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Probability: the science of uncertainty with applications to investments, insurance and engineering (Record no. 101692)

MARC details
000 -LEADER
fixed length control field	04674nam a2200181Ia 4500
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number	9812548823
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number	519.2 BEA
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name	Bean, Michael A
245 ## - TITLE STATEMENT
Title	Probability: the science of uncertainty with applications to investments, insurance and engineering
250 ## - EDITION STATEMENT
Edition statement	-
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Name of publisher, distributor, etc.	Thomson
Place of publication, distribution, etc.	Delhi
Date of publication, distribution, etc.	2004
300 ## - PHYSICAL DESCRIPTION
Extent	XIII, 448
Other physical details	24 cm ; Pbk
500 ## - GENERAL NOTE
General note	Rs.1140/-
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note	Table of Contents<br/><br/>1. Introduction<br/>What Is Probability?<br/>How Is Uncertainty Quantified?<br/>Probability in Engineering and the Sciences<br/>What Is Actuarial Science?<br/>What Is Financial Engineering?<br/>Interpretations of Probability<br/>Probability Modeling in Practice<br/>Outline of This Book<br/>Chapter Summary<br/>Further Reading<br/>2. A Survey of Some Basic Concepts Through Examples<br/>Payoff in a Simple Game<br/>Choosing Between Payoffs<br/>Future Lifetimes<br/>Simple and Compound Growth<br/>Chapter Summary<br/>Exercises<br/>3. Classical Probability<br/>The Formal Language of Classical Probability<br/>Conditional Probability<br/>The Law of Total Probability<br/>Bayes' Theorem<br/>Chapter Summary<br/>Exercises<br/>Appendix on Sets, Combinatorics, and Basic Probability Rules<br/>4. Random Variables and Probability Distributions <br/><br/> 4.1 Definitions and Basic Properties<br/>What Is a Random Variable?<br/>What Is a Probability Distribution?<br/>Types of Distributions<br/>Probability Mass Functions<br/>Probability Density Functions<br/>Mixed Distributions<br/>Equality and Equivalence of Random Variables<br/>Random Vectors and Bivariate Distributions<br/>Dependence and Independence of Random Variables<br/>The Law of Total Probability and Bayes' Theorem (Distributional Forms)<br/>Arithmetic Operations on Random Variables<br/>The Difference Between Sums and Mixtures<br/>Exercises<br/> 4.2 Statistical Measures of Expectation, Variation, and Risk<br/>Expectation<br/>Deviation from Expectation<br/>Higher Moments<br/>Exercises<br/> 4.3 Alternative Ways of Specifying Probability Distributions<br/>Moment and Cumulant Generating Functions<br/>Survival and Hazard Functions<br/>Exercises<br/> 4.4 Chapter Summary<br/> 4.5 Additional Exercises <br/> 4.6 Appendix on Generalized Density Functions (Optional)<br/>5. Special Discrete Distributions<br/>The Binomial Distribution<br/>The Poisson Distribution<br/>The Negative Binomial Distribution<br/>The Geometric Distribution<br/>Exercises<br/>6. Special Continuous Distributions<br/><br/> 6.1 Special Continuous Distributions for Modeling Uncertain Sizes<br/>The Exponential Distribution<br/>The Gamma Distribution<br/>The Pareto Distribution<br/> 6.2 Special Continuous Distributions for Modeling Lifetimes <br/>The Weibull Distribution<br/>The DeMoivre Distribution<br/> 6.3 Other Special Distributions <br/>The Normal Distribution<br/>The Lognormal Distribution<br/>The Beta Distribution<br/> 6.4 Exercises <br/>7. Transformations of Random Variables <br/>Determining the Distribution of a Transformed Random Variable<br/>Expectation of a Transformed Random Variable <br/>Insurance Contracts with Caps, Deductibles, and Coinsurance (Optional) <br/>Life Insurance and Annuity Contracts (Optional) <br/>Reliability of Systems with Multiple Components or Processes (Optional) <br/>Trigonometric Transformations (Optional) <br/>Exercises <br/>8. Sums and Products of Random Variables<br/><br/> 8.1 Techniques for Calculating the Distribution of a Sum <br/>Using the Joint Density<br/>Using the Law of Total Probability<br/>Convolutions<br/> 8.2 Distributions of Products and Quotients<br/> 8.3 Expectations of Sums and Products<br/>Formulas for the Expectation of a Sum or Product<br/>The Cauchy-Schwarz Inequality<br/>Covariance and Correlation<br/> 8.4 The Law of Large Numbers<br/>Motivating Example: Premium Determination in Insurance<br/>Statement and Proof of the Law<br/>Some Misconceptions Surrounding the Law of Large Numbers<br/> 8.5 The Central Limit Theorem<br/> 8.6 Normal Power Approximations (Optional)<br/> 8.7 Exercises<br/>9. Mixtures and Compound Distributions <br/>Definitions and Basic Properties <br/>Some Important Examples of Mixtures Arising in Insurance <br/>Mean and Variance of a Mixture <br/>Moment Generating Function of a Mixture <br/>Compound Distributions <br/>General Formulas<br/>Special Compound Distributions<br/>Exercises<br/>10. The Markowitz Investment Portfolio Selection Model<br/>Portfolios of Two Securities <br/>Portfolios of Two Risky Securities and a Risk-Free Asset<br/>Portfolio Selection with Many Securities <br/>The Capital Asset Pricing Model <br/>Further Reading<br/>Exercises <br/>Appendixes<br/>The Gamma Function<br/>The Incomplete Gamma Function<br/>The Beta Function<br/>The Incomplete Beta Function<br/>The Standard Normal Distribution<br/>Mathematica Commands for Generating the Graphs of Special Distributions<br/>Elementary Financial Mathematics<br/>Answers to Selected Exercises <br/>Index
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element	Mathematics ; probability
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier	<a href="http://bookstore.ams.org/amstext-6">http://bookstore.ams.org/amstext-6</a>
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type	Books

Holdings
Collection code	Current library	Date acquired	Cost, normal purchase price	Total Checkouts	Total Renewals	Full call number	Barcode	Date last seen	Date last checked out	Price effective from	Koha item type	Source of acquisition
GSB Collection		19/08/2016	1140.00	5	2	519.2 BEA	B2164	22/07/2019	25/06/2019	19/08/2016	Books
GSB Collection	H.T. Parekh Library	04/04/2014	1140.00	27		519.2 BEA	B1236	25/06/2019	25/06/2019	22/06/2019	Books
GSB Collection	H.T. Parekh Library	12/12/2018		6		519.2 BEA	35604	25/06/2019	25/06/2019	12/12/2018	Books	Gratis from MDP
GSB Collection	H.T. Parekh Library	12/12/2018		3		519.2 BEA	35605	10/01/2024	04/01/2024	12/12/2018	Books	Gratis from MDP
GSB Collection	H.T. Parekh Library	12/12/2018		4		519.2 BEA	35606	25/06/2019	25/06/2019	12/12/2018	Books	Gratis from MDP