Probability and statistical models foundations for problems in reliability and financial mathematics /
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, Weibul...
| Other Authors: | Gupta, A. K. 1938-, Zeng, Wei-Bin., Wu, Yanhong., SpringerLink (Online service) |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
New York :
Birkhäuser : Springer,
©2010.
New York : [2010] |
| Physical Description: |
1 online resource (x, 267 pages) |
| Subjects: |
Table of Contents:
- 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.