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101.
    
This paper builds a dynamic programming model to optimize the collections process in consumer credit. It determines which collections actions should be undertaken and how long they should be performed, including theoretical results about the form of the optimal policy under certain conditions. Finally, a case study is described based on data from the collections department of a European bank.  相似文献   
102.
    
We are concerned with three different types of multivariate chi-square distributions. Their members play important roles as limiting distributions of vectors of test statistics in several applications of multiple hypotheses testing. We explain these applications and consider the computation of multiplicity-adjusted p-values under the respective global hypothesis. By means of numerical examples, we demonstrate how much gain in level exhaustion or, equivalently, power can be achieved with corresponding multivariate multiple tests compared with approaches which are only based on univariate marginal distributions and do not take the dependence structure among the test statistics into account. As a further contribution of independent value, we provide an overview of essentially all analytic formulas for computing multivariate chi-square probabilities of the considered types which are available up to present. These formulas were scattered in the previous literature and are presented here in a unified manner.  相似文献   
103.
    
Cox regression is widely used to analyze discrete survival time data. Differential endpoint follow-up across sub-cohorts where distribution of a covariate varies may cause typical estimators to be biased or inefficient. We demonstrate that with Cardiovascular Health Study data for incident type 2 diabetes. Two cohorts with extremely different race distribution have differential follow-up for fasting glucose levels. We study various scenarios of Cox regression. We suggest an alternative approach, Poisson generalized estimating equations with an offset to accommodate the differential follow-up. We use simulations to contrast the methods.  相似文献   
104.
    
One of the main aims of early phase clinical trials is to identify a safe dose with an indication of therapeutic benefit to administer to subjects in further studies. Ideally therefore, dose‐limiting events (DLEs) and responses indicative of efficacy should be considered in the dose‐escalation procedure. Several methods have been suggested for incorporating both DLEs and efficacy responses in early phase dose‐escalation trials. In this paper, we describe and evaluate a Bayesian adaptive approach based on one binary response (occurrence of a DLE) and one continuous response (a measure of potential efficacy) per subject. A logistic regression and a linear log‐log relationship are used respectively to model the binary DLEs and the continuous efficacy responses. A gain function concerning both the DLEs and efficacy responses is used to determine the dose to administer to the next cohort of subjects. Stopping rules are proposed to enable efficient decision making. Simulation results shows that our approach performs better than taking account of DLE responses alone. To assess the robustness of the approach, scenarios where the efficacy responses of subjects are generated from an E max model, but modelled by the linear log–log model are also considered. This evaluation shows that the simpler log–log model leads to robust recommendations even under this model showing that it is a useful approximation to the difficulty in estimating E max model. Additionally, we find comparable performance to alternative approaches using efficacy and safety for dose‐finding. Copyright © 2015 John Wiley & Sons, Ltd.  相似文献   
105.
106.
    
Stochastic effects and data uncertainties are present in any engineering calculation. Their impact may be particularly important if they concern the design of process equipment. A calculation model for the dynamic behavior of a heat exchanger and procedures to deal with the related uncertainties are presented. Their propagation through the calculation by means of a Monte Carlo approach is shown. The temperature at the heat exchanger outlet and the step response of a sudden variation in the heat exchanger inlet temperature are simulated and evaluated by way of example. It is demonstrated that the inclusion of stochastic effects and uncertainties provides a more reliable basis for design decisions and hence reduces the probability of errors.  相似文献   
107.
    
Recent studies demonstrating a concentration dependence of elimination of 2,3,7,8-tetrachlorodibenzo-p-dioxin (TCDD) suggest that previous estimates of exposure for occupationally exposed cohorts may have underestimated actual exposure, resulting in a potential overestimate of the carcinogenic potency of TCDD in humans based on the mortality data for these cohorts. Using a database on U.S. chemical manufacturing workers potentially exposed to TCDD compiled by the National Institute for Occupational Safety and Health (NIOSH), we evaluated the impact of using a concentration- and age-dependent elimination model (CADM) (Aylward et al., 2005) on estimates of serum lipid area under the curve (AUC) for the NIOSH cohort. These data were used previously by Steenland et al. (2001) in combination with a first-order elimination model with an 8.7-year half-life to estimate cumulative serum lipid concentration (equivalent to AUC) for these workers for use in cancer dose-response assessment. Serum lipid TCDD measurements taken in 1988 for a subset of the cohort were combined with the NIOSH job exposure matrix and work histories to estimate dose rates per unit of exposure score. We evaluated the effect of choices in regression model (regression on untransformed vs. ln-transformed data and inclusion of a nonzero regression intercept) as well as the impact of choices of elimination models and parameters on estimated AUCs for the cohort. Central estimates for dose rate parameters derived from the serum-sampled subcohort were applied with the elimination models to time-specific exposure scores for the entire cohort to generate AUC estimates for all cohort members. Use of the CADM resulted in improved model fits to the serum sampling data compared to the first-order models. Dose rates varied by a factor of 50 among different combinations of elimination model, parameter sets, and regression models. Use of a CADM results in increases of up to five-fold in AUC estimates for the more highly exposed members of the cohort compared to estimates obtained using the first-order model with 8.7-year half-life. This degree of variation in the AUC estimates for this cohort would affect substantially the cancer potency estimates derived from the mortality data from this cohort. Such variability and uncertainty in the reconstructed serum lipid AUC estimates for this cohort, depending on elimination model, parameter set, and regression model, have not been described previously and are critical components in evaluating the dose-response data from the occupationally exposed populations.  相似文献   
108.
  总被引:1,自引:0,他引:1  
We address the problem of distributing safety-enhancing devices across a region, where each identical device provides for only local protection of the population. The devices protect nonidentical sectors of the population. The sectors of population are exposed to nonidentical intensities of hazard. A method for the screening and prioritizing of needs for the protective devices is described. An approach of risk-benefit-cost analysis under uncertainty is recommended as follows. Measures of hazard intensity and population exposure are identified. Exogenous parameters that influence assessments of risks, benefits, and costs are identified. Uncertainties of the exogenous parameters are propagated by interval analysis. Several tiers of the plausibility of need for protection are identified. The tiers are useful in setting priorities for the distribution of the safety devices. The method is demonstrated in an engineering application to roadway lighting, but has implications for disaster preparedness, anti-terrorism, transportation safety, and other arenas of public safety.  相似文献   
109.
    
New ventures compete by creating innovative products. Liabilities of newness and inexperience, limited resources, rapid technological obsolescence and constantly changing market conditions often encourage new ventures to license other companies' technologies to complement and augment their internally developed innovations. Building on the knowledge‐based view of the firm, we propose that the intensity of new ventures' use of inward licensing reflects the demands of their industries and competitive strategies. The results of an empirical study of 361 US new ventures show that industry characteristics and competitive strategy influence their inward licensing as a means of lowering costs and maintaining strategic flexibility while building their capabilities.  相似文献   
110.
This paper analyzes the problem of choosing the optimal order quantity and its associated number of standard containers making up the order for single-period inventory models under standard container size discounts. A range is determined that contains the optimal order quantity. Two algorithms are presented. The first algorithm solves the general case in which there is no restriction on the types of containers included in an order. The second algorithm solves a more restricted policy that requires the buyer to accept the order with successively smaller container sizes.  相似文献   
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