A new concept of reliability system and applications in finance

DOI10.1007/s10479-021-04150-9zbMath1492.90046OpenAlexW3171694422MaRDI QIDQ2150787

Roy Cerqueti

Publication date: 30 June 2022

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-021-04150-9

zbMATH Keywords

reliabilityfinance\(k\)-out-of-\(n\) systemfinancial derivativessignature of a system

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Reliability, availability, maintenance, inspection in operations research (90B25) Derivative securities (option pricing, hedging, etc.) (91G20) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Reliability and life testing (62N05)

Related Items (1)

Rational expectations as a tool for predicting failure of weighted \(k\)-out-of-\(n\) reliability systems

Uses Software

• QRM

Cites Work

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