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New Books

 

Practical Reliability Engineering 

Patrick P. O'Connor , Andre Kleyner 

Publication Date: March 6, 2012 | ISBN-10: 047097981X | ISBN-13: 978-0470979815 | Edition: 5

With emphasis on practical aspects of engineering, this bestseller has gained worldwide recognition through progressive editions as the essential reliability textbook. This fifth edition retains the unique balanced mixture of reliability theory and applications, thoroughly updated with the latest industry best practices. Practical Reliability Engineering fulfils the requirements of the Certified Reliability Engineer curriculum of the American Society for Quality (ASQ). Each chapter is supported by practice questions, and a solutions manual is available to course tutors via the companion website. Enhanced coverage of mathematics of reliability, physics of failure, graphical and software methods of failure data analysis, reliability prediction and modeling, design for reliability and safety as well as management and economics of reliability programmes ensures continued relevance to all quality assurance and reliability courses. The fifth edition will appeal to a wide range of readers from college students to seasoned engineering professionals involved in the design, development, manufacture and maintenance of reliable engineering products and systems.

For more information see on link.

 

 

 

 

The Logical-Probabilistic Assessment

of the Reliability, Survivability and Safety Problems

By Igor Riabinin

 

This book is written by the outstanding Russian reliability expert – Igor Riabinin.

You can find a detailed information about this wonderful man on site.

 

 

 

Models of Network Reliability

Analysis, Combinatorics,

and Monte Carlo

By Ilya B Gertsbakh, Yoseph Shpungin

 

ISBN: 978-1-4398-1741-4

Binding: Hardback

Published by: CRC Press

Publication Date: 22/12/2009, Pages: 217

 

About the Book

 

Unique in its approach, Models of Network Reliability: Analysis, Combinatorics, and Monte Carlo provides a brief introduction to Monte Carlo methods along with a concise exposition of reliability theory ideas. From there, the text investigates a collection of principal network reliability models, such as terminal connectivity for networks with unreliable edges and/or nodes, network lifetime distribution in the process of its destruction, network stationary behavior for renewable components, importance measures of network elements, reliability gradient, and network optimal reliability synthesis. Solutions to most principal network reliability problems are presented in the form of efficient Monte Carlo algorithms and illustrated with numerical examples and tables—including medium sized computer networks.

 

Table of Contents

 

Operational Risk Management:

a practical approach to intelligent data analysis

 

ISBN  9780470517666

 

Publisher: John Wiley and Sons, Chichester

Editors: Ron S. Kenett and Yossi Raanan

 

more: http://eu.wiley.com/WileyCDA/WileyTitle/productCd-047074748X.html

 

Introduction to the book

 

Operational Risk Management is becoming a key competency for organisations in all industries. Financial institutions, regulated by the Basel II accord, need to address it systematically since their level of implementation affects their capital requirements, one of their major operational expenses. Health organisations have been tackling this challenge for many years. The Institute of Medicine reported in 2000 that 44,000 - 98,000 patients die each year in the US as a result of medication errors, surgical errors and missed diagnoses, at an estimated cost to the US economy of $17-$29 billion. Operational risks affect large organisations as well as Small and Medium-sized Enterprises (SMEs) in virtually all industries, from the oil and gas industry, to hospitals, from education to public services.

 

This multi-author book is about tracking and managing operational risks using state-of-the-art technology that combines the analysis of qualitative, semantic, unstructured data with quantitative data. The examples used are mostly from information technology but the approach is general. As such, the book provides knowledge and methods that can have a substantial impact on the economy and quality of life.

 

The book has four main parts. Part I is an introduction to Operational Risk Management, Part II deals with data for Operational Risk Management and its handling, Part III covers operational risks analytics and Part IV concludes the book with several applications and a discussion on how Operational Risk Management integrates with other disciplines. The fourteen chapters and the book layout are listed below with short descriptions.

 

 

 

 

 

 

 

 

 

 

 

 

 

What is this book about? For whom is it written? Thus, this is not a tutorial book on mathematics or history of science. This is a kind of museum: you come here just for excursions to know about interesting and sometimes exciting stories of human discoveries in sciences.

The book is open for everybody who likes to enrich their intelligence with the history of genius insights and great mistakes (mistakes also can be great!), and with biographies of creators of mathematical thinking and mathematical approaches in the study of the World.

Who are the readers of the proposed book? We believe that there is no special audience in the sense of education or age.  We can imagine that the book could be interesting even for state leaders whose educational level is enough to read something beyond speeches prepared for them by their advisors. This book is not intended to convert you to a “mathematical religion”.  However, to be honest, we pursued the objective: we tried to convince you, the reader, that without mathematics homo erectus would never transform into homo sapiens.

Igor Ushakov

 

 

Reliability Engineering

and Risk Analysis: A Practical Guide, Second Edition

by Mohammad Modarres, Mark Kaminskiy, Vasiliy Krivtsov

ISBN: 0849392470

 

Reliability Engineering and Risk Analysis: A Practical Guide, Second Edition has already introduced a generation of engineers to the practical methods and techniques used in reliability and risk studies applicable to numerous disciplines. Written for both practicing professionals and engineering students, this comprehensive overview of analysis techniques has been fully updated, expanded, and revised to meet current needs. It concentrates on reliability analysis of complex systems and components, and also presents elementary risk analysis techniques and how they are applied to individual components. It then reviews more complex overall system reliability.

Since reliability analysis is a multi-disciplinary subject, the scope of this book applies to most engineering disciplines. The contents of the book are primarily based on the materials used in three undergraduate and graduate-level courses at the University of Maryland. This book has greatly benefited from its authors industry experience. It balances a mixture of basic theory and useful applications and presents a large number of examples to clarify the technical subjects. It assesses the uses and limitations of techniques commonly used today, updating advances, emerging topics, and techniques.

A proven educational tool, this bestselling classic will serve anyone working on realfailure prediction problems. It presents illustrative examples and exercises used in the authors’ classes to clarify technical subjects and expand discussion of modeling for analysis.

 

Andrey Kostogryzov, Vojislav Stoiljković
APPLICABLE METHODS TO ANALYZE AND OPTIMIZE SYSTEM PROCESSES

Moscow: “Armament. Policy. Conversion”, 2007 — 328 p.

ISBN 5-902313-05-8
 

 

The book focuses on describing and using mathematical models, methods and software tools, intended to analyze and optimize system processes in life cycle. It is purposed for a systems analysts from customers, designers, developers, users, experts of testing laboratories and certification bodies, as well as a staff of quality and security management. Application helps to solve well-reasonly the next practical system problems in life cycle: analysis of quality management systems for enterprises; substantiation of quantitative system requirements to hardware, software, users, staff, technologies; requirements analysis; evaluation of project engineering decisions; investigation of problems concerning potential threats to system operation including protection against terrorists and information security; evaluation of system operation quality, recommending rational conditions for system use and ways for optimization etc. Dozens examples explain the offered models.

 

A.I. KOSTOGRYZOV, P.V. STEPANOV
Innovative management of quality and risks in systems life cycle

Moscow: “Armament. Policy.Conversion”, 2008 — 404 p. (in Russian),

ISBN 5-89370-012-0
 

Practical guide is devoted to the researches of typical processes for providing effective management of quality and risks in systems life cycle. It covers logically closed contour: «requirements of system standards – supporting mathematical models to estimate probabilities of success, risks, profits and damages – ways of rational management, including automatic analysis through Internet». Thereby the reader can substantiate answers on system engineering questions: «How to reach level of the international standards?», «Is expected quality achievable?», «Can be the system requirements met?», «How much safe are those or others scenarios?», «What about the real risks, profits and possible damages?», «What choice is rational?», «What measures are more effective?» and others. The answers may be received before critical events (not only after these events). The modern international and domestic standards for systems are analyzed. Mathematical models and their software tools, accessible to wide use, are offered. Criteria of efficient control are formulated. The mathematical statements of problems to analyzing and optimizing systems are formulated. Many examples demonstrate practical possibilities of the offered models and
software tools. The innovative approach to quality management and risks management is supposed, it allows to pass from a pragmatical filtration of the information to generation of the proved ideas and effective decisions. The guide is purposed for systems analysts from customers, designers, developers, users, experts of testing laboratories and certification bodies, as well as staff of quality and security management. It can be used in system life cycle to form system requirements, compare different processes, substantiate technical decisions, carrying out tests, adjust technological parameters, estimate quality and risks. The decisions, scientifically proved by the offered models and software tools, can provide purposeful essential improvement of quality and mitigation of risks and decrease expenses for created and operating systems.

Scenario Logic and Probabilisitic Management of Risk in Business and Engineering

 

Evgueni D. Solojentsev
Second Edition

 

 

 

 

The book proposes a uniform logic and probabilistic (LP) approach to risk estimation and analysis in engineering and economics. It covers the methodological and theoretical basis of risk management at the design, test, and operation stages of economic, banking, and engineering systems with groups of incompatible events
(GIE). It considers the risk LP-models in classification, investment, management of companies, bribes and corruption, analysis of risk and efficiency of social and economical processes, and management of development. By introducing finite sets in the tabular database (DB), it is possible to get a knowledge-base (KB), to decide tasks of risk, efficiency and management.

Switching Processes in Queueing Models

Vladimir Anisimov, GlaxoSmithKline, UK

ISBN: 9781848210455

Publication Date: May 2008   

Hardback   352 pp.

70.00 GPB, 110.00 EUR, 140.00 USD

 

 

 

The book is devoted to developing the asymptotic theory for the class of switching queuing models which covers state-dependent models in a Markov or semi-Markov environment, models under the influence of flows of external or internal perturbations, unreliable and hierarchic networks, etc. Switching processes, invented by the author in 1977, are the main tools used in the investigation. Asymptotic results for processes with rare switching provide a new approach to low traffic problems, to the analysis of flows of rare events and asymptotic aggregation of state space in queuing models.

 

read more...                 book contents download...

 

General risk theory

(in Russian)

N.N. Radaev, Ya.D. Veshniakov

 

Different kinds of risks and their classification are described in text edition for universities published by the printing house Academia. At the same time you can find there the characteristic of risk forming factors, i.e. natural, industrial, social, social and political ones. General questions of risks analysis (identification, valuation, prognosis, acceptability) and risk management (decision making and measures validation) for different objects are also systematically represented  in the book.

HISTORIES OF SCIENTIFIC INSIGHTS

Igor Ushakov, (Edited by Arne Mortensen)

ISBN: 978-1-4303-2849-0
Publisher: Lulu.com
Rights Owner: Igor Ushakov
Copyright: © 2007  Standard Copyright License
Language: English
Country:
Edition: First Edition

Who are the readers of the proposed book? There is no special audience in the sense of education or age.  The books could be interesting to schoolteachers and university professors (not necessarily in math!) who wish making their lectures more vivid and intriguing.  At the same time, schoolchildren and university students may find here many interesting facts and ideas. The book could be interesting even for state leaders whose educational level is enough to read something beyond speeches prepared for them by their advisors.

 

To order the book press http://www.lulu.com/

(after this type “Ushakov” in SEARCH window)

 

 

Last books by Boris Gnedenko

 

1995, J.Wiley

Links for Probabilistic Reliability Engineering

 

To John Wiley and Sons

http://www.wiley.com/WileyCDA/WileyTitle/productCd-0471305022.html

 

To Amazon

http://www.amazon.com/Probabilistic-Reliability-Engineering-Boris-Gnedenko/dp/0471305022

 

 

1999, J.Wiley

Links for Statistical Reliability Engineering

 

To John Wiley and Sons

http://www.wiley.com/WileyCDA/WileyTitle/productCd-0471123560.html

 

To Amazon

http://www.amazon.com/exec/obidos/ASIN/0471123560

 

 

STOCHASTIC SYSTEMS IN MERGING PHASE SPACE
by Vladimir S Koroliuk (National Academy of Sciences, Ukraine) & Nikolaos Limnios (University of Technology of Compiиgne, France)

 

348pp   Pub. date: Dec 2005

ISBN 978-981-256-591-4
981-256-591-4

US$75 / £41

 

 

This book provides recent results on the stochastic approximation of systems by weak convergence techniques. General and particular schemes of proofs for average, diffusion, and Poisson approximations of stochastic systems are presented, allowing one to simplify complex systems and obtain numerically tractable models.

The systems discussed in the book include stochastic additive functionals, dynamical systems, stochastic integral functionals, increment processes and impulsive processes. All these systems are switched by Markov and semi-Markov processes whose phase space is considered in asymptotic split and merging schemes. Most of the results from semi-Markov processes are new and presented for the first time in this book.

 

Reliability and Risk: A Bayesian Perspective

Nozer D. Singpurwalla

 

ISBN: 978-0-470-85502-7

Hardcover

396 pages

August 2006

 

 

Reliability and Risk provides a comprehensive overview of the mathematical and statistical aspects of risk and reliability analysis, from a Bayesian perspective. This book sets out to change the way in which we think about reliability and survival analysis by casting them in the broader context of decision-making. Reliability and Risk can most profitably be used by practitioners and research workers in reliability and survivability as a source of information, reference, and open problems. It can also form the basis of a graduate level course in reliability and risk analysis for students in statistics, biostatistics, engineering (industrial, nuclear, systems), operations research, and other mathematically oriented scientists, wherein the instructor could supplement the material with examples and problems.

 

Encyclopedia of Statistics in Quality and Reliability

Fabrizio Ruggeri (Editor-in-Chief), Ron S. Kenett (Editor-in-Chief),

Frederick W. Faltin (Editor-in-Chief)

 

ISBN: 978-0-470-01861-3

Hardcover

1800 pages

November 2007

Description

An essential reference for statisticians, engineers, and quality professionals in industry, academia, and government, Encyclopedia of Statistics in Quality and Reliability offers an essential knowledge source in an area where one is sorely needed. Providing a practical orientation with a large selection of case studies, this multi-volume state-of-the-art publication examines the widespread use of Six Sigma. This popular quality measuring technique is a highly adaptable tool with many wide-reaching applications in a large variety of sectors.

 

Mikhail Yastrebenetsky, Viktor Vasilchenko, Svetlana Vinogradska,

Vladislav Goldrin, Yuri Rozen, Leonid Spektor, Viacheslav Kharchenko

 

Nuclear Power Plants Safety: Instrumentation and Control Systems

 

The book covers the issue of nuclear power plants (NPP) instrumentation and control (I&C) systems considered in terms of NPP safety. International Atomic Energy Agency, International Electrotechnical Commission, Ukrainian and Russian standard bases related  NPP I&C systems are overviewed. The requirements important for the safety of NPP I&C systems and their components (hardware, software, program- technical complexes) are described, as well as recommendations on the assurance of these requirements. The examples of safety assurance and evaluation of different I&C systems installed at Ukrainian NPPs are described...

 

AN INTRODUCTION TO THE BASICS OF RELIABILITY AND RISK ANALYSIS

by Enrico Zio (Polytechnic of Milan, Italy)

The necessity of expertise for tackling the complicated and multidisciplinary issues of safety and risk has slowly permeated into all engineering applications so that risk analysis and management has gained a relevant role, both as a tool in support of plant design and as an indispensable means for emergency planning in accidental situations. This entails the acquisition of appropriate reliability modeling and risk analysis tools to complement the basic and specific engineering knowledge for the technological area of application.

Aimed at providing an organic view of the subject, this book provides an introduction to the principal concepts and issues related to the safety of modern industrial activities. It also illustrates the classical techniques for reliability analysis and risk assessment used in current practice.

ELEMENTS OF STOCHASTIC MODELLING
by K Borovkov

(The University of Melbourne, Australia)

This textbook has been developed from the lecture notes for a one-semester course on stochastic modelling. It reviews the basics of probability theory and then covers the following topics: Markov chains, Markov decision processes, jump Markov processes, elements of queueing theory, basic renewal theory, elements of time series and simulation.

 

Rigorous proofs are often replaced with sketches of arguments — with indications as to why a particular result holds, and also how it is connected with other results — and illustrated by examples. Wherever possible, the book includes references to more specialised texts containing both proofs and more advanced material related to the topics covered.

 

 

Series on Quality, Reliability and Engineering Statistics -Vol. 10

MODERN STATISTICAL AND MATHEMATICAL METHODS IN RELIABILITY

by Alyson Wilson  (Los Alamos National Laboratory, USA Nikolaos Limnios (Universite de Technologie de Compiegne, France), Sallie Keller-McNulty & Yvonne <\miijn (Los Alamos National Laboratory, USA)

 

This volume contains extended versions of 28 carefully selected and reviewed papers presented at The Fourth International Conference on Mathematical Methods in Reliability in Santa Fe, New Mexico, June 21-25, 2004, the leading conference in reliability research. The meeting serves as a forum for discussing fundamental issues on mathematical methods in reliability theory and its applications.A broad overview of current research activities in reliability theory and its applications is provided with coverage on reliability modeling, network and system reliability, Bayesian methods, survival analysis, degradation and maintenance modeling, and software reliability.

STOCHASTIC SYSTEMS IN MERGING PHASE SPACE

by Vladimir S Koroliuk (National Academy of Sciences, Ukraine) & Nikolaos Limnios (University of Technology of Compiegne, France)

 

This book provides recent results on the stochastic approximation of systems by weak convergence techniques. General and particular schemes of proofs for average, diffusion, and Poisson approximations of stochastic systems are presented, allowing one to simplify complex systems and obtain numerically tractable models.

The systems discussed in the book include stochastic additive functional, dynamical systems, stochastic integral functionals, increment processes and impulsive processes. All these systems are switched by Markov and semi-Markov processes whose phase space is considered in asymptotic split and merging schemes. Most of the results from semi-Markov processes are new and presented for the first time in this book.

EXTREME VALUE DISTRIBUTIONS Theory and Applications

by Samuel Kotz (The George Washington University USA) & Saralees Nadarajah (The University of Nottingham, UK)

 

"Extreme Value Distributions is a well-organized, workmanlike treatment of the subject ... Researchers who need to deal with extreme value problems but are novice statisticians will greatly appreciate the clarity of presentation in this book and will wish to obtain copy."

The Statisticians, Royal Society of Statistics "The wealth of material and the critical comments by the authors on the various problems considered in the monograph should make it a valuable resource even for a specialist'

Geometries and Groups

by V.v. Nikulin, I.r. Shafarevich

$69.95

This is a quite exceptional book, a lively and approachable treatment of an important field of mathematics given in a masterly style. Assuming only a school background, the authors develop locally Euclidean geometries, going as far as the modular space of structures on the torus, treated in terms of Lobachevsky's non-Euclidean geometry. Each section is carefully motivated by discussion of the physical and general scientific implications of the mathematical argument, and its place in the history of mathematics and philosophy.

 

The book is expected to find a place alongside classics such as Hilbert and Cohn-Vossen's "Geometry and the imagination" and Weyl's "Symmetry"

Б.В. Гнеденко

Очерки по истории математики в России

 

Abstract

The book, written by one of the classics in the Probability Theory – Boris Gnedenko (1912-1995), contains a history of development of mathematical culture in Russia from the oldest days until 40-s of the XX century. This is the second edition which includes new comments that cover some new results during the last 60 years.

 

The book will be interesting for wide audience as well as for mathematicians, historians and science methodologists. The book is published in Russian by “KomKniga” Publishing House (Moscow, Russia)  in the end of 2005.

Б.В. Гнеденко, И.Н. Коваленко

Введение в теорию массового обслуживания

 

Abstract

 

The book is the 3-rd corrected and completed edition. It is dedicated to explanation of the main methodology of the Queuing Theory.  A serious attention is paid to probabilistic interpretation of the results that directed to the developing of the reader intuition. The theory of homogenous point processes, created by A. Khinchin, as well as Markov process theory are applied for constructing various queuing system. Methods of Monte Carlo simulation are also presented.

 

This edition is focused on some specific queuing models that are most used nowadays.  There is also a brief review of modern works in the area. The final part of the book is dedicated to description of Gnedenko’s input into Queuing and Reliability theories and a list of his publications on the subject is given. The book will be useful for those who deal with probability theory and its applications: engineers, doctoral students and graduate students of  universities.

Stochastic Ageing and Dependence for Reliability

 

Chin-Diew Lai and Min Xie

Ageing and dependence are two important characteristics in reliability and survival analysis, and they affect significantly the decision people make with regard to maintenance, repair/replacement, price setting, warranties, medical studies, and other areas. There are many papers published at different technical levels. This book aims at providing a state-of-the-art review of the subject so the interested readers may have a panoramic view of the theory and applications of the two areas.

 

This book serves as reference book for professors and researchers involved in reliability and survival analysis. Students with basic probability and statistics knowledge interested in applications will also find the book useful.

 

The Universal Generating Function in Reliability Analysis and Optimization

 

Gregory Levitin

 

Springer, 2005

 

The author develops techniques of Universal Generating Function introduced by I. Ushakov in the middle of 80-e. The book offers a description of the universal generating function technique and its applications in Reliability Analysis of binary and multi-state systems and as well to optimization of series-parallel structures under certain constraints. The book supplies with a number of examples from engineering practice.

 

Теория надежности с приложениями к профилактическому  обслуживанию

 

И. Герцбах

Эта книга - перевод   с английского  монографии  I. Gertsbakh, Theory of Reliability  With Applications to Preventive Maintenance, Springer-Verlag- 2000.

 

Автор - известный специалист в области  теории надежности -  написал  ее на основе лекций, прочитанных в 1997-1999 гг. в Университете им. Бен-Гуриона  (Израиль)  для  студентов инженерных специальностей.  И.Герцбах  знаком  русскому читателю по  книгам "Модели отказов" (совместно с Х.Б. Кордонским, 1966) и "Модели профилактики" (1969).

 

"Теория надежности" написана просто и доступно, в ней нет длинных и громоздких доказательств, в ней много интересных примеров и задач с подробными решениями и алгоритмами,   написанными на  пакете  Mathematica.

 

В Приложении дается Нормальная и Вейбулловская  вероятностная бумага .  

 

Книга содержит  сведения о статистической обработке неполных (усеченных) данных,  теорию распределений в надежности,  модели профилактического  обслуживания систем  с многими состояниями, новый материал  по обслуживанию с обучением и по выбору оптимальных шкал времени.

 

Эта книга идеально подходит как учебник  или учебное пособие по Теории надежности,  Приложениям теории вероятностей, Введению в случайные процессы, и может быть использована    студентами, аспирантами  и научными работниками  инженерных специальностей  и прикладными  математиками.

 

Mathematical Models for Systems Reliability

 

Benjamin Epstein

Ishay Weissman

List Price: £41.99
ISBN: 9781420080827
Number of Pages: 272

 

Evolved from the lectures of a recognized pioneer in developing the theory of reliability, Mathematical Models for Systems Reliability provides a rigorous treatment of the required probability background for understanding reliability theory. This classroom-tested text begins by discussing the Poisson process and its associated probability laws. The next two chapters explore the stochastic behavior over time of one- and two-unit repairable systems. After covering general continuous-time Markov chains, pure birth and death processes, and transitions and rates diagrams, the authors consider first passage-time problems in the context of systems reliability. The final chapters show how certain techniques can be applied to a variety of reliability problems.

 

 

Advances in Degradation Modeling

Applications to Reliability, Survival Analysis, and Finance
Series: Statistics for Industry and Technology 
 

Nikulin, M.S.; Limnios, N.; Balakrishnan, N.; Kahle, W.; Huber-Carol, C. (Eds.) 
 

 

2010, XXXVI, 412 p. 98 illus., Hardcover

ISBN: 978-0-8176-4923-4

A Birkhäuser book

Due: December 2009

 

Reliability of Structures: 
Analysis and Applications 


by Vladimir Raizer 
 

isbn 978-09742019-7-9 
US$119.00 :: ©2009 
146 pages  
 

This monograph presents the resulting formulations of the theory of reliability and their applications in the probability-based structural analysis and the development of rules, codes and standards.  
 
Classification of loads and actions and their combinations are discussed in detail, as well as evaluation of acceptable and optimal levels of risk in structural engineering. Special attention is given to assessing the effect of corrosion in reliability analysis and to applications of probabilistic methods to unique structures and extremely rare and severe disastrous events. The key issues are discussed using specific examples of reliability assessment and probabilistic design of different structures in civil engineering.

 

The author is an internationally recognized expert in the field of reliability analysis and development of both Russian national and international (ISO and other) codes on  reliability analysis and probabilistic loading of structures.  
 
The book is addressed to specialists involved in structural design and reliability assessment of a wide range of engineering structures in civil, offshore, marine, mechanical, aircraft & space, and transportation industries, research organizations,  
universities, and regulatory agencies.

 

Acturial Models: The Mathematics of Insurance (Hardcover)

by Vladimir I. Rotar (Author)

  • Hardcover: 656 pages

  • Publisher: Chapman & Hall/CRC; 1 edition (Sep 20 2006), Language: English

  • ISBN-10: 1584885866

  • ISBN-13: 978-1584885863

Ideal for students preparing for level 300 actuarial exams in the US, Actuarial Models: Divided into three self-contained and explicitly designated parts of different levels of difficulty, this book examines standard as well as advanced topics such as modern utility theory, martingale technique, models with payments of dividends, reinsurance models, and classification of distributions. It provides practical skills in analysis of insurance processes. This text discusses a number of topics not commonly found in existing Actuarial Mathematics textbooks, including achievements of the modern Risk Evaluation theory, premium principles, accuracy of normal and Poisson approximation, and a reinsurance market model.

 

The main text is preceded by introductory chapters containing basic facts from Probability Theory, Calculus, and the Theory of Interest. The reader will not have to refer to outside sources; everything is under one cover and in the same unified notation and style. The book includes many examples, practice problems, and exercises on numerical calculations using Excel®.

 

It includes preliminary examination material for the Society of Actuaries and the Casualty Actuarial Society (CAS), providing, in particular, real problems from past CAS exams.

 

Theory of System Reliability

(in Russian)

 

I.A. Ushakov

Number of pages: 240

Type of a book: textbook

 

The book is intended for practical engineers and university students of engineering and mathematical departments. General reliability theory oriented on system analysis is supported with a number of real examples from engineering practice.

Reliability and Risk: A Bayesian Perspective

 

Nozer D. Singpurwalla

ISBN: 978-0-470-85502-7

Hardcover

396 pages

August 2006

Reliability and Risk provides a comprehensive overview of the mathematical and statistical aspects of risk and reliability analysis, from a Bayesian perspective. This book sets out to change the way in which we think about reliability and survival analysis by casting them in the broader context of decision-making. Reliability and Risk can most profitably be used by practitioners and research workers in reliability and survivability as a source of information, reference, and open problems. It can also form the basis of a graduate level course in reliability and risk analysis for students in statistics, biostatistics, engineering (industrial, nuclear, systems), operations research, and other mathematically oriented scientists, wherein the instructor could supplement the material with examples and problems.

Statistical Models and Methods for Biomedical and Technical Systems

 

Vonta, F.; Nikulin, M.; Limnios, N.; Huber-Carol, C. (Eds.)

2008, Approx. 590 p. 55 illus.

ISBN: 978-0-8176-4464-2

A Birkhäuser book

Due: August 2008

 

An outgrowth of the "International Conference on Statistical Models for Biomedical and Technical Systems," this book is comprised of contributions from renowned experts, demonstrating the significance of current research on theory, methods, and applications of the field. The book will be useful to a broad interdisciplinary readership of researchers and practitioners in applied probability and statistics, industrial statistics, biomedicine, biostatistics, and engineering. Practitioners and researchers in academia will gain insight and new ideas for exploring this fertile area of research.