TY  - JOUR
A1  - Baringhaus, Ludwig
A1  - Gaigall, Daniel
T1  - A goodness-of-fit test for the compound Poisson exponential model
JF  - Journal of Multivariate Analysis
N2  - On the basis of bivariate data, assumed to be observations of independent copies of a random vector (S,N), we consider testing the hypothesis that the distribution of (S,N) belongs to the parametric class of distributions that arise with the compound Poisson exponential model. Typically, this model is used in stochastic hydrology, with N as the number of raindays, and S as total rainfall amount during a certain time period, or in actuarial science, with N as the number of losses, and S as total loss expenditure during a certain time period. The compound Poisson exponential model is characterized in the way that a specific transform associated with the distribution of (S,N) satisfies a certain differential equation. Mimicking the function part of this equation by substituting the empirical counterparts of the transform we obtain an expression the weighted integral of the square of which is used as test statistic. We deal with two variants of the latter, one of which being invariant under scale transformations of the S-part by fixed positive constants. Critical values are obtained by using a parametric bootstrap procedure. The asymptotic behavior of the tests is discussed. A simulation study demonstrates the performance of the tests in the finite sample case. The procedure is applied to rainfall data and to an actuarial dataset. A multivariate extension is also discussed.
KW  - Bootstrapping
KW  - Collective risk model
Y1  - 2022
U6  - http://dx.doi.org/10.1016/j.jmva.2022.105154
SN  - 0047-259X
SN  - 1095-7243
VL  - 195
IS  - Article 105154
PB  - Elsevier
CY  - Amsterdam
ER  - 
TY  - JOUR
A1  - Topçu, Murat
A1  - Madabhushi, Gopal S.P.
A1  - Staat, Manfred
T1  - A generalized shear-lag theory for elastic stress transfer between matrix and fibres having a variable radius
JF  - International Journal of Solids and Structures
N2  - A generalized shear-lag theory for fibres with variable radius is developed to analyse elastic fibre/matrix stress transfer. The theory accounts for the reinforcement of biological composites, such as soft tissue and bone tissue, as well as for the reinforcement of technical composite materials, such as fibre-reinforced polymers (FRP). The original shear-lag theory proposed by Cox in 1952 is generalized for fibres with variable radius and with symmetric and asymmetric ends. Analytical solutions are derived for the distribution of axial and interfacial shear stress in cylindrical and elliptical fibres, as well as conical and paraboloidal fibres with asymmetric ends. Additionally, the distribution of axial and interfacial shear stress for conical and paraboloidal fibres with symmetric ends are numerically predicted. The results are compared with solutions from axisymmetric finite element models. A parameter study is performed, to investigate the suitability of alternative fibre geometries for use in FRP.
KW  - Natural fibres
KW  - Polymer-matrix composites
KW  - Biocomposites
KW  - Stress concentrations
KW  - Finite element analysis
Y1  - 2022
U6  - http://dx.doi.org/10.1016/j.ijsolstr.2022.111464
SN  - 0020-7683
VL  - 239–240
IS  - Art. No. 111464
PB  - Elsevier
CY  - New York, NY
ER  -