Interests:
Probabilistic
Risk Assessment
Reliability
Analysis
Monte
Carlo Analysis
Distribution Theory
Financial
Engineering
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Distribution
Theory:
- Johan René
van Dorp, Salvador Cruz Rambaud, José García Pérez,
and Rafael Herrerías Pleguezuelo (2007). "An
Elicitation Procedure for the Generalized Trapezoidal Distribution with
a Uniform Central Stage", Decision Analysis Journal,
To Appear in September Issue. New!
- A. Singh, J. Rene
van Dorp and T.A.Mazzuchi (2007). "A
Novel Assymetric Distribution with Power Tails", Communications
in Statistics, Theory and Methods, Vol. 36 (2), pp. 235-252. New!
- J.R. van Dorp and
S. Kotz (2006). "Modeling
Income Distributions Using Elevated Distributions", in Distribution
Models Theory, Editors: Rafael Herrerias Pleguezuelo, Jose Callejon
Cespedes, Jose Manuel Herrerias Velasco. World Scientific Press, Singapore.
pp. 1-25.
- J.R.
van Dorp, A. Singh and T.A. Mazzuchi (2006). "The
Doubly-Pareto Uniform Distribution with Applications in Uncertainty
Analysis and Econometrics", Mediterranean Journal of Mathematics,
Vol. 3 (2), pp. 205-225.
- S. Kotz and J.
R. van Dorp (2006). “A
Novel Method for Fitting Unimodal Continuous Distributions on a Bounded
Domain”. IIE Transactions, Vol. 38, pp. 421-436.
TSP_Eliciter.exe
- S. Kotz and J.R.
van Dorp (2005). "A
link between Two-Sided Power and Asymmetric Laplace Distributions: with
Applications to Mean and Variance Approximations". Statistics
and Probability Letters, Vol. 71, pp. 382-394.
- Samuel Kotz and
J. R. van Dorp (2004). "Beyond
Beta, Other Continuous Families of Distributions with Bounded Support
and Applications", World Scientific Press, Singapore.
- S. Kotz and J.R.
van Dorp (2004). " Uneven
Two-Sided Power Distributions: With Applications in Econometric Models".
Statistical Methods and Applications, Vol. 13: pp. 285-313.
- J.R. van Dorp (2004). "Statistical
Dependence through Common Risk Factors: With Applications in Uncertainty
Analysis". European Journal of Operations Research,
Vol. 161 (1): pp. 240-255.
- J. R. van Dorp and S. Kotz (2003). "Generalizations
of Two Sided Power Distributions and their Convolution". Communications
in Statistics: Theory and Methods, Vol. 32, No. 9, pp. 1703 –
1723.
- J.R. van Dorp and T.A. Mazzuchi (2003),
“Parameter
Specification of The Beta Distribution and Its Dirichlet Extensions
Utilizing Quantiles”. To Appear in Handbook of Beta Distribution
and Applications, A.K. Gupta and S. Nadarajah, ed., Marcel Dekker. Inc.
- J.R van Dorp and S. Kotz (2003). “Generalized
Trapezoidal Distributions”. Metrika, Vol. 58, Issue 1, pp.
85-97.
- J.R. van Dorp (2003), “A
Distribution for Modeling Dependence Caused by Common Risk Factors”,
ESREL Conference Proceedings, pp. 551 - 558, Swets and Zeitlinger Publishers,
Lisse, The Netherlands, 2003.
- S. Kotz and J.R van Dorp (2002). “A
Versatile Bivariate Distribution on a Bounded Domain: Another Look at
the Product Moment Correlation”, Journal of Applied Statistics,
Vol. 29, No.8, pp. 1165-1179.
- J.R van Dorp and S. Kotz (2002). “A
Novel Extension of the Triangular Distribution and its Parameter Estimation”,
The Statistician, 51, No. 1, 63-79.
- J.R van Dorp and S. Kotz (2002). “The
Standard Two Sided Power Distribution and its Properties: with Applications
in Financial Engineering”, The American Statistician, 56,
No. 2, 90-99.
- J.R van Dorp and T.A.Mazzuchi (2000).
“Solving for
the parameters of a Beta Distribution under two quantile constraints”,
Journal of Statistical Computation and Simulation, Vol. 67, pp. 189-201,
2000.
- J.R van Dorp and M.R. Duffey (1999). “Modeling
Statistical Dependence in Risk Analysis for Project Networks”,
International Journal of Production Economics, Vol. 58., 17-29.
- J.R. van Dorp (1991). “Dependence
Modeling for Uncertainty Analysis”, Internal report Delft University
of Technology (Thesis Registered Technological Designer two year post-graduate
program), Delft, The Netherlands.
- J.R. van Dorp (1989. ”Expert Opinion
and Maintenance Data to Determine Lifetime Distributions”, Internal
report Delft University of Technology (Masters Graduation Thesis), Delft,
The Netherlands.
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