Items related to Comparison Methods for Stochastic Models and Risks...

Comparison Methods for Stochastic Models and Risks (Wiley Series in Probability and Statistics) - Hardcover

Müller, Alfred; Stoyan, Dietrich

 
9780471494461: Comparison Methods for Stochastic Models and Risks (Wiley Series in Probability and Statistics)
Hardcover
ISBN 10: 0471494461 ISBN 13: 9780471494461
Publisher: Wiley, 2002

Synopsis

Stochastic order relations prprovide a valuable insight into the behaviour of complex stochastic (random) systems and enable the user to collect meaningful comparative data. Application areas include queueing systems, actuarial and financial risk, decision making and stochastic simulation.
* Applicable to a broad range of scientific disciplines, including economics, finance, insurance and operations research
* Provides coverage of the latest research and applications
An essential resource for researchers and postgraduate students appliying stochastic order relations, and scientisits from applied statistics, operations research, economics and finance.

"synopsis" may belong to another edition of this title.

About the Author

Alfred Müller is the author of Comparison Methods for Stochastic Models and Risks, published by Wiley. Dietrich Stoyan is a mathematician and statistician. He was a student of Mathematics at Technical University Dresden and of applied research at Deutsches Brennstoffinstitut Freiberg.

From the Back Cover

Stochastic orders are important approximation tools that provide valuable insight into the behaviour of complex stochastic models. Research into stochastic orders is blossoming, with many open problems being studied and a wide range of applications explored. In this book the authors explore the most important concepts of the field, from the basic univariate theory through to the most current applications.
* Comprehensive coverage of the theory and applications of stochastic orders.

* Employs a systematic approach with detailed explanation of each concept.

* Features coverage of univariate and multivariate stochastic orders.

* Covers a range of applications, from queueing theory, reliability theory, statistical physics, actuarial and financial risk, and economics.

* Written by authors with many years experience in researching stochastic orders.
Researchers and graduate students studying stochastic orders will find the comprehensive coverage of the subject ideal for their needs. The range of applications will benefit those working in applied probability and statistics, reliability, actuarial science, economics and finance.

From the Inside Flap

Stochastic orders are important approximation tools that provide valuable insight into the behaviour of complex stochastic models. Research into stochastic orders is blossoming, with many open problems being studied and a wide range of applications explored. In this book the authors explore the most important concepts of the field, from the basic univariate theory through to the most current applications.
* Comprehensive coverage of the theory and applications of stochastic orders.

* Employs a systematic approach with detailed explanation of each concept.

* Features coverage of univariate and multivariate stochastic orders.

* Covers a range of applications, from queueing theory, reliability theory, statistical physics, actuarial and financial risk, and economics.

* Written by authors with many years experience in researching stochastic orders.
Researchers and graduate students studying stochastic orders will find the comprehensive coverage of the subject ideal for their needs. The range of applications will benefit those working in applied probability and statistics, reliability, actuarial science, economics and finance.

"About this title" may belong to another edition of this title.

Publisher
Wiley
Publication date
2002
Language
English
ISBN 10 
0471494461
ISBN 13 
9780471494461
Binding
Hardcover
Edition number
1
Number of pages
352