An Introduction to Stochastic Orders - Brossura

Belzunce, Felix; Riquelme, Carolina Martinez; Mulero, Julio

Brossura

ISBN 10: 0128037687 ISBN 13: 9780128037683

Casa editrice: Academic Press, 2015

Riassunto

An Introduction to Stochastic Orders discusses this powerful tool that can be used in comparing probabilistic models in different areas such as reliability, survival analysis, risks, finance, and economics. The book provides a general background on this topic for students and researchers who want to use it as a tool for their research.

In addition, users will find detailed proofs of the main results and applications to several probabilistic models of interest in several fields, and discussions of fundamental properties of several stochastic orders, in the univariate and multivariate cases, along with applications to probabilistic models.

Su questo libro

Recensione:

"Overall, this is a very welcome compact treatment of stochastic orders. Despite its introductory nature, the authors managed to include a wealth of useful results that are widely scattered across the literature." --Statistical Papers

"...a very elegant and concise introduction to stochastic orders. It covers all the elementary theory of the most widely used stochastic orders and, as such, has a broad range of applications in areas such as reliability, survival analysis, quantitative risk management, dependence modeling and economics." --Zentralblatt MATH

"...a comprehensive introduction to stochastic orders, and it is particularly suitable for students and researchers approaching this topic for the first time...The book is enriched with various examples and a large and updated bibliography on stochastic orders." --Mathematical Reviews

Su questa edizione

• Editore: Academic Press
• Data di pubblicazione: 2015
• ISBN 10: 0128037687
• ISBN 13: 9780128037683
• Rilegatura: Copertina flessibile
• Numero edizione: 1
• Numero di pagine: 174