Geometric sums, bounds for rare events with applications : risk analysis, reliability, queueing /

This book reviews problems associated with rare events arising in a wide range of circumstances, treating such topics as how to evaluate the probability an insurance company will be bankrupted, the lifetime of a redundant system, and the waiting time in a queue. Well-grounded, unique mathematical ev...

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Bibliographic Details
Main Author: Kalashnikov, Vladimir Vi͡acheslavovich
Format: Book
Language:English
Published: Dordrecht ; Boston : Kluwer Academic, c1997.
Series:Mathematics and its applications (Kluwer Academic Publishers) ; v. 413.
Subjects:
Table of Contents:
  • Ch. 1. Introduction
  • Ch. 2. Miscellaneous Probability Topics
  • Ch. 3. Generalized Renyi Theorem
  • Ch. 4. Two-Sided Bounds
  • Ch. 5. Metric Bounds
  • Ch. 6. Ruin Probability
  • Ch. 7. Reliability Regenerative Models.