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An Introduction to Heavy-Tailed and Subexponential Distributions (Springer Series in Operations Research and Financial Engineering) - Tapa blanda
Sinopsis
Heavy-tailed probability distributions are an important component in the modeling of many stochastic systems. They are frequently used to accurately model inputs and outputs of computer and data networks and service facilities such as call centers. They are an essential for describing risk processes in finance and also for insurance premia pricing, and such distributions occur naturally in models of epidemiological spread. The class includes distributions with power law tails such as the Pareto, as well as the lognormal and certain Weibull distributions.
One of the highlights of this new edition is that it includes problems at the end of each chapter. Chapter 5 is also updated to include interesting applications to queueing theory, risk, and branching processes. New results are presented in a simple, coherent and systematic way.
Graduate students as well as modelers in the fields of finance, insurance, network science and environmental studies will find this book to be an essential reference.
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Acerca del autor
Sergey Foss is a professor at Heriot-Watt University, Edinburgh, UK. Dmitry Korshunov is a professor at the Sobolev Institute of Mathematics of the Russian Academy of Sciences, Novosibirsk, Russia. Stan Zachary is a professor at Heriot-Watt University, Edinburgh, UK.
De la contraportada
Heavy-tailed probability distributions are an important component in the modeling of many stochastic systems. They are frequently used to accurately model inputs and outputs of computer and data networks and service facilities such as call centers. They are an essential for describing risk processes in finance and also for insurance premia pricing, and such distributions occur naturally in models of epidemiological spread. The class includes distributions with power law tails such as the Pareto, as well as the lognormal and certain Weibull distributions.
One of the highlights of this new edition is that it includes problems at the end of each chapter. Chapter 5 is also updated to include interesting applications to queueing theory, risk, and branching processes. New results are presented in a simple, coherent and systematic way.
Graduate students as well as modelers in the fields of finance, insurance, network science and environmental studies will find this book to be an essential reference."Sobre este título" puede pertenecer a otra edición de este libro.
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Foss:An Introduction to Heavy-Tailed an (eng)
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An Introduction to Heavy-Tailed and Subexponential Distributions
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Heavy-tailed probability distributions are an important component in the modeling of many stochastic systems. They are frequently used to accurately model inputs and outputs of computer and data networks and service facilities such as call centers. They are an essential for describing risk processes in finance and also for insurance premia pricing, and such distributions occur naturally in models of epidemiological spread. The class includes distributions with power law tails such as the Pareto, as well as the lognormal and certain Weibull distributions.One of the highlights of this new edition is that it includes problems at the end of each chapter. Chapter 5 is also updated to include interesting applications to queueing theory, risk, and branching processes. New results are presented in a simple, coherent and systematic way.Graduate students as well as modelers in the fields of finance, insurance, network science and environmental studies will find this book to be an essential reference. 172 pp. Englisch. Nº de ref. del artículo: 9781489988324
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An Introduction to Heavy-Tailed and Subexponential Distributions (Springer Series in Operations Research and Financial Engineering)
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An Introduction to Heavy-Tailed and Subexponential Distributions
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Springer New York, Springer US Jun 2015, 2015
ISBN 10: 1489988327
ISBN 13: 9781489988324
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Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Heavy-tailed probability distributions are an important component in the modeling of many stochastic systems. They are frequently used to accurately model inputs and outputs of computer and data networks and service facilities such as call centers. They are an essential for describing risk processes in finance and also for insurance premia pricing, and such distributions occur naturally in models of epidemiological spread. The class includes distributions with power law tails such as the Pareto, as well as the lognormal and certain Weibull distributions.One of the highlights of this new edition is that it includes problems at the end of each chapter. Chapter 5 is also updated to include interesting applications to queueing theory, risk, and branching processes. New results are presented in a simple, coherent and systematic way.Graduate students as well as modelers in the fields of finance, insurance, network science and environmental studies will find this book to be an essential reference.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 172 pp. Englisch. Nº de ref. del artículo: 9781489988324
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An Introduction to Heavy-Tailed and Subexponential Distributions
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Springer New York, Springer US, 2015
ISBN 10: 1489988327
ISBN 13: 9781489988324
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Heavy-tailed probability distributions are an important component in the modeling of many stochastic systems. They are frequently used to accurately model inputs and outputs of computer and data networks and service facilities such as call centers. They are an essential for describing risk processes in finance and also for insurance premia pricing, and such distributions occur naturally in models of epidemiological spread. The class includes distributions with power law tails such as the Pareto, as well as the lognormal and certain Weibull distributions.One of the highlights of this new edition is that it includes problems at the end of each chapter. Chapter 5 is also updated to include interesting applications to queueing theory, risk, and branching processes. New results are presented in a simple, coherent and systematic way.Graduate students as well as modelers in the fields of finance, insurance, network science and environmental studies will find this book to be an essential reference. Nº de ref. del artículo: 9781489988324
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