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Sunday, May 10, 2020 | History

5 edition of Comparison methods for stochastic models and risks found in the catalog.

Comparison methods for stochastic models and risks

by MuМ€ller, Alfred

  • 272 Want to read
  • 13 Currently reading

Published by Wiley in Chichester, New York .
Written in English

    Subjects:
  • Stochastic systems.

  • Edition Notes

    Includes bibliographical references (p. [303]-323) and index.

    StatementAlfred Müller, Dietrhich Stoyan.
    SeriesWiley series in probability and statistics
    ContributionsStoyan, Dietrich.
    Classifications
    LC ClassificationsQA402 .M835 2002
    The Physical Object
    Paginationxii, 330 p. :
    Number of Pages330
    ID Numbers
    Open LibraryOL3586082M
    ISBN 100471494461
    LC Control Number2002284930
    OCLC/WorldCa48754108

    Deterministic vs. stochastic models • In deterministic models, the output of the model is fully determined by the parameter values and the initial conditions. • Stochastic models possess some inherent randomness. The same set of parameter values and initial conditions will lead to an ensemble of different. Stochastic dominance. Stochastic dominance is a stochastic ordering used in decision theory. Several "orders" of stochastic dominance are defined. Zeroth order stochastic dominance consists of simple inequality: ⪯ if ≤ for all states of nature.

    Downloadable! We consider the well-known stochastic reserve estimation methods on the basis of generalized linear models, such as the (over-dispersed) Poisson model, the gamma model and the log-normal model. For the likely variability of the claims reserve, bootstrap method is considered. In the bootstrapping framework, we discuss the choice of residuals, namely the Pearson residuals, the Cited by: 1. Publisher Summary. This chapter discusses the wide applicability of stochastic models to important classes of social phenomena. Three main aspects underline the fruitfulness of the stochastic approach in the social sciences: (1) the models explicitly treat dynamic processes in contrast to static models, (2) most laws or regularities in social sciences are not deterministic but probabilistic.

    Comparison Methods for Stochastic Models and Risks ^==^ Read Comparison Methods for Stochastic Models and Risks Pdf Epub Mobi Audiobook zalfafauzaputri AM. There exists several stochastic orders (in the book Comparison methods for stochastic models and risks (Muller and Stoyan, ), 49 different orders are defined with different applications in mind. B. Gaujal, J.-M. Vincent (UJF, INRIA) Stochastic task-resource systems Fréjus, 4 Juin 4 /


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Comparison methods for stochastic models and risks by MuМ€ller, Alfred Download PDF EPUB FB2

This wonderful book is posed to become THE reference on the subject of stochastic orders. It replaces a good but a bit outdated book by Shaked and Shanthikumar and even more outdated book by Stoyan.

A great improvement over these two books is a large section devoted to applications of stochastic orders to a variety of practical by: COVID Resources. Reliable information about the coronavirus (COVID) is available from the World Health Organization (current situation, international travel).Numerous and frequently-updated resource results are available from this ’s WebJunction has pulled together information and resources to assist library staff as they consider how to handle coronavirus.

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.

This wonderful book is posed to become THE reference on the subject of stochastic orders. It replaces a good but a bit outdated book by Shaked and Shanthikumar and even more outdated book by Stoyan. A great improvement over these two books is a large section devoted to applications of stochastic orders to a variety of practical models.5/5.

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. Request PDF | On Jan 1,Alfred Müller and others published Comparison Methods for Stochastic Models and Risks | Find, read and cite all the research you need on ResearchGate.

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.

Comparison Methods for Stochastic Models and Risks 作者: Alfred Müller / Dietrich Stoyan 出版社: Wiley 出版年: 页数: 定价: USD 装帧: Hardcover ISBN: (). Comparison Methods for Stochastic Models and Risks. Technometrics: Vol. 45, No. 4, pp. Author: Mark A Mccomb.

Comparison Methods for Stochastic Models and Risks. Wiley Series in Probability and Statistics Comparison Methods for Stochastic Models and Risks. Wiley Series in Probability and Statistics In this book the authors explore the most important concepts of the field, from the basic univariate theory through to the most current applications.

Up to 90% off Textbooks at Amazon Canada. Plus, free two-day shipping for six months when you sign up for Amazon Prime for Students.5/5(3). stochastic models in queueing theory Download stochastic models in queueing theory or read online books in PDF, EPUB, Tuebl, and Mobi Format.

Click Download or Read Online button to get stochastic models in queueing theory book now. This site is like a library, Use. Comparison Methods for Stochastic Models and Risks.

Journal of the American Statistical Association: Vol. No.pp. Cited by: 2. This book gives comprehensive coverage of stochastic order relations, which provides valuable insight into the behavior of complex stochastic (random) systems and enables the user to collect meaningful comparative data.

Application areas include queuing systems, actuarial and financial risk, decision making, and stochastic simulation. The concept of stochastic strict server not only allows us to im-prove the basic results (i) – (v) under the independent case, but also provides a convenient way to find the stochastic ser-vice curve of a serve.

Moreover, an approach is introduced to find the m.b.c stochastic arrival curve of a flow and the stochastic service curve of a server. Free 2-day shipping. Buy Wiley Probability and Statistics: Comparison Methods for Stochastic Models and Risks (Hardcover) at A.

Mueller and D. Stoyan: Comparison Methods for Stochastic Models and Risks, J. Wiley and Sons, Chichester, ; report on the results. The work goes back to when he discovered the monotonicity of the GI/G/1 waiting times with respect to the convex order. Stochastic Geometry. "Comparison Methods for Stochastic Models and Risks.

Alfred Muller and Dietrich Stoyan," Journal of the American Statistical Association, American Statistical Association, vol.pagesJune.

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Buy Comparison Methods for Stochastic Models and Risks by Alfred Muller, Dietrich Stoyan from Waterstones today. Click and Collect from your local Waterstones or get FREE UK delivery on orders over £Pages:.

We consider the well-known stochastic reserve estimation methods on the basis of generalized linear models, such as the (over-dispersed) Poisson model, the gamma model and the log-normal model. For the likely variability of the claims reserve, bootstrap method is considered.

In the bootstrapping framework, we discuss the choice of residuals, namely the Pearson residuals, the deviance residuals Cited by: 1.This chapter gives an overview of the stochastic models and methods used in financial risk management. This book is published in the IGI Global book series Advances in Finance, Accounting, and.

Book Selection; Published: 01 December ; Comparison Methods for Queues and Other Stochastic Models. N.L. Lawrie Journal of the Operational Research Society vol pages – ()Cite this articleAuthor: N.L. Lawrie.