Jacques J., Raimondo M. Semi-markov risk models for finance, insurance and reliability

формат pdf
размер 2.35 МБ
добавлен 25 июня 2011 г.

Book - ISBN-10: 0-387-70729-8, 2007, 440 pp
content
Probability Tools for Stochastic Modelling.
Probability Tools for Stochastic Modelling.
Markov Renewal Processes, Semi-Markov Processes And Markov Random Walks.
Discrete Time and Reward SMP and their Numerical Treatment.
Semi-Markov Extensions of the Black-Scholes Model.
Other Semi-Markov Models in Finance and Insurance.
Insurance Risk Models.
Reliability and Credit Risk Models.
Generalised Non-Homogeneous Models for Pension Funds and Manpower Management.

Похожие разделы

Смотрите также

Franciszek G. Semi-markov reliability model of the cold standby system

Статья

формат pdf
размер 798.89 КБ
добавлен 28 июня 2011 г.

Article 12 pp,Polish Naval University The semi-Markov reliability model of the cold standby system with renewal is presented in the paper. The model is some modification of the model that was considered by Barlow & Proshan (1965), Brodi & Pogosian (1978). To describe the reliability evolution of the system, we construct a semi-Markov process by defining the states and the renewal kernel of that one. In our model the time to failure of the...

Hoang P. Reliability Modeling, Analysis and Optimization

формат pdf
размер 4.38 МБ
добавлен 05 июня 2011 г.

Book - 2006, size 487 p, ISBN 981-256-388-1 Content -Numerical Computation of the Marginal Distributions of a Semi-Markov Process -Optimal Checkpointing Interval for Task Duplication with Spare Processing -Monitoring Inter-ArrivalTimes with Statistical Control Charts -Optimal Interval of CRL Issue in PKI Architecture -Discrete-Time Economic Manufacturing Quantity Model with Stochastic Machine Breakdown and Repair -Applying Accelerated Life Mod...

Journal Reliability: theory and applications No. 4 (Vol. 1)

формат pdf
размер 5.18 МБ
добавлен 09 июля 2011 г.

Journal of International Group on Reliability, December 2006, San Diego, 149 p, ISSN 1932-2321 contents Development of mathematical models and methods of task distribution in distributed computing system. Some bayesian queueing and reliability models. Limit raring processes and rarefaction of two interacted renewal processes.

Meesala S. A Novel Markov System Dynamics Framework for Reliability Analysis of Systems

Статья

формат pdf
размер 238.7 КБ
добавлен 25 июня 2011 г.

Paper - 16 pp System reliability is considered as an important performance index. Performance of engineering systems can be assessed by various techniques. The traditional analytical approach consists of developing a mathematical model that represents the system and to evaluate its reliability indices. There have been attempts in the literature to derive more realistic approaches for the reliability analysis of systems, for example, based on simu...

Pham H., Pham M. Software Reliability Models for Critical Applications

формат pdf
размер 4.71 МБ
добавлен 27 мая 2011 г.

1991 - 107 p This report presents the results of the first phase of the ongoing EG&G Idaho, Inc. , Software Reliability Research Program. The program is studying the existing software reliability mc:lels and proposes a state-of-the-art software reliability model that is relevant to the nuclear reactor control environment. This report consists of three parts: (1) summaries of the literature review of existing software reliability and fault tol...

Robert A. A Probabilistic Approach to Estimating Computer System Reliability

Статья

формат pdf
размер 124.52 КБ
добавлен 28 июня 2011 г.

Paper, 16pp Probabilistic Risk Assessment (PRA) is a method of estimating system reliability by combining logic models of the ways systems can fail with numerical failure rates. One postulates a failure state and systematically decomposes this state into a combination of more basic events through a process known as Fault Tree Analysis (FTA). Failure rates are derived from vendor specifications, historical trends, on-call reports, and many other...

Ruggeri F., Soyer R. Advances in Bayesian Software Reliability Modelling

Статья

формат pdf
размер 85.62 КБ
добавлен 27 мая 2011 г.

Paper - 12 p This paper reviews recent developments in Bayesian software reliability modeling. In so doing, emphasis is given to two models which can incorporate the case of reliability deterioration due to potential introduction of new bugs to the software during the development phase. Since the introduction of bugs is an unobservable process, latent variables are introduced to incorporate this characteristic into the models. The two models are...

Sultan H. Genetic Algorithms for Optimizing Ensemble of Models in Software Reliability Prediction

Статья

формат pdf
размер 1.29 МБ
добавлен 27 мая 2011 г.

Article Software reliability models are very useful to estimate the probability of the software fail along the time. Several different models have been proposed to predict the software reliability growth (SRGM); however, none of them has proven to perform well considering different project characteristics. The ability to predict the number of faults in the software during development and testing processes. In this paper, we explore Genetic Algor...

Swapna S., Kishor S. Reliability Simulation of Component-Based Software Systems

формат pdf
размер 371.93 КБ
добавлен 27 мая 2011 г.

Paper - 21 p Prevalent black-box based approaches to software reliability modeling are inappropriate for the reliability assessment of modern component-based systems. The existing Markovian and semi-Markovian methods to predict the reliability and performance of such heterogeneous systems, suffer from several limitations: they are subject to an intractably large state-space for more involved scenarios, and they cannot take into account the influe...

Vlad S. Reliability of Semi-Markov Systems in Discrete Time: Modeling and Estimation

Статья

формат pdf
размер 250.17 КБ
добавлен 28 июня 2011 г.

Article 20 pp-Vlad Stefan Barbu, Nikolaos Limnios, November 19, 2006 This article presents the reliability of discrete-time semi-Markov systems. After some basic definitions and notation, we obtain explicit forms for reliability indicators. We propose nonparametric estimators for reliability, availability, failure rate, mean hitting times and we study their asymptotic properties. Finaly, we give a three state example with detailled calculus and n...