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Biblioteca

MARC Lista (tabellare)
Actuarial Aspects of Long Term Care / / edited by Etienne Dupourqué, Frédéric Planchet, Néfissa Sator
Actuarial Aspects of Long Term Care / / edited by Etienne Dupourqué, Frédéric Planchet, Néfissa Sator
Edizione [1st ed. 2019.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019
Descrizione fisica 1 online resource (340 pages)
Disciplina 362.16
368.382
Collana Springer Actuarial
Soggetto topico Actuarial science
Probabilities
Actuarial Sciences
Probability Theory and Stochastic Processes
ISBN 3-030-05660-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Preface: Jean-Paul Félix.-Part I. Dependancy: Definitions and Facts.-Introduction: Bob Yee.-Interaction of morbidity and mortality in Long Term Care: Eric Stallard.-Long Term Care in the United States: Etienne Dupourque.-Long Term Care in France: François Lusson.-Part II. Liabilities measurement.-Introduction: Bob Yee -- Mesasuring Long-Term Insurance Contracts Biometric Risks: Quentin Guibert, Frédéric Planchet.-Pricing and Reserving:Ermanno Pitacco, Michel Denuit,Nathalie Lucas.-Part III. Determination of the Solvency Capital.-Introduction: Bob Yee.-Construction of an economic balancesheet and SCR calculation in Solvency 2:Anani Olympio,Camille Gutknecht.-Solvency capital for Long Term Care Insurance in the United States: Jim Berger.-Impact of Reinsurance: Qualitative Aspects: Guillaume Biessy , lan Cohen.-Impact of Reinsurance: Quantitave Aspects: Frédéric Planchet.-Part IV. Prospective vision of the risk-Introduction: Bob Yee.-Solvency II Own Risk and Solvency Assessment for Long Term Care insurance: Marc & Géraldine Juillard -- ERM Approach for Long Term Care Insurance Risks: Nefissa Sator -- On Long Term Care: Marie Sophie Houis-Valletoux -- Predictive Analytics in Long term Care: Howard Zail .-References.-Index.
Record Nr. UNINA-9910338257703321
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Adaptive Algorithms and Stochastic Approximations [[electronic resource] /] / by Albert Benveniste, Michel Metivier, Pierre Priouret
Adaptive Algorithms and Stochastic Approximations [[electronic resource] /] / by Albert Benveniste, Michel Metivier, Pierre Priouret
Autore Benveniste Albert
Edizione [1st ed. 1990.]
Pubbl/distr/stampa Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1990
Descrizione fisica 1 online resource (XII, 364 p.)
Disciplina 519.2
Collana Stochastic Modelling and Applied Probability
Soggetto topico Probabilities
Chemometrics
Computational intelligence
Probability Theory and Stochastic Processes
Math. Applications in Chemistry
Computational Intelligence
ISBN 3-642-75894-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto I. Adaptive Algorithms: Applications -- 1. General Adaptive Algorithm Form -- 2. Convergence: the ODE Method -- 3. Rate of Convergence -- 4. Tracking Non-Stationary Parameters -- 5. Sequential Detection; Model Validation -- 6. Appendices to Part I -- II. Stochastic Approximations: Theory -- 1. O.D.E. and Convergence A.S. for an Algorithm with Locally Bounded Moments -- 2. Application to the Examples of Part I -- 3. Analysis of the Algorithm in the General Case -- 4. Gaussian Approximations to the Algorithms -- 5. Appendix to Part II: A Simple Theorem in the “Robbins-Monro” Case -- Subject Index to Part I -- Subject Index to Part II.
Record Nr. UNINA-9910480530803321
Benveniste Albert  
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1990
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Adaptive Algorithms and Stochastic Approximations [[electronic resource] /] / by Albert Benveniste, Michel Metivier, Pierre Priouret
Adaptive Algorithms and Stochastic Approximations [[electronic resource] /] / by Albert Benveniste, Michel Metivier, Pierre Priouret
Autore Benveniste Albert
Edizione [1st ed. 1990.]
Pubbl/distr/stampa Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1990
Descrizione fisica 1 online resource (XII, 364 p.)
Disciplina 519.2
Collana Stochastic Modelling and Applied Probability
Soggetto topico Probabilities
Chemometrics
Computational intelligence
Probability Theory and Stochastic Processes
Math. Applications in Chemistry
Computational Intelligence
ISBN 3-642-75894-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto I. Adaptive Algorithms: Applications -- 1. General Adaptive Algorithm Form -- 2. Convergence: the ODE Method -- 3. Rate of Convergence -- 4. Tracking Non-Stationary Parameters -- 5. Sequential Detection; Model Validation -- 6. Appendices to Part I -- II. Stochastic Approximations: Theory -- 1. O.D.E. and Convergence A.S. for an Algorithm with Locally Bounded Moments -- 2. Application to the Examples of Part I -- 3. Analysis of the Algorithm in the General Case -- 4. Gaussian Approximations to the Algorithms -- 5. Appendix to Part II: A Simple Theorem in the “Robbins-Monro” Case -- Subject Index to Part I -- Subject Index to Part II.
Record Nr. UNINA-9910789215503321
Benveniste Albert  
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1990
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Adaptive Algorithms and Stochastic Approximations / / by Albert Benveniste, Michel Metivier, Pierre Priouret
Adaptive Algorithms and Stochastic Approximations / / by Albert Benveniste, Michel Metivier, Pierre Priouret
Autore Benveniste Albert
Edizione [1st ed. 1990.]
Pubbl/distr/stampa Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1990
Descrizione fisica 1 online resource (XII, 364 p.)
Disciplina 519.2
Collana Stochastic Modelling and Applied Probability
Soggetto topico Probabilities
Chemometrics
Computational intelligence
Probability Theory and Stochastic Processes
Math. Applications in Chemistry
Computational Intelligence
ISBN 3-642-75894-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto I. Adaptive Algorithms: Applications -- 1. General Adaptive Algorithm Form -- 2. Convergence: the ODE Method -- 3. Rate of Convergence -- 4. Tracking Non-Stationary Parameters -- 5. Sequential Detection; Model Validation -- 6. Appendices to Part I -- II. Stochastic Approximations: Theory -- 1. O.D.E. and Convergence A.S. for an Algorithm with Locally Bounded Moments -- 2. Application to the Examples of Part I -- 3. Analysis of the Algorithm in the General Case -- 4. Gaussian Approximations to the Algorithms -- 5. Appendix to Part II: A Simple Theorem in the “Robbins-Monro” Case -- Subject Index to Part I -- Subject Index to Part II.
Record Nr. UNINA-9910807086703321
Benveniste Albert  
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1990
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Adaptive Systems [[electronic resource] ] : An Introduction / / by Iven Mareels, Jan Willem Polderman
Adaptive Systems [[electronic resource] ] : An Introduction / / by Iven Mareels, Jan Willem Polderman
Autore Mareels Iven
Edizione [1st ed. 1996.]
Pubbl/distr/stampa Boston, MA : , : Birkhäuser Boston : , : Imprint : Birkhäuser, , 1996
Descrizione fisica 1 online resource (XVII, 342 p.)
Disciplina 519
Collana Systems & Control: Foundations & Applications
Soggetto topico System theory
Mathematical models
Probabilities
Systems Theory, Control
Mathematical Modeling and Industrial Mathematics
Probability Theory and Stochastic Processes
ISBN 0-8176-8142-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1 Adaptive Systems -- 1.1 Introduction -- 1.2 Adaptive systems: examples -- 1.3 General structure of adaptive control systems -- 1.4 Illustrating the concepts -- 1.5 Summary of chapter -- 1.6 Notes and references -- 1.7 Exercises -- 2 Systems And Their Representations -- 2.1 Introduction -- 2.2 Notation -- 2.3 The behavior -- 2.4 Latent variables -- 2.5 Equivalent representations -- 2.6 Controllability -- 2.7 Observability -- 2.8 Stability -- 2.9 Elimination of Latent variables -- 2.10 The ring ?[?,??1] -- 2.11 An example -- 2.12 A word about the notation -- 2.13 Summary of chapter -- 2.14 Notes and references -- 3 Adaptive systems : principles of identification -- 3.1 Introduction -- 3.2 Object of interest and model class -- 3.3 Identification criterion and algorithms -- 3.4 Data model assumptions -- 3.5 Analysis of identification algorithms -- 3.6 Persistency of excitation -- 3.7 Summary of chapter -- 3.8 Notes and references -- 3.9 Exercises -- 4 Adaptive Pole Assignment -- 4.1 Introduction -- 4.2 Preliminaries -- 4.3 The system and its representations -- 4.4 Equilibrium analysis -- 4.5 An algorithm for adaptive pole assignment -- 4.6 Analysis of the algorithm -- 4.7 Filtered signals -- 4.8 Modification of the projection algorithm -- 4.9 Summary of chapter -- 4.10 Notes and references -- 4.11 Exercises -- 5 Direct Adaptive Model Reference Control -- 5.1 Introduction -- 5.2 Basic problem definition -- 5.3 Model reference control: nonadaptive solution -- 5.4 Error model construction -- 5.5 Equilibrium analysis -- 5.6 Adaptive algorithm -- 5.7 Analysis of the adaptive system -- 5.8 Adaptive model reference control with disturbance rejection -- 5.9 Summary of chapter -- 5.10 Notes and references -- 5.11 Exercises -- 6 Universal Controllers -- 6.1 Introduction -- 6.2 Existence of solutions -- 6.3 The first order case -- 6.4 Higher order systems -- 6.5 Mårtensson’s algorithm -- 6.6 Summary of chapter -- 6.7 Notes and references -- 6.8 Exercises -- 7 The pole/zero cancellation problem -- 7.1 Introduction -- 7.2 The pole/zero cancellation problem in adaptive control -- 7.3 Combining direct and indirect adaptive control -- 7.4 Adaptive Excitation -- 7.5 A more fundamental viewpoint -- 7.6 Conclusions -- 7.7 Summary of chapter -- 7.8 Notes and references -- 7.9 Exercises -- 8 Averaging Analysis For Adaptive Systems -- 8.1 Introduction -- 8.2 Averaging -- 8.3 Transforming an adaptive system into standard form -- 8.4 Averaging approximation -- 8.5 Application: the MIT rule for adaptive control -- 8.6 Application: echo cancellation in telephony -- 8.7 Summary of chapter -- 8.8 Notes and references -- 8.9 Exercises -- 9 Dynamics of adaptive systems: A case study -- 9.1 Introduction -- 9.2 The example -- 9.3 Global analysis and bifurcations -- 9.4 Adaptive system behavior: ideal case -- 9.5 Adaptive system behavior: undermodelled case -- 9.6 Discussion -- 9.7 Summary of chapter -- 9.8 Notes and References -- 9.9 Exercises -- Epilogue -- A Background material -- A.1 A contraction result -- A.2 The Comparison Principle -- A.2.1 Bellman-Gronwall Lemma -- A.2.2 Perturbed linear stable systems -- A.3 Miscellaneous stability results -- A.3.1 Stability Definitions -- A.3.2 Some Lyapunov stability results -- A.4 Detectability -- A.5 An inequality for linear systems -- A.6 Finite horizon averaging result -- A.7 Maple code for solving Lyapunov equations -- A.8 Maple code for fixed points and two periodic solutions.
Record Nr. UNINA-9910478902103321
Mareels Iven  
Boston, MA : , : Birkhäuser Boston : , : Imprint : Birkhäuser, , 1996
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Adaptive Systems [[electronic resource] ] : An Introduction / / by Iven Mareels, Jan Willem Polderman
Adaptive Systems [[electronic resource] ] : An Introduction / / by Iven Mareels, Jan Willem Polderman
Autore Mareels Iven
Edizione [1st ed. 1996.]
Pubbl/distr/stampa Boston, MA : , : Birkhäuser Boston : , : Imprint : Birkhäuser, , 1996
Descrizione fisica 1 online resource (XVII, 342 p.)
Disciplina 519
Collana Systems & Control: Foundations & Applications
Soggetto topico System theory
Mathematical models
Probabilities
Systems Theory, Control
Mathematical Modeling and Industrial Mathematics
Probability Theory and Stochastic Processes
ISBN 0-8176-8142-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1 Adaptive Systems -- 1.1 Introduction -- 1.2 Adaptive systems: examples -- 1.3 General structure of adaptive control systems -- 1.4 Illustrating the concepts -- 1.5 Summary of chapter -- 1.6 Notes and references -- 1.7 Exercises -- 2 Systems And Their Representations -- 2.1 Introduction -- 2.2 Notation -- 2.3 The behavior -- 2.4 Latent variables -- 2.5 Equivalent representations -- 2.6 Controllability -- 2.7 Observability -- 2.8 Stability -- 2.9 Elimination of Latent variables -- 2.10 The ring ?[?,??1] -- 2.11 An example -- 2.12 A word about the notation -- 2.13 Summary of chapter -- 2.14 Notes and references -- 3 Adaptive systems : principles of identification -- 3.1 Introduction -- 3.2 Object of interest and model class -- 3.3 Identification criterion and algorithms -- 3.4 Data model assumptions -- 3.5 Analysis of identification algorithms -- 3.6 Persistency of excitation -- 3.7 Summary of chapter -- 3.8 Notes and references -- 3.9 Exercises -- 4 Adaptive Pole Assignment -- 4.1 Introduction -- 4.2 Preliminaries -- 4.3 The system and its representations -- 4.4 Equilibrium analysis -- 4.5 An algorithm for adaptive pole assignment -- 4.6 Analysis of the algorithm -- 4.7 Filtered signals -- 4.8 Modification of the projection algorithm -- 4.9 Summary of chapter -- 4.10 Notes and references -- 4.11 Exercises -- 5 Direct Adaptive Model Reference Control -- 5.1 Introduction -- 5.2 Basic problem definition -- 5.3 Model reference control: nonadaptive solution -- 5.4 Error model construction -- 5.5 Equilibrium analysis -- 5.6 Adaptive algorithm -- 5.7 Analysis of the adaptive system -- 5.8 Adaptive model reference control with disturbance rejection -- 5.9 Summary of chapter -- 5.10 Notes and references -- 5.11 Exercises -- 6 Universal Controllers -- 6.1 Introduction -- 6.2 Existence of solutions -- 6.3 The first order case -- 6.4 Higher order systems -- 6.5 Mårtensson’s algorithm -- 6.6 Summary of chapter -- 6.7 Notes and references -- 6.8 Exercises -- 7 The pole/zero cancellation problem -- 7.1 Introduction -- 7.2 The pole/zero cancellation problem in adaptive control -- 7.3 Combining direct and indirect adaptive control -- 7.4 Adaptive Excitation -- 7.5 A more fundamental viewpoint -- 7.6 Conclusions -- 7.7 Summary of chapter -- 7.8 Notes and references -- 7.9 Exercises -- 8 Averaging Analysis For Adaptive Systems -- 8.1 Introduction -- 8.2 Averaging -- 8.3 Transforming an adaptive system into standard form -- 8.4 Averaging approximation -- 8.5 Application: the MIT rule for adaptive control -- 8.6 Application: echo cancellation in telephony -- 8.7 Summary of chapter -- 8.8 Notes and references -- 8.9 Exercises -- 9 Dynamics of adaptive systems: A case study -- 9.1 Introduction -- 9.2 The example -- 9.3 Global analysis and bifurcations -- 9.4 Adaptive system behavior: ideal case -- 9.5 Adaptive system behavior: undermodelled case -- 9.6 Discussion -- 9.7 Summary of chapter -- 9.8 Notes and References -- 9.9 Exercises -- Epilogue -- A Background material -- A.1 A contraction result -- A.2 The Comparison Principle -- A.2.1 Bellman-Gronwall Lemma -- A.2.2 Perturbed linear stable systems -- A.3 Miscellaneous stability results -- A.3.1 Stability Definitions -- A.3.2 Some Lyapunov stability results -- A.4 Detectability -- A.5 An inequality for linear systems -- A.6 Finite horizon averaging result -- A.7 Maple code for solving Lyapunov equations -- A.8 Maple code for fixed points and two periodic solutions.
Record Nr. UNINA-9910789349103321
Mareels Iven  
Boston, MA : , : Birkhäuser Boston : , : Imprint : Birkhäuser, , 1996
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Adaptive Systems [[electronic resource] ] : An Introduction / / by Iven Mareels, Jan Willem Polderman
Adaptive Systems [[electronic resource] ] : An Introduction / / by Iven Mareels, Jan Willem Polderman
Autore Mareels Iven
Edizione [1st ed. 1996.]
Pubbl/distr/stampa Boston, MA : , : Birkhäuser Boston : , : Imprint : Birkhäuser, , 1996
Descrizione fisica 1 online resource (XVII, 342 p.)
Disciplina 519
Collana Systems & Control: Foundations & Applications
Soggetto topico System theory
Mathematical models
Probabilities
Systems Theory, Control
Mathematical Modeling and Industrial Mathematics
Probability Theory and Stochastic Processes
ISBN 0-8176-8142-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1 Adaptive Systems -- 1.1 Introduction -- 1.2 Adaptive systems: examples -- 1.3 General structure of adaptive control systems -- 1.4 Illustrating the concepts -- 1.5 Summary of chapter -- 1.6 Notes and references -- 1.7 Exercises -- 2 Systems And Their Representations -- 2.1 Introduction -- 2.2 Notation -- 2.3 The behavior -- 2.4 Latent variables -- 2.5 Equivalent representations -- 2.6 Controllability -- 2.7 Observability -- 2.8 Stability -- 2.9 Elimination of Latent variables -- 2.10 The ring ?[?,??1] -- 2.11 An example -- 2.12 A word about the notation -- 2.13 Summary of chapter -- 2.14 Notes and references -- 3 Adaptive systems : principles of identification -- 3.1 Introduction -- 3.2 Object of interest and model class -- 3.3 Identification criterion and algorithms -- 3.4 Data model assumptions -- 3.5 Analysis of identification algorithms -- 3.6 Persistency of excitation -- 3.7 Summary of chapter -- 3.8 Notes and references -- 3.9 Exercises -- 4 Adaptive Pole Assignment -- 4.1 Introduction -- 4.2 Preliminaries -- 4.3 The system and its representations -- 4.4 Equilibrium analysis -- 4.5 An algorithm for adaptive pole assignment -- 4.6 Analysis of the algorithm -- 4.7 Filtered signals -- 4.8 Modification of the projection algorithm -- 4.9 Summary of chapter -- 4.10 Notes and references -- 4.11 Exercises -- 5 Direct Adaptive Model Reference Control -- 5.1 Introduction -- 5.2 Basic problem definition -- 5.3 Model reference control: nonadaptive solution -- 5.4 Error model construction -- 5.5 Equilibrium analysis -- 5.6 Adaptive algorithm -- 5.7 Analysis of the adaptive system -- 5.8 Adaptive model reference control with disturbance rejection -- 5.9 Summary of chapter -- 5.10 Notes and references -- 5.11 Exercises -- 6 Universal Controllers -- 6.1 Introduction -- 6.2 Existence of solutions -- 6.3 The first order case -- 6.4 Higher order systems -- 6.5 Mårtensson’s algorithm -- 6.6 Summary of chapter -- 6.7 Notes and references -- 6.8 Exercises -- 7 The pole/zero cancellation problem -- 7.1 Introduction -- 7.2 The pole/zero cancellation problem in adaptive control -- 7.3 Combining direct and indirect adaptive control -- 7.4 Adaptive Excitation -- 7.5 A more fundamental viewpoint -- 7.6 Conclusions -- 7.7 Summary of chapter -- 7.8 Notes and references -- 7.9 Exercises -- 8 Averaging Analysis For Adaptive Systems -- 8.1 Introduction -- 8.2 Averaging -- 8.3 Transforming an adaptive system into standard form -- 8.4 Averaging approximation -- 8.5 Application: the MIT rule for adaptive control -- 8.6 Application: echo cancellation in telephony -- 8.7 Summary of chapter -- 8.8 Notes and references -- 8.9 Exercises -- 9 Dynamics of adaptive systems: A case study -- 9.1 Introduction -- 9.2 The example -- 9.3 Global analysis and bifurcations -- 9.4 Adaptive system behavior: ideal case -- 9.5 Adaptive system behavior: undermodelled case -- 9.6 Discussion -- 9.7 Summary of chapter -- 9.8 Notes and References -- 9.9 Exercises -- Epilogue -- A Background material -- A.1 A contraction result -- A.2 The Comparison Principle -- A.2.1 Bellman-Gronwall Lemma -- A.2.2 Perturbed linear stable systems -- A.3 Miscellaneous stability results -- A.3.1 Stability Definitions -- A.3.2 Some Lyapunov stability results -- A.4 Detectability -- A.5 An inequality for linear systems -- A.6 Finite horizon averaging result -- A.7 Maple code for solving Lyapunov equations -- A.8 Maple code for fixed points and two periodic solutions.
Record Nr. UNINA-9910827767203321
Mareels Iven  
Boston, MA : , : Birkhäuser Boston : , : Imprint : Birkhäuser, , 1996
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Advanced Linear Modeling : Statistical Learning and Dependent Data / / by Ronald Christensen
Advanced Linear Modeling : Statistical Learning and Dependent Data / / by Ronald Christensen
Autore Christensen Ronald
Edizione [3rd ed. 2019.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019
Descrizione fisica 1 online resource (618 pages) : illustrations
Disciplina 519.5
Collana Springer Texts in Statistics
Soggetto topico Probabilities
Computer mathematics
Statistics 
Probability Theory and Stochastic Processes
Computational Mathematics and Numerical Analysis
Statistical Theory and Methods
ISBN 3-030-29164-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1. Nonparametric Regression -- 2. Penalized Estimation -- 3. Reproducing Kernel Hilbert Spaces -- 4. Covariance Parameter Estimation -- 5. Mixed Models and Variance Components -- 6. Frequency Analysis of Time Series -- 7. Time Domain Analysis -- 8. Linear Models for Spacial Data: Kriging -- 9. Multivariate Linear Models: General. 10. Multivariate Linear Models: Applications -- 11. Generalized Multivariate Linear Models and Longitudinal Data -- 12. Discrimination and Allocation -- 13. Binary Discrimination and Regression -- 14. Principal Components, Classical Multidimensional Scaling, and Factor Analysis -- A Mathematical Background -- B Best Linear Predictors -- C Residual Maximum Likelihood -- Index -- Author Index.
Record Nr. UNINA-9910364955903321
Christensen Ronald  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Advanced Maintenance Modelling for Asset Management : Techniques and Methods for Complex Industrial Systems / / edited by Adolfo Crespo Márquez, Vicente González-Prida Díaz, Juan Francisco Gómez Fernández
Advanced Maintenance Modelling for Asset Management : Techniques and Methods for Complex Industrial Systems / / edited by Adolfo Crespo Márquez, Vicente González-Prida Díaz, Juan Francisco Gómez Fernández
Edizione [1st ed. 2018.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018
Descrizione fisica 1 online resource (XXI, 467 p. 144 illus., 69 illus. in color.)
Disciplina 658.5
Soggetto topico Engineering economics
Engineering economy
Mathematical optimization
Probabilities
Production management
Quality control
Reliability
Industrial safety
Operations research
Decision making
Engineering Economics, Organization, Logistics, Marketing
Optimization
Probability Theory and Stochastic Processes
Operations Management
Quality Control, Reliability, Safety and Risk
Operations Research/Decision Theory
ISBN 3-319-58045-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Part I: Introduction -- Chapter 1: Asset Management in the Context of the Industry 4.0 -- Part II: A Changing Asset Management Framework -- Chapter 2: A Maintenance Management Framework Based on PAS 55 -- Chapter 3: The Integration of Open Reliability, Maintenance and Condition Monitoring Management Systems -- Chapter 4: Prognostics and Health Management in Advanced Maintenance Systems -- Chapter 5: A Framework for Effective Management of CBM Programs -- Part III: Pursuing High Management Effectiveness in a Dynamic Environment -- Chapter 6: Criticality Analysis for Maintenance Purposes -- Chapter 7: AHP Method Adapted to a Changing Environment -- Chapter 8: Reliability Stochastic Modeling for Repairable Physical Assets. Case Study Applied to the Chilean Mining -- Chapter 9: Economic Impact of a Failure Using Life Cycle Cost Analysis -- Part IV: Advanced Methods and Techniques to Improve Management Efficiency -- Chapter 10: On-line Reliability and Risk to Schedule the Preventive Maintenance in Network Utilities -- Chapter 11: Customer-oriented Risk Assessment in Network Utilities -- Chapter 12: Analysis of Dynamic Reliability Surveillance.-Part V: The Need for Innovation in Assessment and Control -- Chapter 13: A Quantitative Graphical Analysis to Support Maintenance -- Chapter 14: Case Study of Graphical Analysis for Maintenance Management -- Chapter 15: A Graphical Method to Support Operation Performance Assessment -- Chapter 16: A Practical Method for the Maintainability Assessment -- Part VI: Continuous Improvement Through Emergent Process and Technologies.-Chapter 17: Value-driven Engineering of E-Maintenance Platforms -- Chapter 18: Assistance to Dynamic Maintenance Tasks by Ann Based Models -- Chapter 19: Availability Model Under Overcapacity and Load Sharing Restrictions -- Chapter 20: Influence of the Input Load on the Reliability of the Grinding Line -- Part VII: Results and Conclusions -- Chapter 21: Summary of Result and Conclusions.
Record Nr. UNINA-9910299922603321
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Advanced Modelling in Mathematical Finance : In Honour of Ernst Eberlein / / edited by Jan Kallsen, Antonis Papapantoleon
Advanced Modelling in Mathematical Finance : In Honour of Ernst Eberlein / / edited by Jan Kallsen, Antonis Papapantoleon
Edizione [1st ed. 2016.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016
Descrizione fisica 1 online resource (XXIV, 496 p. 79 illus., 69 illus. in color.)
Disciplina 332.60151
Collana Springer Proceedings in Mathematics & Statistics
Soggetto topico Economics, Mathematical 
Probabilities
Quantitative Finance
Probability Theory and Stochastic Processes
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Preface -- An Interview with Ernst Eberlein -- Part I: Flexible Lévy-based models. E. A. v. Hammerstein: Tail behaviour and tail dependence of generalized hyperbolic distributions -- O. Barndorff-Nielsen: Gamma kernels and BSS/LSS processes -- M. Mandjes and P. Spreij: Explicit computations for some Markov modulated counting processes -- Part II: Statistics and risk -- H. Geman and B. Liu: The outlook of energy markets in 2015: introducing distances between forward curves -- D. Madan: Three non-Gaussian models of dependence in returns -- A. Kimura and N. Yoshida: Estimation of correlation between latent processes -- J. Beirlant, W. Schoutens, J. De Spiegeleer, T. Reynkens, and K. Herrmann: Hunting for black swans in the European banking sector using extreme value analysis -- E. Lütkebohmert-Holtz and Y. Xiao: Collateralized borrowing and default risk -- G. Stahl: Model uncertainty in a holistic perspective -- Part III: Derivative pricing, hedging, and optimization -- Ch. Bayer and J. Schoenmakers: Option pricing in affine generalized Merton models -- G. Jahncke and J. Kallsen: Approximate pricing of call options on the quadratic variation in Lévy models -- A. Černý: Dynamic discrete-time hedging of barrier options under leptokurtic returns driven by an exponential Lévy model -- M. Musiela, E. Sokolova, and Th. Zariphopoulou: Exponential forward indifference prices in incomplete binomial models -- M. Feodoria and J. Kallsen: Almost surely optimal portfolios under propotional transaction costs -- J. M. Corcuera, J. Fajardo, and O. Pamen: On the optimal payoffs -- L. Rüschendorf and V. Wolf: Construction and hedging of optimal payoffs in Lévy Models -- Part IV: Term-structure modelling -- I. Klein, Th. Schmidt, and J. Teichmann: No arbitrage theory for bond markets -- K. Glau, Z. Grbac, and Antonis Papapantoleon: A unified view of LIBOR models -- Z. Grbac, D. Krief, and P. Tankov: Approximate option pricing in the Lévy LIBOR model -- F. E. Benth: Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework.
Record Nr. UNINA-9910155301603321
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016
Materiale a stampa
Lo trovi qui: Univ. Federico II
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