanin-Jacur, University of Padova, Italia
 
Giada Aspergh, University of Padova, Italia
Paola Facchin, University of Padova, Italia
Anna Ferrante, University of Padova, Italia
Giorgio Romanin-Jacur, University of Padova, Italia
Laura Visonà Dalla Pozza, University of Padova, Italia
Pediatric Palliative Care Planning: Organization of a New Service Based on
Simulation
Paola Facchin, University of Padova, Italy
Anna Ferrante, University of Padova, Italy
Elena Rizzato, University of Padova, Italy
Giorgio Romanin-Jacur, University of Padova, Italy
Laura Salmaso, University of Padova, Italy
Perinatal Assistance Network Planning Via Simulation
Guy Shilon, SCE -  Shamoon College of Engineering, Israel
Shlomo Mark, SCE -  Shamoon College of Engineering, Israel
Yoram Shotland, SCE -  Shamoon College of Engineering, Israel
A Bioinformatics System for Identifying Independent Markers
Irit Nowik, SCE -  Shamoon College of Engineering, Israel
Game Theoretic Analysis of Competition during Neural Development
                       
Session 2.5: Tuesday, 9 February 2010, 10:30-12:10, Class S203
Stochastic Approach to Systems Modelling, Monitoring and Diagnostics
Chair:
David Valis, University of Defense, Czech Republic
 
David Valis, University of Defense, Czech Republic
Miroslav Koucky, Technical University of Liberec,  Czech Republic
Selected Approach for Specific Determination of System State and Condition
Vladimir  Sokol, Institute for Advanced Studies, Israel
Stochastic Modeling of State Space of Rotating Rotor Systems
Grzegorz Koszalka, Lublin University of Technology, Poland
Andrzej Niewczas, Lublin University of Technology, Poland
Prediction of IC Engine Durability with the use of Piston Ring Pack Model
Agata Niewczas, Medical University of Lublin, Poland
Daniel Pieniak, Szkoła Główna Służby Pożarniczej, Poland
Andrzej Niewczas, Lublin University of Technology, Poland
Reliability of Bio-mechanical Systems on the Basis of the Tooth–Composite
Filling System
                                 
Session 2.6: Tuesday, 9 February 2010, 10:30-12:10, Class S209
Production and Supply Planning under Uncertainty
Chair:
Baruch Keren, SCE - Shamoon College of Engineering, Israel
 
Gregory Gurevich, SCE - Shamoon College of Engineering, Isarel
Baruch Keren, SCE - Shamoon College of Engineering, Isarel
Yuval Cohen,  The Open University of Israel, Israel
The Impact of Bundling Perishable Products on Retailer and Producer Total
Profits
Eugene Kopytov, Transport and Telecommunication Institute, Latvia
Sharif Guseinov, Transport and Telecommunication Institute and University of Liepaja, Latvia
Edvin Puzinkevich, Transport and Telecommunication Institute, Latvia
Leonid Greenglaz, Riga International School of Economics and Business Administration, Latvia
About Some Continuous Models for Current Stock of Divisible Production
Calculation

Jiri Kula, Technical University of Liberec, Czech Republic

Maroš Tunák, Technical University of Liberec, Czech Republic

Aleš Linka, Technical University of Liberec, Czech Republic

Real-time Defect Detection of Textile Fabrics
                            

  Session 3.1: Wednesday, 10 February 2010, 10:20-11:50, Class M152

  Multi-state and Continuous State Systems Reliability 1

  Chair:

  Anatoly Lisnianski, Israel Electric Corporation, Israel

 

  Shay Goldner, The Israel Electric Corporation Ltd., Israel

  Anatoly Lisnianski, The Israel Electric Corporation Ltd., Israel

  Markov Model for Generating Units Dispatch

  Ilia Frenkel, SCE - Shamoon College of Engineering, Israel

  Lev Khvatskin, SCE - Shamoon College of Engineering, Israel

  Reliability Measures Calculation of Supermarket Refrigeration System

  Christoph Riethmueller, Otto-von-Guericke-University of Magdeburg, Germany

  Maintenance Policies for Multi-state Systems

                               

Session 3.2: Wednesday, 10 February 2010, 10:20-11:50, Class M154

Complex Technical Systems Reliability 2

Chair:

Stanisław Radkowski, Warsaw University of Technology, Poland

 

Stanisław Radkowski, Warsaw University of Technology, Poland

Vibroacoustic Diagnostic and Bayesian Updating Based Remaining Useful Life

Prediction for Power Unit System

Pavel Grabov, ALD Advanced Logistics Development  Ltd., Isarel

Itai Negrin, ALD Advanced Logistics Development  Ltd., Isarel

Availability Analysis and Monitoring Using Data Mining from On-Line

Information Systems

Milan Holicky, Czech Technical University in Prague, Klokner Institute, Czech Republic

Miroslav Sykora, Czech Technical University in Prague, Klokner Institute, Czech Republic

Stochastic Models in Structural Reliability

Yuan Fuqing, Luleå University of Technology, Sweden

Uday Kumar, Luleå University of Technology, Sweden

Claudio Rocco, Universidad Central de Venezuela, Venezuela

Krishna  Misra, RAMS Consultants, India

Approximating System Reliability Using Information Derived from Support

Vector Machine Models

                                                    
Session 3.3: Wednesday, 10 February 2010, 10:20-11:50, Class S200

Stochastic models for classifications problems

Chair:

Zeev Volkovich, ORT Braude College of Engineering, Israel

 

Andrew  Rukhin, National Institute of Standards and Technology, USA

Estimation in Heterogeneous Growth Models

Zeev Volkovich, ORT Braude College of Engineering, Israel

Zeev Barzily, ORT Braude College of Engineering, Israel

Dvora Toledano-Kitay, ORT Braude College of Engineering, Israel

Renata Avros, ORT Braude College of Engineering, Israel

Probability Metrics Standpoint on the Cluster Stability Problem

Henning Läuter, University of Potsdam, Germany

Ayad Ramadan, University of Potsdam, Germany

Statistical Scaling of Categorical Data

Susmita Datta, University of Louisville, USA

Predicting Survival from High Dimensional Data

                                        

Session 3.4: Wednesday, 10 February 2010, 10:20-11:50, Class S201

Reliability of Biological Systems

Chair:

Vitaly  Koltover, Institute of Problems of Chemical Physics, RAS, Russia

 

Yuriy Kutlakhmedov, Institute of Cell Biology and Genetic Engineering, NAS, Ukraine

Anastasiya  Salivon, Institute of Cell Biology and Genetic Engineering, NAS, Ukraine

Svetlana Phelovskya, Institute of Cell Biology and Genetic Engineering, NAS, Ukraine

Victor Rodyna, Institute of Cell Biology and Genetic Engineering, NAS, Ukraine

Irina Matveeva, National Aviation University, Ukraine

Valentina Petrusenko, National Aviation University, Ukraine

Theory of Reliability in Radiation Ecology

Vitaly Koltover, Institute of Problems of Chemical Physics, RAS, Russia

Reliability in Nano-Engineering: Nuclear Spin of Magnesium-25 as Reliability

Factor in Biomolecular Nanoreactors

Paolo Rocchi, IBM, SWG  Research and Development, Italy

A Contribution to the Interpretation of the Late-Life Mortality Deceleration

Dmitro  Grodzinsky, Institute of cell biology and genetic engineering, Ukraine

Reliability Systems in Plants as a Basis for Evolution

                                                 

Session 3.5: Wednesday, 10 February 2010, 10:20-11:50, Class S202

Stochastic Modeling in Finance and Insurance 1

Chair:

Dmitrii Silvestrov, Stockholm University, Sweden

 

Dmitrii Silvestrov, Stockholm University, Sweden

Evelina Silvestrova, Mälardalen University, Sweden

Raimondo Manca, University ``La Sapienza",  Italy

Stochastically Ordered Models for Credit Rating Dynamics

Erland Ekheden, Stockholm University, Sweden

Ola Hössjer, Stockholm University, Sweden

Pricing of Catastrophe Cover in Life Reinsurance

Oskar Schyberg, Mälardalen University, Sweden

Anatoliy Malyarenko, Mälardalen University, Sweden

Dmitrii Silvestrov, Stockholm University, Sweden

Monte Carlo Based Software for Analysis of Reinsurance Processes

Ying Ni, Mälardalen University, Sweden

Nonlinearly Perturbed Renewal Equation with Perturbations of a

Non-polynomial Type

                                                  
Session 3.6: Wednesday, 10 February 2010, 10:20-11:50, Class S203

Stochastic Models in Network Project Management

Chair:

Dimitri Golenko-Ginzburg, Academic College of Judea and Samaria, Israel

 

Vladimir Burkov, Institute of Control Problems, Russia

Irina Burkova, Institute of Control Problems, Russia

Network Programming Method in Nonlinear Optimization Problem

Doron Greenberg, Ariel University Center (AUC) of Samaria, Israel

Avner Ben-Yair, Sami Shamoon College of Engineering, Israel

Upon Using Beta - Distribution in Project Management

Doron Greenberg, Ariel University Center (AUC) of Samaria, Israel

Dimitri Golenko-Ginzburg, Ariel University Center (AUC) of Samaria, Israel

Controlling   Network   Projects   via   Aggregation

Dimitri Golenko-Ginzburg, Ariel University Center (AUC) of Samaria, Israel

Zohar Laslo, Sami Shamoon College of Engineering, Israel

Upon Controlling Several Building Projects

                                             

  Session 4.1: Wednesday, 10 February 2010, 13:30-15:00, Class M152

  Multi-state and Continuous State Systems Reliability 2

  Chair:

  Elena Zaitseva, University of Zilina, Slovakia

 

  Somnath Datta, University of Louisville, USA

  Nonparametric Inference in Multistate Models with Interval Censored Data

  Jacobo de Uña-Álvarez, University of Vigo, Spain

  Ana Paula Amorim, University of Vigo, Spain

  Presmoothed Estimation for Multi-State Survival Data

  Roi Schvartz, The Israel Electric Corporation Ltd., Israel

  Anatoly Lisnianski, The Israel Electric Corporation Ltd., Israel

  Markov Model of Generation Unit for Short Term Capacity Obligations

                                                 

Session 4.2: Wednesday, 10 February 2010, 13:30-15:00, Class M154

Tests Related to Reliability Theory 1

Chair:

Alex Karagrigoriou, University of Cyprus, Cyprus

 

Yefim  Michlin, Technion - Israel Institute of Technology, Israel

Lilach Levin - David, IDF, Israel

Dov Ingman, Technion - Israel Institute of Technology, Israel

Sequential Test for Reliability under Allowance for Target Uncertainty

Ioannis A. Koutrouvelis, University of Patras, Greece

Alex Karagrigoriou, University of Cyprus, Cyprus

Tests of Fit for the Inverse Gaussian Distribution

Gerd Christoph, Otto-von-Guericke-University of Magdeburg, Germany

On Accuracy of Approximation of Transformed Chi-Squared Distributions by

the Normal Law

Yefim H. Michlin, Technion - Israel Institute of Technology, Israel

Ofer Shaham, RAFAEL – Advanced Defense Systems Ltd., Israel

Design of Acceptance Binomial Tests by Average Sample Number Parameter

                         

Session 4.3: Wednesday, 10 February 2010, 13:30-15:00, Class S200

Environmental Health: Research Methods and Decision Making

Chair:

Michael Gdalevich, Ben - Gurion University of the Negev,  Barzilai Medical Center Campus, Israel

 

Michael Gdalevich, Ben - Gurion University of the Negev,  Barzilai Medical Center Campus, Israel

Esti Nissan, Ben - Gurion University of the Negev,  Barzilai Medical Center Campus, Israel

Levana Kordova-Biezuner, Ministry of Environmental Protection, Israel

Itamar Grotto, Ministry of Health, Israel

Shimon Scharf, Ben - Gurion University of the Negev,  Barzilai Medical Center Campus, Israel

Michael Huerta, Ben - Gurion University of the Negev,  Barzilai Medical Center Campus, Israel

Measuring the Acute Health Effects of Dust Storms: a Matched Analysis

Michael Gdalevich, Ben - Gurion University of the Negev,  Barzilai Medical Center Campus, Israel

David M. Broday, Technion, Israel Institute of Technology, Israel

Yuval, Technion, Israel Institute of Technology, Israel

Shimon Scharf, Ben - Gurion University of the Negev,  Barzilai Medical Center Campus, Israel

Haim Bibi, Carmel Medical Center, School of Medicine, Israel

Michael Huerta, Ben - Gurion University of the Negev,  Barzilai Medical Center Campus, Israel

Air Pollution and Community Health: Acute Cardio-Respiratory Events Attributable to SO2 and NO2 Exposure

Itamar Grotto, Israel Ministry of Health, Public Health Services, Israel

Nadav Davidovitch, School of Public Health, Ben Gurion University, Israel

Environment and Health: Health Impact Assessment as a Planning Tool

                       

  Session 4.4: Wednesday, 10 February 2010, 13:30-15:00, Class S201

  Stochastic Processes in Mathematical Genetics

  Chair:

  Paolo Rocchi, IBM, SWG  Research and Development, Italy

 

  Amandine Veber, École Normale Supérieure of Paris, France
  Alison Etheridge, University of Oxford, United Kingdom
  Spatial Lambda-Fleming-Viot Process: Genealogies in the Presence of
  Recombination
  Bjarki Eldon, University of Oxford, United Kingdom
  Gene Genealogies and Large Offspring Numbers
  Fabian Freund, Eberhard Karls Universität Tübingen, Germany
  Martin Möhle, Eberhard Karls Universität Tübingen, Germany
  On the Number of Allelic Types for Samples Taken from Exchangeable  
  Coalescents with Mutation and its Asymptotics
  Svetlana Margulis, University of Haifa, Israel
  Valery Kirzhner, University of Haifa, Israel
  Avraham Korol, University of Haifa, Israel
  Compositional Heterogeneity of Vertebrate Genomes
                                                 

Session 4.5: Wednesday, 10 February 2010, 13:30-15:00, Class S202

Stochastic Modeling in Finance and Insurance 2

Chair:

Ilya Molchanov, University of Bern, Switzerland

 

Ilya Molchanov, University of Bern, Switzerland

Michael Schmutz, University of Bern, Switzerland

Symmetry Properties of Multivariate Distributions in View of Financial

Applications

Guglielmo D’Amico, ”G. D’Annunzio” University of Chieti-Pescara, Italy

Montserrat Guillen, RFA-IREA Universitat de Barcelona, Spain

Raimondo Manca, “La Sapienza” University of Rome, Italy

Initial and Final Backward Non-Homogeneous Semi-Markov Processes for

Disability Insurance Models

Fima Klebaner, Monash University, Australia

Robert Liptser, Tel Aviv University, Israel

Ruin Analysis in the Constant Elasticity of Variance Model

Shakir Formanov, Institute of mathematics and information technologies, Uzbekistan

Abdujabar Rasulov, University of World Economy and Diplomacy, Uzbekistan

Gulnora Raimova, University of World Economy and Diplomacy, Uzbekistan

Application Monte Carlo Methods for the Pricing Weather Derivatives

                           
Session 4.6: Wednesday, 10 February 2010, 13:30-15:00, Class S203
Stochastic Models and Methods in Operations Management and DEA

Chair:

Dimitris  Despotis, University of Piraeus, Greece

 

illa Sinuany-Stern, Ben-Gurion University of the Negev, Israel
Lea Friedman, Ben-Gurion University of the Negev, Israel
Yossi Hadad, SCE- Shamoon College of Engineering, Israel
Dov Chernichovsky, Ben-Gurion University of the Negev, Israel
Amit Shelef, Ben-Gurion University of the Negev, Israel
Ilana Grau, Ben-Gurion University of the Negev, Israel
Returns to Scale in Hospitals' Efficiency
Dimitris Despotis, University of Piraeus, Greece
Yiannis G. Smirlis, University of Piraeus, Greece
Handling Extreme Observations in Data Envelopment Analysis
Zohar Laslo, SCE - Shamoon College of Engineering, Israel
Gregory Gurevich, SCE - Shamoon College of Engineering, Israel
Baruch Keren, SCE - Shamoon College of Engineering, Israel
Operating Global Production under Uncertainty
Yuval Cohen, The Open University of Israel, Israel
Baruch Keren, SCE - Shamoon College of Engineering, Israel
New Modeling Framework for Project Risk Analysis with Uncertain Durations
and Stochastic Risks
                                        

Session 5.1: 10 February 2010, 15:30-17:00, Class M152

Repair and Maintenance Models

Chair:

Waltraud Kahle, Otto-von-Guericke-University, Germany

 

Michael Ben Chaim, Ariel University Center of Samaria, Israel

Moshe Brand, Ariel University Center of Samaria, Israel

Tamir Ilan, Ariel University Center of Samaria, Israel

Method of Preventive Repair Modes of Vehicles Elements

Waltraud Kahle, Otto-von-Guericke-University, Germany

Optimal General Repair of Systems with Discrete Lifetimes

Rui Peng, National University of Singapore, Singapore

Min Xie, National University of Singapore, Singapore

Szu Hui Ng, National University of Singapore, Singapore

Gregory Levitin, The Israel Electric Corporation Ltd., Israel

Optimal Replacement and Protection Strategy for Parallel Systems

Mangey Ram, G. B. Pant University of Agriculture and Technology, India

S. B. Singh, G. B. Pant University of Agriculture and Technology, India

Availability, MTTF and Cost Analysis of Complex System under Preemptive-

repeat Repair Discipline using Gumbel-Hougaard Family Copula

                                  

Session 5.2: Wednesday, 10 February 2010, 15:30-17:00, Class M154

Tests Related to Reliability Theory 2

Chair:

Chien-Yu Peng, Institute of Statistical Science, Academia Sinica, Taiwan

 

Israel Gershman , Bar - Ilan University,  Israel

Avshalom Hava , Bar - Ilan University,  Israel

Joseph  Bernstein, Bar - Ilan University,  Israel

Resistance Increase as Criteria of Solder Joint Life Expectancy

Yefim  Kovarsky, Galtronics Ltd. Engineering Department, Israel

Using Special Test Methods to Reduce the Development Stage of Mobile

Antennas

Amos  Gera, ELTA Systems Ltd., Israel

An Efficient Start-Up Demonstration Test

Chien-Yu Peng, Institute of Statistical Science, Academia Sinica, Taiwan

Sheng-Tsaing Tseng, Institute of Statistics, National Tsing-Hua University, Taiwan

Progressive-Stress Accelerated Degradation Test for Highly-Reliable Products

                                          

Session 5.3: Wednesday, 10 February 2010, 15:30-17:00, Class S200

Non/Semiparametric Likelihood Methods, Bio-statistical Applications

Chair:

Gregory Gurevich,  SCE – Shamoon College of Engineering, Israel

 

Malka Gorfine, Technion - Israel Institute of Technology, Israel

Case-Control Survival Analysis with a General Semiparametric Shared Frailty

Model - a Pseudo Full Likelihood Approach

Micha Mandel, The Hebrew University of Jerusalem,  Israel

Nonparametric Estimation under Biased Sampling with Application to Hospital

Data

Albert Vexler,  The New York State University at Buffalo, USA

Gregory Gurevich, SCE - Shamoon College of Engineering, Israel

Entropy Based Empirical Likelihood Ratios for Goodness-of-Fit Testing

Gregory Gurevich, SCE - Shamoon College of Engineering, Israel

Albert Vexler,  The New York State University at Buffalo, USA

Entropy Based Two-Sample Empirical Likelihood Ratio Tests

                      
  Session 5.4: Wednesday, 10 February 2010, 15:30-17:00, Class S201
  Accidents Risk Models        
  Chair:
  Zbigniew Smalko, Air Force Institute of Technology, Poland
 
  Boriss Misnevs, Transport  and Telecommunication Institute, Latvia
  Alla Melikyan, Transport  and Telecommunication Institute, Latvia
  Stochastic Model Assessing the Impact of Weather Conditions on Accidents
  Risk at Railway
  Michael Ben Chaim, Ariel University Center of Samaria, Israel
  Moshe Brand, Ariel University Center of Samaria, Israel
  Boris Arav, Ariel University Center of Samaria, Israel
  Shlomo Yanetz, Bar-Ilan University, Israel
  Stochastic Estimate of the Collision Avoidance Probability
  Zbigniew Smalko, Air Force Institute of Technology, Poland
  Maciej Woropay, University of Technology and Life Sciences, Poland
  Stanisław Radkowsky, Warsaw University of Technology, Poland
  Transport Systems Risk Assessment Uncertainty
 
                          

Session 5.5: Wednesday, 10 February 2010, 15:30-17:00, Class S202

Actuarial Sciences  and Risk Management

Chair:

Zinoviy Landsman, University of Haifa, Israel

 

Zinoviy Landsman, The University of Haifa, Israel

On the Tail Mean-Variance Optimal Portfolio Selection

Yaser Awad, The University of Haifa, Israel

Shaul Bar-Lev, The University of Haifa, Israel

Udi Makov, The University of Haifa, Israel

Extensions of the Lee-Carter Model for Mortality Projections

Esther Frostig, University of Haifa, Israel

Asymptotic Analysis of the Time to Ruin for a Risk Model with Dividend

Barrier

Rami Yosef, Ben - Gurion University of the Negev, Israel

Floor Options on Structured Products and Life Insurance Contracts

                                                     
  Session 5.6: Wednesday, 10 February 2010, 15:30-17:00, Class S203
  Measuring Insurance Risks
  Chair:
  Ričardas Zitikis, University of Western Ontario, Canada
 
  Assaf Mizan, Ministry of Finance, Israel
  Solvency 2 Accord: Theory and Applications in Israel
  Edward Furman, York University, Canada
  Ričardas Zitikis, University of Western Ontario, Canada
  Weighted Pricing Functionals: A New Method and Its Manifold Implications
  (Part 1)
  Edward Furman, York University, Canada
  Ričardas Zitikis, University of Western Ontario, Canada
  Weighted Pricing Functionals: A New Method and Its Manifold Implications
  (Part 2)
  Emil Sheinfeld, The University of Haifa, Israel
  Udi Makov, The University of Haifa, Israel
  Extended Loss Reserving: The Parallelogram Approach
                         
Session 6.1: Wednesday, 10 February 2010, 17:30-19:00, Class M152
Fuzzy Probabilistic Models in System Analysis
Chair:
Jacov Mostovicz, Jerusalem College of Technology, Israel
 
Alexander Rotshtein, Jerusalem College of Technology, Israel
Jacov Mostovicz, Jerusalem College of Technology, Israel
Fuzzy-Logic Based System Reliability Analysis
Michael Ben Chaim, Ariel University Center of Samaria, Israel
Valery Cherniaev, Ariel University Center of Samaria, Israel
Moshe Brand, Ariel University Center of Samaria, Israel
Fuzzy- Stochastic control systems of vehicles dynamics
K. Senthamarai Kannan, Manonmaniam Sundaranar University, India
S. Suresh, Manonmaniam Sundaranar University, India
V. Balamurugan, Manonmaniam Sundaranar University, India
Markov Model Prediction on Bivariate Fuzzy Time Series 
P. Sailapathi Sekar, Manonmaniam Sundaranar University, India
K. Senthamarai Kannan, Manonmaniam Sundaranar University, India
M. Mohamed Sathik, Sadakathullah Appa College, India
Fuzzy Logic in Impulse Noise Detection and Reduction
Milan Holicky, Klokner Institute, Czech Technical University in Prague, Czech Republic
Fuzzy Probabilistic Models for Structural Serviceability
                                               
  Session 6.2: Wednesday, 10 February 2010, 17:30-19:00, Class M154
  Reliability of Mechanical and Biomechanical Systems
  Chair:
  Zdenek Vintr, University of Defense, Czech Republic
 
  Remus  Campean, University of Medicine and Pharmacy “Iuliu Hatieganu”,  
  Romania
  Mihaela Hedesiu, University of Medicine and Pharmacy “Iuliu Hatieganu”,
  Romania
  Statistical Model for Testing the Reliability of some CBCT Dental Scanners
  Zdenek Vintr, University of Defense, Czech Republic
  Michal Vintr, Brno University of Technology, Czech Republic
  Rolling Bearing Reliability Model for Railway Application
  A. Maer, Kurgan State University, Russia
  Automated Program Complex for Modeling of the Reliability of Complex
  Systems
                                                       
Session 6.3: Wednesday, 10 February 2010, 17:30-19:00, Class S200
Stochastic Processes and Related Problems
Chair:
Michael Lin, Ben - Gurion University of the Negev, Israel
 
Michael Lin, Ben - Gurion University of the Negev, Israel
The Central Limit Theorem for Additive Functionals of Stationary Markov Chains
Hans  Frenk, Sabanci University, Turkey
Robin  Nicolai, HKV CONSULTANTS, Netherlands
Approximating the Randomized Hitting Time Distribution of a Non-stationary
Gamma Process
Joel Ratsaby, Ariel University Center of Samaria, Israel
On the Relation between a System's Complexity and its Interaction with Random Environments
Yair Shaki, Technion - Israel Institute of Technology, Israel

Rami Atar, Technion - Israel Institute of Technology, Israel

Adam Shwartz, Technion - Israel Institute of Technology, Israel

Fair Allocation Between Large Server Pools

                                               
Session 6.4: Wednesday, 10 February 2010, 17:30-19:00, Class S201
Data Mining and Information Systems
Chair:
Sofiya Ostrovska, Atilim University, Turkey
 
Sofiya Ostrovska, Atilim University, Turkey
Uncorrelatedness Sets of Two Random Variables
Dima Alberg, SCE - Shamoon College of Engineering, Israel
Mark Last, Ben - Gurion University of the Negev, Israel
Roni Neuman, Nuclear Research Center Negev, Israel
Avi Sharon, Nuclear Research Center Negev, Israel
Prediction Trees Induction from Continuous Temporal Data
Efron Razi, SCE - Shamoon College of Engineering, Israel
Michael Hanani, SCE - Shamoon College of Engineering, Israel
Sarit Mashiah, SCE - Shamoon College of Engineering, Israel
Ido Ran, SCE - Shamoon College of Engineering, Israel
Knowledge Creation: Facing the Gap between the State of Information Systems and the Real Needs of Management and of Managers
K. Senthamarai Kannan, Manonmaniam Sundaranar University, India
V. Balamurugan, Manonmaniam Sundaranar University, India
S. Suresh, Manonmaniam Sundaranar University, India
Composite Distance Measure for Time Series  Similarity Analysis
                                        
Session 6.5: Wednesday, 10 February 2010, 17:30-19:00, Class S202
Information Systems and Transportation (Intelligent Transport Systems)
Chair:
Gabriel Nowacki, Motor Transport Institute, Poland
 
Jadwiga Bąk, Motor Transport Institute, Poland
Dorota Bąk-Gajda, Motor Transport Institute, Poland
Transport Psychology in Poland
Gabriel Nowacki, Motor Transport Institute, Poland
Izabella Mitraszewska, Motor Transport Institute, Poland
Tomasz Kamiński, Motor Transport Institute, Poland
Andrzej Wojciechowski, Motor Transport Institute, Poland
The National Automatic Toll Collection System – Proposal for Poland
Jerzy Mikulski, Silesian University of Technology, Poland
Legislation Changes on Introduction of Toll Collection System in Poland
Tomasz Kamiński, Motor Transport Institute, Poland
Gabriel Nowacki, Motor Transport Institute, Poland
Izabella Mitraszewska, Motor Transport Institute, Poland
Andrzej Wojciechowski, Motor Transport Institute, Poland
The Pan-European Automatic Notification System for Road Accidents “eCall”
                                        
Session 6.6: Wednesday, 10 February 2010, 17:30-19:00, Class S203
Management of Risk and Efficiency
Chair:
Marina Kopeetsky, SCE - Shamoon College of Engineering, Israel
 
P. Sailapathi Sekar, Manonmaniam Sundaranar University, India
K. Senthamarai Kannan,  Manonmaniam Sundaranar University, India
P. Arumugam, Manonmaniam Sundaranar University, India
The Stock Market Prediction Using Combinational BSRCTB Algorithm
Shlomi Dolev, Ben Gurion University of the Negev, Israel

Marina Kopeetsky, SCE - Shamoon College of Engineering, Israel

Niv Gilboa, Ben Gurion University of the Negev, Israel

Computing Trust Anonymously in the Presence of Curious Users

Yu Dmitriev, Tomsk State University, Russia

Felix  Tarasenko, Tomsk State University, Russia

On Certain Natural Regularities

V.  Simakhin, Kurgan State University, Russia

Nonparametric Robust Prediction Algorithms

                                    
  Session 7.1: Thursday, 11 February 2010, 10:20-12:20, Class M152
  Reliability Systems and Order Statistics
  Chair:
  Tomasz Rychlik, Institute of Mathematics, Polish Academy of Sciences, Poland
 
  Tomasz Rychlik, Institute of Mathematics, Polish Academy of Sciences, Poland
  Bounds on Variances of Coherent System Lifetimes
  Michel Broniatowski, Université Pierre et Marie Curie - Paris 6, France
  Bivariate Cox Models and Copulas
  Piotr Jaworski, Institute of Mathematics, University of Warsaw, Poland
  On Copulas and Order Statistics
                                                         
Session 7.2: Thursday, 11 February 2010, 10:20-12:20, Class M154
Bayesian Reliability
Chair:
Javier Cano, Rey Juan Carlos University, Spain
 
Javier Cano, Rey Juan Carlos University, Spain
David Ríos Insua, Rey Juan Carlos University, Spain
Javier Moguerza, Rey Juan Carlos University, Spain
On the Assessment of Reliability, Availability and Maintainability of Complex
HW/SW systems using a Bayesian Analyzer
Qingpei Hu, Academy of Mathematics and Systems Science, China
Rui Peng, National University of Singapore, Singapore
Szu Hui Ng, National University of Singapore, Singapore
Min Xie, National University of Singapore, Singapore
Simulation-based Software Defects Dynamics Analysis with Queuing Models
Louis Aslett, Trinity College Dublin, Ireland
Simon  Wilson, Trinity College Dublin, Ireland
Modeling and Inference for Networks with Repairable Redundant Subsystems
                                                

Session 7.3: Thursday, 11 February 2010, 10:20-12:20, Class S200

Mathematical Problems of Degradation and Ageing Systems and Human Reliability Analysis

Chair:

Gueorgui Petkov, Technical University of Sofia, Bulgaria

 

Alexander Antonov, Obninsk State Technical University of Nuclear Power Engineering, Russia

Valeriy Chepurko, Obninsk State Technical University of Nuclear Power Engineering, Russia

Age - Dependent Statistical Models to the Objects Reliability Parameters

Estimation

Gueorgui  Petkov, Technical University of Sofia, Bulgaria

Statistical Not Versus Functional Human Reliability Analysis

Gueorgui Petkov, Technical University of Sofia, Bulgaria

Vladimir  Iliev, International Institute for Social Communication and Behavior, Bulgaria

Reflexive Analysis of Operator’s Erroneous Actions

Milan Holicky, Klokner Institute, Czech Technical University in Prague,
Czech Republic
Life Quality Index in Probabilistic Risk Optimization
                                          

  Session 7.4: Thursday, 11 February 2010, 10:20-12:20, Class S201

  Numerical Methods 1

  Chair:

  Gavriel Yarmish, Brooklyn College, USA

 

  Elina  Moldavskaya, Bar - Ilan University, Israel

  LSE in the Regression with LRD and Constraints: Approximate Representation

  and Applications

  Anna Kitayeva, Tomsk Politecnic University, Russia

  Gennady Koshkin, Tomsk State University, Russia

  Josef  Piven, Tomsk State University, Russia

  Semi-Recursive Kernel Estimation of Production Functions and their

  Characteristics

  Alexander  Slonim, SCE - Shamoon College of Engineering, Israel

  Michael Slonim, Ben - Gurion University, Israel

  Analytical Method of Identification of Linear Non-oscillation Second Order

  Systems

  Gavriel Yarmish, Brooklyn College, USA

  Stochastic Linear Programs with Parallel Processors

                                      

  Session 7.5: Thursday, 11 February 2010, 10:20-12:20, Class S202

  Numerical Methods 2

  Chair:

  Tadeusz Niezgoda, Military University of Technology, Poland

 

  Romeo Negrea, “Politehnica” University of Timisoara, Romania

  Andrei Eckstein, “Politehnica” University of Timisoara, Romania

  Florin Alexa, “Politehnica” University of Timisoara, Romania

  A Numerical Method for a Class of Backward Stochastic Differential Equations

  and Applications to Stochastic Resonance

  Tadeusz Niezgoda, Military University of Technology, Poland

  Danuta Miedzinska, Military University of Technology, Poland

  Jerzy Malachowski, Military University of Technology, Poland

  Modeling of Random Porosity Foam Microstructures in Aspect of Security and

  Safety Applications

  Tadeusz Niezgoda, Military University of Technology, Poland
  Andrzej Kiczko, Military University of Technology, Poland
  Wieslaw Barnat, Military University of Technology, Poland
  Pawel Dziewulski, Military University of Technology, Poland
  Jacek Nowak, Military University of Technology, Poland
  The Reliability Increase of Road Infrastructure Based on New Road Safety 
  Improvements

  M. Mohamed Sathik, Sadakathullah Appa College, India
  Y. Jacob Vetha Raj, Nesamony Memorial College, India
  P. Sailapathi Sekar, Manonmaniam Sundaranar University,  India
  Adaptive Prediction Based Lossless Compression of Color Mosaic
  Image for Progressive Video Transmission
                                              

  Session 7.6: Thursday, 11 February 2010, 10:20-12:20, Class S203

  Numerical Methods 3

  Chair:

  Boris Y. Levit, Queen's University, Canada

 

  Eugene Ostrovsky, Soniclynx company Ltd., Israel

  Eugene Rogover, Bar - Ilan University, Israel

  Leonid Sirota, Bar - Ilan University, Israel

  Adaptive Multidimentional Optimal Signal Energy Measurement against the

  Background Noise

  Daniel Khankin, SCE -  Shamoon College of Engineering, Israel
  Alan Solomon, SCE -  Shamoon College of Engineering, Israel
  Yosef Shpungin, SCE -  Shamoon College of Engineering, Israel

  Yoram Shotland, SCE -  Shamoon College of Engineering, Israel

  Shlomo Mark, SCE -  Shamoon College of Engineering, Israel
  Steps needed to develop Scientific Programming demonstrated
  on a Monte Carlo Package for Optimizing Fiber-Optic Evanescent
  Wave Spectroscopy

  Boris Y. Levit, Queen's University, Canada

  Minimax Estimation: a Non-asymptotic Outlook

  Eugene Ostrovsky, Soniclynx company Ltd., Israel

  Eugene Rogover, Bar - Ilan University, Israel

  Leonid Sirota, Bar - Ilan University, Israel

  Optimal Adaptive Signal Detection and Measurement