Interests:

Probabilistic Risk Assessment

Reliability Analysis

Monte Carlo Analysis

Distribution Theory

Financial Engineering

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Monte Carlo Analysis:

1. J. René van Dorp, Thomas A. Mazzuchi, Jorge E. Garcidueñas (2007), Comparing Accelerated Life Testing Designs Within A Single Bayesian Inferential Framework, To Appear in Encyclopedia of Quality and Reliability.
2. J. Rene van Dorp, T.A. Mazzuchi and Jorge E. Garcidueñas,"A Comparison of Accelerated Life Testing Designs Within A Single Bayesian Inferential Framework", 2006 Reliability and Maintainability Symposium Proceedings, New Port Beach, CA, 2006.
3. Merrick, J. R. W. and J. R. van Dorp (2006). “Speaking the Truth in Maritime Risk Assessment”. Risk Analysis, Vol. 26 (1), pp. 223 - 237.
4. J.R. van Dorp & T.A. Mazzuchi (2005),“A General Bayes Weibull Inference Model for Accelerated Life Testing”, Reliability Engineering and System Safety, Vol. 90, pp. 140-147.
5. J.R.W.Merrick, J. Rene van Dorp, V. Dinesh (2005). “Assessing Uncertainty in Simulation Based Maritime Risk Assessment", Risk Analysis, Vol. 25 (3), pp. 731-743.
6. 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.
7. Jason R. W. Merrick, J. Rene van Dorp, Joseph P. Blackford, Gregory L. Shaw, Thomas A. Mazzuchi and Jack Harrald (2003). “A Traffic Density Analysis of Proposed Ferry Service Expansion in San Francisco Bay Utilizing Maritime Simulation (2.5mb)”, Reliability Engineering and System Safety, Vol. 81, No. 2, pp. 119-132.
8. J.R. van Dorp, “A Distribution for Modeling Dependence Caused by Common Risk Factors”, ESREL Conference Proceedings, pp. 551 - 558, Swets and Zeitlinger Publishers, Lisse, The Netherlands, 2003.
9. J.R van Dorp and T.A.Mazzuchi (2004). “A General Bayes Exponential Inference Model for Accelerated Life Testing”, Journal of Statistical Planning and Inference, Vol. 119 (1): pp. 55-74.
10. J.R. van Dorp and J.R.W. Merrick “Modified Prince William Sound Simulation, Final Report” submitted to RCAC (Regional Citizen Advisory Council, Alaska), 2002. Speadsheets with Results (Zip File).
11. J.R.W. Merrick , J.R. van Dorp, J.R. Harrald, T.A. Mazzuchi (2001). “Modeling risk in the dynamic environment of maritime transportation", Proceedings of the 2001 Winter Simulation Conference pp. 1090 – 1099.
12. J.R. Harrald, T.A. Mazzuchi, J.R.W. Merrick, John Spahn, J.R. van Dorp and M. Grabowski (2000). “Prince William Sound Risk Assessment: System Risk Analysis by Simulation and Expert Judgment”. Conference Proceedings 22 “Risk Management in the Marine Transportation System, Transportation Research Board, National Research Council.
13. 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.
14. J.R. Harrald, T.A. Mazzuchi, J. E. Spahn, J.R. van Dorp J.R.W. Merrick, S. Shrestha, M. Grabowski. (1998). “Using System Simulation to Model the Impact of Human Error in a Maritime Risk Assessment”. Safety Science, Vol. 30, pp. 235-247.
15. J.R. Harrald, T.A. Mazzuchi, J.R.W. Merrick, J.E. Spahn and J.R. van Dorp (1998). “Using Simulation to Model the Impact of Human Error in Maritime Risk Assessment”. Proceedings 1997 Conference of the International Emergency Management Society (TIEMS), 41-54.
16. J.R. Harrald, T.A. Mazzuchi, J.R.W. Merrick, J.E. Spahn and J.R. van Dorp (1997). “System Simulation: A Risk Management Tool for Prince William Sound”, Proceedings 1997 International Oil Spill Conference, 545-550, 1997.
17. J.R. van Dorp (1997). “A General Bayesian Inference Model for Accelerated Life Testing”, Dissertation, The George Washington University, Washington, D.C.
18. 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.