Mark P. Kaminskiy

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This article proposes a quantitative risk assessment and management framework that supports strategic asset-level resource allocation decision making for critical infrastructure and key resource protection. The proposed framework consists of five phases: scenario identification, consequence and criticality assessment, security vulnerability assessment,(More)
Practical use of Bayesian estimation procedures is often associated with difficulties related to elicitation of prior information, and its formalization into the respective prior distribution. The two-parameter Weibull distribution is a particularly difficult case, because it requires a two-dimensional joint prior distribution of the Weibull parameters. The(More)
This article develops a quantitative all-hazards framework for critical asset and portfolio risk analysis (CAPRA) that considers both natural and human-caused hazards. Following a discussion on the nature of security threats, the need for actionable risk assessments, and the distinction between asset and portfolio-level analysis, a general formula for(More)
The article discusses some aspects of analogy between certain classes of distributions used as models for time to failure of nonrepairable objects, and the counting processes used as models for failure process for repairable objects. The notion of quantiles for the counting processes with strictly increasing cumulative intensity function is introduced. The(More)
This paper introduces a simple index that helps to assess the degree of aging or rejuvenation of repairable systems. The index ranges from -1 to 1. It is negative for the point processes with decreasing ROCOF and is positive for the point processes with increasing ROCOF. Index Terms aging, rejuvenation, homogeneity, non-homogeneity. ACRONYMS CDF cumulative(More)
A system that includes a number of terrorist cells is considered. The cells can consist of one or more terrorists. The current number of terrorist cells is further denoted by N(t), where t is a current time counted from any appropriate origin. The objective is to find the evolution of the system in terms of N(t) and some interpretable parameters, such as(More)
The article considers point processes most commonly used in reliability and risk analysis. Short-term and long-term behavior for the point processes used as models for repairable systems(1) are introduced. As opposed to the long term, the term short term implies that a process is observed during an interval limited by a time close to the mean (or the(More)
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