Probability and statistical models : foundations for problems in reliability and financial mathematics
著者
書誌事項
Probability and statistical models : foundations for problems in reliability and financial mathematics
Birkhäuser , Springer Science+Business Media, c2010
大学図書館所蔵 件 / 全4件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Includes bibliographical references (p. 241-243) and index
内容説明・目次
内容説明
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. In particular, emphasis is placed on laying the foundation for solving problems in reliability, insurance, finance, and credit risk.
The material has been carefully selected to cover the basic concepts and techniques on each topic, making this an ideal introductory gateway to more advanced learning. With exercises and solutions to selected problems accompanying each chapter, this textbook is for a wide audience including advanced undergraduate and beginning-level graduate students, researchers, and practitioners in mathematics, statistics, engineering, and economics.
目次
Preliminaries.- Exponential Distribution.- Poisson Process.- Parametric Families of Lifetime Distributions.- Lifetime Distribution Classes.- Multivariate Lifetime Distributions.- Association and Dependence.- Renewal Theory.- Risk Theory.- Asset Pricing Theory.- Credit Risk Modeling.
「Nielsen BookData」 より