Foundations for Problems in Reliability and Financial Mathematics
Gupta, Arjun K., Zeng, Wei-Bin, Wu, Yanhong
1st Edition., 2010, X, 267 p., Hardcover
ISBN: 978-0-8176-4986-9
A Birkhäuser Boston book
Due: August 29, 2010
With an emphasis on models and techniques, this textbook introduces many of the fundamental concepts of stochastic modeling that are now a vital component of almost every scientific investigation. These models form the basis of well-known parametric lifetime distributions such as exponential, Weibull, and gamma distributions, as well as change-point and mixture models. The authors also consider more general notions of non-parametric lifetime distribution classes. In particular, emphasis is placed on laying the foundation for solving problems in reliability, insurance, finance, and credit risk. Exercises and solutions to selected problems accompany each chapter in order to allow students to explore these foundations.
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Gupta, Arjun K., Zeng, Wei-Bin, Wu, Yanhong
1st Edition., 2010, X, 267 p., Hardcover
ISBN: 978-0-8176-4986-9
A Birkhäuser Boston book
Due: August 29, 2010
With an emphasis on models and techniques, this textbook introduces many of the fundamental concepts of stochastic modeling that are now a vital component of almost every scientific investigation. These models form the basis of well-known parametric lifetime distributions such as exponential, Weibull, and gamma distributions, as well as change-point and mixture models. The authors also consider more general notions of non-parametric lifetime distribution classes. In particular, emphasis is placed on laying the foundation for solving problems in reliability, insurance, finance, and credit risk. Exercises and solutions to selected problems accompany each chapter in order to allow students to explore these foundations.
DepositeFiles
Uploading