Comparison Methods for Stochastic Models and Risks

Informationen zum Autor 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. Klappentext 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. Zusammenfassung This work covers stochastic order relations, which provide insight into the behaviour of complex stochastic (random) systems and enables the user to collect comparative data. Application areas include queuing systems, actuarial and financial risk, decision making, and stochastic simulation. Inhaltsverzeichnis Preface. Univariate Stochastic Orders Theory of Integral Stochastic Orders Multivariate Stochastic Orders Stochastic Models, Comparison and Monotonicity Monotonicity and Comparability of Stochastic Processes Monotonicity Properties and Bounds for Queueing Systems Applications to Various Stochastic Models Comparing Risks. List of Symbols. References. Index....

Product details

• Authors: Alfred Mü Ller, Alfred Mü Ller, Alfred Mueller, Muller, A Muller, Alfred Muller, Alfred (University of Karlsruhe Muller, Alfred Stoyan Muller, Alfre Müller, Alfred Müller, MULLER ALFRED STOYAN DIETRICH, Dietrich Stoyan, Dietrich (Freiberg University of Mining and Technology Stoyan, Stoyan Dietrich
• Publisher: Wiley, John and Sons Ltd
• Languages: English
• Product format: Hardback
• Released: 06.02.2002
• EAN: 9780471494461
• ISBN: 978-0-471-49446-1
• No. of pages: 352
• Series: Wiley Series in Probability and Statistics; Wiley Series in Probability an; Wiley Series in Probability and Statistics
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; Statistik, Volkswirtschaftslehre, Economics, Statistics, Ökonometrie, Econometrics, Statistik in den Ingenieurwissenschaften, Engineering Statistics, Angewandte Wahrscheinlichkeitsrechnung u. Statistik, Applied Probability & Statistics, Stochastisches Modell