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Stochastic risk analysis and management

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Stochastic risk analysis and management

Stochastic Risk Analysis and ManagementStochastic Models in Survival Analysis and Reliability Set coordinated byCatherine Huber-Carol and Mikhail Niku

Stochastic risk analysis and managementulinVolume 2Stochastic Risk Analysis and ManagementBoris HarlamovWileyFirst published 2017 in Great Britain and the United States by ĨSTE I.fd and Joh

n Wiley Stochastic risk analysis and management

t, Designs and Patents Act 1988. this publication may only be reproduced, stored or transmitted, in any form or by any means, with the prior permissio

Stochastic risk analysis and management

n in writing of the publishers, or in the case of reprographic reproduction in accordance with the terms and licenses issued by the CLA. Enquiries con

Stochastic Risk Analysis and ManagementStochastic Models in Survival Analysis and Reliability Set coordinated byCatherine Huber-Carol and Mikhail Niku

Stochastic risk analysis and managementJohn Wiley & Sons. Inc. 111 River Street Hoboken. NJ 07030 USAwww.wilcy.com©ISTELtd 2017l he rights of Boris Harlamov to be identified as the author o

f this work have been asserted by him in accordance with the Copyright. Designs and Patents Act 19SS.Libi an of congress control Number: 2016961651Bri Stochastic risk analysis and management

tish Library Cataloguing-in-Publication DataA C1P record for this book is available from the British LibraryISBN 978-1-78630-008-9ContentsChapter 1. M

Stochastic risk analysis and management

athematical Bases.................................. 1I. I. Introduction to stochastic risk analysis............. I1.1.1.About the subject.............

Stochastic Risk Analysis and ManagementStochastic Models in Survival Analysis and Reliability Set coordinated byCatherine Huber-Carol and Mikhail Niku

Stochastic risk analysis and management concepts of probability theory............... 41.2.2.Markov processes................................. 141.2.3.Poisson process.......................

........... 181.2.4.Gamma process.................................... 211.2.5.Inverse gamma process............................ 231.2.6.Renewal proces Stochastic risk analysis and management

s.................................. 24Chapter 2. Cramér-Lundberg Model ............................. 292.1.Infinite horizon ..........................

Stochastic risk analysis and management

.......... 292.1.1.Initial probability space........................ 29

Stochastic Risk Analysis and ManagementStochastic Models in Survival Analysis and Reliability Set coordinated byCatherine Huber-Carol and Mikhail Niku

Stochastic Risk Analysis and ManagementStochastic Models in Survival Analysis and Reliability Set coordinated byCatherine Huber-Carol and Mikhail Niku

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