Comparison Methods for Stochastic Models and Risks
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Описание:
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...Похожие книги
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