Probability and Statistical Models: Foundations for Problems in Reliability and Financial Mathematics

✍ Scribed by Arjun Gupta

Publisher: Birkhäuser Boston
Year: 2010
Tongue: English
Leaves: 270
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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.

✦ Table of Contents

Probability and Statistical Models
Preface
Contents
1 Preliminaries
2 Exponential Distribution
3 Poisson Process
4 Parametric Families of Lifetime Distributions
5 Lifetime Distribution Classes
6 Multivariate Lifetime Distributions
7 Association and Dependence
8 Renewal Theory
9 Risk Theory
10 Asset Pricing Theory
11 Credit Risk Modeling
Bibliographical Notes and Further Reading
References
Answers and Solutions to Selected Problems
Index

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