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Probability and Statistical Models

Foundations for Problems in Reliability and Financial Mathematics

Gebonden Engels 2010 2010e druk 9780817649869
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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.

Specificaties

ISBN13:9780817649869
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:267
Druk:2010

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Inhoudsopgave

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.

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        Probability and Statistical Models