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Comparison Methods for Stochastic Models and Risks. Edition No. 1. Wiley Series in Probability and Statistics

  • ID: 2172809
  • Book
  • February 2002
  • 350 Pages
  • John Wiley and Sons Ltd
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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 operations research

Provides coverage of the latest research and applications
An essential resource for researchers and postgraduate students appliying stochastic order relations, and scientisits from applied statistics, operations research, economics and finance.
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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.
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Alfred Müller University of Karlsruhe, Germany.

Dietrich Stoyan Freiberg University of Mining and Technology, Germany.
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