Semi-Markov Models and Applications
- Indbinding:
- Paperback
- Sideantal:
- 432
- Udgivet:
- 14. oktober 2011
- Størrelse:
- 160x24x240 mm.
- Vægt:
- 686 g.
- 8-11 hverdage.
- 22. november 2024
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- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding
Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.
Beskrivelse af Semi-Markov Models and Applications
This book presents a selection of papers presented to the Second Inter national Symposium on Semi-Markov Models: Theory and Applications held in Compiegne (France) in December 1998. This international meeting had the same aim as the first one held in Brussels in 1984 : to make, fourteen years later, the state of the art in the field of semi-Markov processes and their applications, bring together researchers in this field and also to stimulate fruitful discussions. The set of the subjects of the papers presented in Compiegne has a lot of similarities with the preceding Symposium; this shows that the main fields of semi-Markov processes are now well established particularly for basic applications in Reliability and Maintenance, Biomedicine, Queue ing, Control processes and production. A growing field is the one of insurance and finance but this is not really a surprising fact as the problem of pricing derivative products represents now a crucial problem in economics and finance. For example, stochastic models can be applied to financial and insur ance models as we have to evaluate the uncertainty of the future market behavior in order, firstly, to propose different measures for important risks such as the interest risk, the risk of default or the risk of catas trophe and secondly, to describe how to act in order to optimize the situation in time. Recently, the concept of VaR (Value at Risk) was "discovered" in portfolio theory enlarging so the fundamental model of Markowitz.
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Bogen Semi-Markov Models and Applications findes i følgende kategorier:
- Business og læring
- Reference, information og tværfaglige emner > Forskning og information: generelt > Informationsteori > Kybernetik og systemteori
- Matematik og naturvidenskab > Matematik > Matematikkens fundament > Matematisk logik
- Matematik og naturvidenskab > Matematik > Talteori
- Matematik og naturvidenskab > Matematik > Sandsynlighedsregning og statistik
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