Semi Markov Models and Applications

Written By Jacques Janssen
Semi Markov Models and Applications
  • Publsiher : Springer Science & Business Media
  • Release : 01 December 2013
  • ISBN : 1461332885
  • Pages : 404 pages
  • Rating : /5 from reviews
GET THIS BOOKSemi Markov Models and Applications


Download or read book entitled Semi Markov Models and Applications by author: Jacques Janssen which was release on 01 December 2013 and published by Springer Science & Business Media with total page 404 pages . This book available in PDF, EPUB and Kindle Format. This book presents a selection of papers presented to the Second Inter national Symposium on Semi-Markov Models: Theory and Applications held in Compiegne (France) in December 1998. This international meeting had the same aim as the first one held in Brussels in 1984 : to make, fourteen years later, the state of the art in the field of semi-Markov processes and their applications, bring together researchers in this field and also to stimulate fruitful discussions. The set of the subjects of the papers presented in Compiegne has a lot of similarities with the preceding Symposium; this shows that the main fields of semi-Markov processes are now well established particularly for basic applications in Reliability and Maintenance, Biomedicine, Queue ing, Control processes and production. A growing field is the one of insurance and finance but this is not really a surprising fact as the problem of pricing derivative products represents now a crucial problem in economics and finance. For example, stochastic models can be applied to financial and insur ance models as we have to evaluate the uncertainty of the future market behavior in order, firstly, to propose different measures for important risks such as the interest risk, the risk of default or the risk of catas trophe and secondly, to describe how to act in order to optimize the situation in time. Recently, the concept of VaR (Value at Risk) was "discovered" in portfolio theory enlarging so the fundamental model of Markowitz.

Semi Markov Models and Applications

Semi Markov Models and Applications
  • Author : Jacques Janssen,Nikolaos Limnios
  • Publisher : Springer Science & Business Media
  • Release Date : 2013-12-01
  • Total pages : 404
  • ISBN : 1461332885
GET BOOK

Summary : This book presents a selection of papers presented to the Second Inter national Symposium on Semi-Markov Models: Theory and Applications held in Compiegne (France) in December 1998. This international meeting had the same aim as the first one held in Brussels in 1984 : to make, fourteen years later, the state of the ...

Introduction to Hidden Semi Markov Models

Introduction to Hidden Semi Markov Models
  • Author : John Van der Hoek,Robert J. Elliott
  • Publisher : Cambridge University Press
  • Release Date : 2019
  • Total pages : 212
  • ISBN : 1461332885
GET BOOK

Summary : Develops the theory of Markov and semi-Markov processes in an elementary setting suitable for senior undergraduate and graduate students....

Semi Markov Chains and Hidden Semi Markov Models toward Applications

Semi Markov Chains and Hidden Semi Markov Models toward Applications
  • Author : Vlad Stefan Barbu,Nikolaos Limnios
  • Publisher : Springer
  • Release Date : 2008-08-28
  • Total pages : 226
  • ISBN : 1461332885
GET BOOK

Summary : Here is a work that adds much to the sum of our knowledge in a key area of science today. It is concerned with the estimation of discrete-time semi-Markov and hidden semi-Markov processes. A unique feature of the book is the use of discrete time, especially useful in some specific ...

Semi Markov Models

Semi Markov Models
  • Author : Jacques Janssen
  • Publisher : Springer Science & Business Media
  • Release Date : 2013-11-11
  • Total pages : 588
  • ISBN : 1461332885
GET BOOK

Summary : This book is the result of the International Symposium on Semi Markov Processes and their Applications held on June 4-7, 1984 at the Universite Libre de Bruxelles with the help of the FNRS (Fonds National de la Recherche Scientifique, Belgium), the Ministere de l'Education Nationale (Belgium) and the Bernoulli Society for ...

Semi Markov Risk Models for Finance Insurance and Reliability

Semi Markov Risk Models for Finance  Insurance and Reliability
  • Author : Jacques Janssen,Raimondo Manca
  • Publisher : Springer Science & Business Media
  • Release Date : 2007-05-15
  • Total pages : 430
  • ISBN : 1461332885
GET BOOK

Summary : Everyone working in related fields from applied mathematicians to statisticians to actuaries and operations researchers will find this a brilliantly useful practical text. The book presents applications of semi-Markov processes in finance, insurance and reliability, using real-life problems as examples. After a presentation of the main probabilistic tools necessary for ...

Semi Markov Models

Semi Markov Models
  • Author : Yuriy E. Obzherin,Elena G. Boyko
  • Publisher : Academic Press
  • Release Date : 2015-02-02
  • Total pages : 212
  • ISBN : 1461332885
GET BOOK

Summary : Featuring previously unpublished results, Semi-Markov Models: Control of Restorable Systems with Latent Failures describes valuable methodology which can be used by readers to build mathematical models of a wide class of systems for various applications. In particular, this information can be applied to build models of reliability, queuing systems, and ...

Semi Markov Processes

Semi Markov Processes
  • Author : Franciszek Grabski
  • Publisher : Elsevier Science Limited
  • Release Date : 2014-09-01
  • Total pages : 270
  • ISBN : 1461332885
GET BOOK

Summary : Semi-Markov Processes: Applications in System Reliability and Maintenance is a modern view of discrete state space and continuous time semi-Markov processes and their applications in reliability and maintenance. The book explains how to construct semi-Markov models and discusses the different reliability parameters and characteristics that can be obtained from those ...

Hidden Semi Markov Models

Hidden Semi Markov Models
  • Author : Shun-Zheng Yu
  • Publisher : Morgan Kaufmann
  • Release Date : 2015-10-22
  • Total pages : 208
  • ISBN : 1461332885
GET BOOK

Summary : Hidden semi-Markov models (HSMMs) are among the most important models in the area of artificial intelligence / machine learning. Since the first HSMM was introduced in 1980 for machine recognition of speech, three other HSMMs have been proposed, with various definitions of duration and observation distributions. Those models have different expressions, algorithms, ...

Application of Hidden Markov and Hidden Semi Markov Models to Financial Time Series Vorgelegt Von Jan Bulla

Application of Hidden Markov and Hidden Semi Markov Models to Financial Time Series  Vorgelegt Von Jan Bulla
  • Author : Jan Bulla
  • Publisher : Unknown
  • Release Date : 2006
  • Total pages : 146
  • ISBN : 1461332885
GET BOOK

Summary : Read online Application of Hidden Markov and Hidden Semi Markov Models to Financial Time Series Vorgelegt Von Jan Bulla written by Jan Bulla, published by which was released on 2006. Download full Application of Hidden Markov and Hidden Semi Markov Models to Financial Time Series Vorgelegt Von Jan Bulla Books now! ...

Semi Markov models in manpower planning

Semi Markov models in manpower planning
  • Author : Habibollah Hassani
  • Publisher : Unknown
  • Release Date : 1980
  • Total pages : 388
  • ISBN : 1461332885
GET BOOK

Summary : Read online Semi Markov models in manpower planning written by Habibollah Hassani, published by which was released on 1980. Download full Semi Markov models in manpower planning Books now! Available in PDF, ePub and Kindle....

Wind Speed Modeling Through Semi Markov Models

Wind Speed Modeling Through Semi Markov Models
  • Author : Flavio Prattico
  • Publisher : Unknown
  • Release Date : 2015
  • Total pages : 212
  • ISBN : 1461332885
GET BOOK

Summary : Read online Wind Speed Modeling Through Semi Markov Models written by Flavio Prattico, published by which was released on 2015. Download full Wind Speed Modeling Through Semi Markov Models Books now! Available in PDF, ePub and Kindle....

Semi Markov Migration Models for Credit Risk

Semi Markov Migration Models for Credit Risk
  • Author : Guglielmo D'Amico,Giuseppe Di Biase,Jacques Janssen,Raimondo Manca
  • Publisher : John Wiley & Sons
  • Release Date : 2017-06-01
  • Total pages : 316
  • ISBN : 1461332885
GET BOOK

Summary : Credit risk is one of the most important contemporary problems for banks and insurance companies. Indeed, for banks, more than forty percent of the equities are necessary to cover this risk. Though this problem is studied by large rating agencies with substantial economic, social and financial tools, building stochastic models ...

Hidden Markov Models for Time Series

Hidden Markov Models for Time Series
  • Author : Walter Zucchini,Iain L. MacDonald,Roland Langrock
  • Publisher : CRC Press
  • Release Date : 2017-12-19
  • Total pages : 370
  • ISBN : 1461332885
GET BOOK

Summary : Hidden Markov Models for Time Series: An Introduction Using R, Second Edition illustrates the great flexibility of hidden Markov models (HMMs) as general-purpose models for time series data. The book provides a broad understanding of the models and their uses. After presenting the basic model formulation, the book covers estimation, ...

Fitting Hidden Semi Markov Models

Fitting Hidden Semi Markov Models
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2000
  • Total pages : 38
  • ISBN : 1461332885
GET BOOK

Summary : Read online Fitting Hidden Semi Markov Models written by , published by which was released on 2000. Download full Fitting Hidden Semi Markov Models Books now! Available in PDF, ePub and Kindle....

Nonlinearly Perturbed Semi Markov Processes

Nonlinearly Perturbed Semi Markov Processes
  • Author : Dmitrii Silvestrov,Sergei Silvestrov
  • Publisher : Springer
  • Release Date : 2017-09-06
  • Total pages : 143
  • ISBN : 1461332885
GET BOOK

Summary : The book presents new methods of asymptotic analysis for nonlinearly perturbed semi-Markov processes with a finite phase space. These methods are based on special time-space screening procedures for sequential phase space reduction of semi-Markov processes combined with the systematical use of operational calculus for Laurent asymptotic expansions. Effective recurrent algorithms ...