Probability and Statistical Models

Foundations for Problems in Reliability and Financial Mathematics
2010. Auflage 2010
ISBN: 978-0-8176-4986-9
Verlag: Birkhauser Boston

Buch, Englisch, 267 Seiten, Format (B × H): 165 mm x 241 mm, Gewicht: 1260 g

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.

Zielgruppe

Upper undergraduate

Autoren/Hrsg.

Gupta, Arjun K

Zeng, Wei-Bin

Wu, Yanhong

Fachgebiete

• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Finanzsektor & Finanzdienstleistungen: Allgemeines
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Algebra Homologische Algebra
• Mathematik | Informatik Mathematik Mathematik Interdisziplinär Finanz- und Versicherungsmathematik
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Computeranwendungen in der Mathematik

Inhaltsverzeichnis

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.

Über Autor(innen)

Arjun K. Gupta is the author of a previous Birkhäuser book: Gupta/Chen, "Parametric Statistical Change Point Analysis," (978-0-8176-4169-6, 2000, 184 p.)