Author: Hoang Pham
Publisher: Springer Science & Business Media
ISBN: 0857294709
Category : Technology & Engineering
Languages : en
Pages : 430
Book Description
Safety and Risk Modeling presents the latest theories and methods of safety and risk with an emphasis on safety and risk in modeling. It covers applications in several areas including transportations and security risk assessments, as well as applications related to current topics in safety and risk. Safety and Risk Modeling is a valuable resource for understanding the latest developments in both qualitative and quantitative methods of safety and risk analysis and their applications in operating environments. Each chapter has been written by active researchers or experienced practitioners to bridge the gap between theory and practice and to trigger new research challenges in safety and risk. Topics include: safety engineering, system maintenance, safety in design, failure analysis, and risk concept and modelling. Postgraduate students, researchers, and practitioners in many fields of engineering, operations research, management, and statistics will find Safety and Risk Modeling a state-of-the-art survey of reliability and quality in design and practice.
Safety and Risk Modeling and Its Applications
Author: Hoang Pham
Publisher: Springer Science & Business Media
ISBN: 0857294709
Category : Technology & Engineering
Languages : en
Pages : 430
Book Description
Safety and Risk Modeling presents the latest theories and methods of safety and risk with an emphasis on safety and risk in modeling. It covers applications in several areas including transportations and security risk assessments, as well as applications related to current topics in safety and risk. Safety and Risk Modeling is a valuable resource for understanding the latest developments in both qualitative and quantitative methods of safety and risk analysis and their applications in operating environments. Each chapter has been written by active researchers or experienced practitioners to bridge the gap between theory and practice and to trigger new research challenges in safety and risk. Topics include: safety engineering, system maintenance, safety in design, failure analysis, and risk concept and modelling. Postgraduate students, researchers, and practitioners in many fields of engineering, operations research, management, and statistics will find Safety and Risk Modeling a state-of-the-art survey of reliability and quality in design and practice.
Publisher: Springer Science & Business Media
ISBN: 0857294709
Category : Technology & Engineering
Languages : en
Pages : 430
Book Description
Safety and Risk Modeling presents the latest theories and methods of safety and risk with an emphasis on safety and risk in modeling. It covers applications in several areas including transportations and security risk assessments, as well as applications related to current topics in safety and risk. Safety and Risk Modeling is a valuable resource for understanding the latest developments in both qualitative and quantitative methods of safety and risk analysis and their applications in operating environments. Each chapter has been written by active researchers or experienced practitioners to bridge the gap between theory and practice and to trigger new research challenges in safety and risk. Topics include: safety engineering, system maintenance, safety in design, failure analysis, and risk concept and modelling. Postgraduate students, researchers, and practitioners in many fields of engineering, operations research, management, and statistics will find Safety and Risk Modeling a state-of-the-art survey of reliability and quality in design and practice.
Safety and Reliability Modeling and Its Applications
Author: Mangey Ram
Publisher: Elsevier
ISBN: 0128233230
Category : Business & Economics
Languages : en
Pages : 431
Book Description
Safety and Reliability Modeling and Its Applications combines work by leading researchers in engineering, statistics and mathematics who provide innovative methods and solutions for this fast-moving field. Safety and reliability analysis is one of the most multidimensional topics in engineering today. Its rapid development has created many opportunities and challenges for both industrialists and academics, while also completely changing the global design and systems engineering environment. As more modeling tasks can now be undertaken within a computer environment using simulation and virtual reality technologies, this book helps readers understand the number and variety of research studies focusing on this important topic. The book addresses these important recent developments, presenting new theoretical issues that were not previously presented in the literature, along with solutions to important practical problems and case studies that illustrate how to apply the methodology. Uses case studies from industry practice to explain innovative solutions to real world safety and reliability problems Addresses the full interdisciplinary range of topics that influence this complex field Provides brief introductions to important concepts, including stochastic reliability and Bayesian methods
Publisher: Elsevier
ISBN: 0128233230
Category : Business & Economics
Languages : en
Pages : 431
Book Description
Safety and Reliability Modeling and Its Applications combines work by leading researchers in engineering, statistics and mathematics who provide innovative methods and solutions for this fast-moving field. Safety and reliability analysis is one of the most multidimensional topics in engineering today. Its rapid development has created many opportunities and challenges for both industrialists and academics, while also completely changing the global design and systems engineering environment. As more modeling tasks can now be undertaken within a computer environment using simulation and virtual reality technologies, this book helps readers understand the number and variety of research studies focusing on this important topic. The book addresses these important recent developments, presenting new theoretical issues that were not previously presented in the literature, along with solutions to important practical problems and case studies that illustrate how to apply the methodology. Uses case studies from industry practice to explain innovative solutions to real world safety and reliability problems Addresses the full interdisciplinary range of topics that influence this complex field Provides brief introductions to important concepts, including stochastic reliability and Bayesian methods
Multiscale Modeling for Process Safety Applications
Author: Arnab Chakrabarty
Publisher: Butterworth-Heinemann
ISBN: 0123972833
Category : Technology & Engineering
Languages : en
Pages : 446
Book Description
Multiscale Modeling for Process Safety Applications is a new reference demonstrating the implementation of multiscale modeling techniques on process safety applications. It is a valuable resource for readers interested in theoretical simulations and/or computer simulations of hazardous scenarios. As multi-scale modeling is a computational technique for solving problems involving multiple scales, such as how a flammable vapor cloud might behave if ignited, this book provides information on the fundamental topics of toxic, fire, and air explosion modeling, as well as modeling jet and pool fires using computational fluid dynamics. The book goes on to cover nanomaterial toxicity, QPSR analysis on relation of chemical structure to flash point, molecular structure and burning velocity, first principle studies of reactive chemicals, water and air reactive chemicals, and dust explosions. Chemical and process safety professionals, as well as faculty and graduate researchers, will benefit from the detailed coverage provided in this book. - Provides the only comprehensive source addressing the use of multiscale modeling in the context of process safety - Bridges multiscale modeling with process safety, enabling the reader to understand mapping between problem detail and effective usage of resources - Presents an overall picture of addressing safety problems in all levels of modeling and the latest approaches to each in the field - Features worked out examples, case studies, and a question bank to aid understanding and involvement for the reader
Publisher: Butterworth-Heinemann
ISBN: 0123972833
Category : Technology & Engineering
Languages : en
Pages : 446
Book Description
Multiscale Modeling for Process Safety Applications is a new reference demonstrating the implementation of multiscale modeling techniques on process safety applications. It is a valuable resource for readers interested in theoretical simulations and/or computer simulations of hazardous scenarios. As multi-scale modeling is a computational technique for solving problems involving multiple scales, such as how a flammable vapor cloud might behave if ignited, this book provides information on the fundamental topics of toxic, fire, and air explosion modeling, as well as modeling jet and pool fires using computational fluid dynamics. The book goes on to cover nanomaterial toxicity, QPSR analysis on relation of chemical structure to flash point, molecular structure and burning velocity, first principle studies of reactive chemicals, water and air reactive chemicals, and dust explosions. Chemical and process safety professionals, as well as faculty and graduate researchers, will benefit from the detailed coverage provided in this book. - Provides the only comprehensive source addressing the use of multiscale modeling in the context of process safety - Bridges multiscale modeling with process safety, enabling the reader to understand mapping between problem detail and effective usage of resources - Presents an overall picture of addressing safety problems in all levels of modeling and the latest approaches to each in the field - Features worked out examples, case studies, and a question bank to aid understanding and involvement for the reader
Digital Human Modeling. Applications in Health, Safety, Ergonomics, and Risk Management
Author: Vincent G. Duffy
Publisher: Springer
ISBN: 3319913972
Category : Computers
Languages : en
Pages : 670
Book Description
This book constitutes the refereed proceedings of the 9th International Conference on Digital Human Modeling and Applications in Health, Safety, Ergonomics, and Risk Management, DHM 2018, held as part of HCI International 2018 in Las Vegas, NV, USA. HCII 2018 received a total of 4346 submissions, of which 1171 papers and 160 posters were accepted for publication after a careful reviewing process. The 53 papers presented in this volume were organized in topical sections as follows: Anthropometry, ergonomics and design; Motion modelling and rehabilitation; User diversity and well-being; Nursing and medical applications; Transportation human factors.
Publisher: Springer
ISBN: 3319913972
Category : Computers
Languages : en
Pages : 670
Book Description
This book constitutes the refereed proceedings of the 9th International Conference on Digital Human Modeling and Applications in Health, Safety, Ergonomics, and Risk Management, DHM 2018, held as part of HCI International 2018 in Las Vegas, NV, USA. HCII 2018 received a total of 4346 submissions, of which 1171 papers and 160 posters were accepted for publication after a careful reviewing process. The 53 papers presented in this volume were organized in topical sections as follows: Anthropometry, ergonomics and design; Motion modelling and rehabilitation; User diversity and well-being; Nursing and medical applications; Transportation human factors.
Credit Risk Modeling
Author: David Lando
Publisher: Princeton University Press
ISBN: 1400829194
Category : Business & Economics
Languages : en
Pages : 328
Book Description
Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts in banks and other financial institutions, and at regulators interested in the modeling aspects of credit risk. David Lando considers the two broad approaches to credit risk analysis: that based on classical option pricing models on the one hand, and on a direct modeling of the default probability of issuers on the other. He offers insights that can be drawn from each approach and demonstrates that the distinction between the two approaches is not at all clear-cut. The book strikes a fruitful balance between quickly presenting the basic ideas of the models and offering enough detail so readers can derive and implement the models themselves. The discussion of the models and their limitations and five technical appendixes help readers expand and generalize the models themselves or to understand existing generalizations. The book emphasizes models for pricing as well as statistical techniques for estimating their parameters. Applications include rating-based modeling, modeling of dependent defaults, swap- and corporate-yield curve dynamics, credit default swaps, and collateralized debt obligations.
Publisher: Princeton University Press
ISBN: 1400829194
Category : Business & Economics
Languages : en
Pages : 328
Book Description
Credit risk is today one of the most intensely studied topics in quantitative finance. This book provides an introduction and overview for readers who seek an up-to-date reference to the central problems of the field and to the tools currently used to analyze them. The book is aimed at researchers and students in finance, at quantitative analysts in banks and other financial institutions, and at regulators interested in the modeling aspects of credit risk. David Lando considers the two broad approaches to credit risk analysis: that based on classical option pricing models on the one hand, and on a direct modeling of the default probability of issuers on the other. He offers insights that can be drawn from each approach and demonstrates that the distinction between the two approaches is not at all clear-cut. The book strikes a fruitful balance between quickly presenting the basic ideas of the models and offering enough detail so readers can derive and implement the models themselves. The discussion of the models and their limitations and five technical appendixes help readers expand and generalize the models themselves or to understand existing generalizations. The book emphasizes models for pricing as well as statistical techniques for estimating their parameters. Applications include rating-based modeling, modeling of dependent defaults, swap- and corporate-yield curve dynamics, credit default swaps, and collateralized debt obligations.
Risk Modeling, Assessment, and Management
Author: Yacov Y. Haimes
Publisher: John Wiley & Sons
ISBN: 1118210921
Category : Technology & Engineering
Languages : en
Pages : 810
Book Description
Examines timely multidisciplinary applications, problems, and case histories in risk modeling, assessment, and management Risk Modeling, Assessment, and Management, Third Edition describes the state of the art of risk analysis, a rapidly growing field with important applications in engineering, science, manufacturing, business, homeland security, management, and public policy. Unlike any other text on the subject, this definitive work applies the art and science of risk analysis to current and emergent engineering and socioeconomic problems. It clearly demonstrates how to quantify risk and construct probabilities for real-world decision-making problems, including a host of institutional, organizational, and political issues. Avoiding higher mathematics whenever possible, this important new edition presents basic concepts as well as advanced material. It incorporates numerous examples and case studies to illustrate the analytical methods under discussion and features restructured and updated chapters, as well as: A new chapter applying systems-driven and risk-based analysis to a variety of Homeland Security issues An accompanying FTP site—developed with Professor Joost Santos—that offers 150 example problems with an Instructor's Solution Manual and case studies from a variety of journals Case studies on the 9/11 attack and Hurricane Katrina An adaptive multiplayer Hierarchical Holographic Modeling (HHM) game added to Chapter Three This is an indispensable resource for academic, industry, and government professionals in such diverse areas as homeland and cyber security, healthcare, the environment, physical infrastructure systems, engineering, business, and more. It is also a valuable textbook for both undergraduate and graduate students in systems engineering and systems management courses with a focus on our uncertain world.
Publisher: John Wiley & Sons
ISBN: 1118210921
Category : Technology & Engineering
Languages : en
Pages : 810
Book Description
Examines timely multidisciplinary applications, problems, and case histories in risk modeling, assessment, and management Risk Modeling, Assessment, and Management, Third Edition describes the state of the art of risk analysis, a rapidly growing field with important applications in engineering, science, manufacturing, business, homeland security, management, and public policy. Unlike any other text on the subject, this definitive work applies the art and science of risk analysis to current and emergent engineering and socioeconomic problems. It clearly demonstrates how to quantify risk and construct probabilities for real-world decision-making problems, including a host of institutional, organizational, and political issues. Avoiding higher mathematics whenever possible, this important new edition presents basic concepts as well as advanced material. It incorporates numerous examples and case studies to illustrate the analytical methods under discussion and features restructured and updated chapters, as well as: A new chapter applying systems-driven and risk-based analysis to a variety of Homeland Security issues An accompanying FTP site—developed with Professor Joost Santos—that offers 150 example problems with an Instructor's Solution Manual and case studies from a variety of journals Case studies on the 9/11 attack and Hurricane Katrina An adaptive multiplayer Hierarchical Holographic Modeling (HHM) game added to Chapter Three This is an indispensable resource for academic, industry, and government professionals in such diverse areas as homeland and cyber security, healthcare, the environment, physical infrastructure systems, engineering, business, and more. It is also a valuable textbook for both undergraduate and graduate students in systems engineering and systems management courses with a focus on our uncertain world.
Credit Scoring and Its Applications, Second Edition
Author: Lyn Thomas
Publisher: SIAM
ISBN: 1611974569
Category : Business & Economics
Languages : en
Pages : 380
Book Description
Credit Scoring and Its Applications is recognized as the bible of credit scoring. It contains a comprehensive review of the objectives, methods, and practical implementation of credit and behavioral scoring. The authors review principles of the statistical and operations research methods used in building scorecards, as well as the advantages and disadvantages of each approach. The book contains a description of practical problems encountered in building, using, and monitoring scorecards and examines some of the country-specific issues in bankruptcy, equal opportunities, and privacy legislation. It contains a discussion of economic theories of consumers' use of credit, and readers will gain an understanding of what lending institutions seek to achieve by using credit scoring and the changes in their objectives. New to the second edition are lessons that can be learned for operations research model building from the global financial crisis, current applications of scoring, discussions on the Basel Accords and their requirements for scoring, new methods for scorecard building and new expanded sections on ways of measuring scorecard performance. And survival analysis for credit scoring. Other unique features include methods of monitoring scorecards and deciding when to update them, as well as different applications of scoring, including direct marketing, profit scoring, tax inspection, prisoner release, and payment of fines.
Publisher: SIAM
ISBN: 1611974569
Category : Business & Economics
Languages : en
Pages : 380
Book Description
Credit Scoring and Its Applications is recognized as the bible of credit scoring. It contains a comprehensive review of the objectives, methods, and practical implementation of credit and behavioral scoring. The authors review principles of the statistical and operations research methods used in building scorecards, as well as the advantages and disadvantages of each approach. The book contains a description of practical problems encountered in building, using, and monitoring scorecards and examines some of the country-specific issues in bankruptcy, equal opportunities, and privacy legislation. It contains a discussion of economic theories of consumers' use of credit, and readers will gain an understanding of what lending institutions seek to achieve by using credit scoring and the changes in their objectives. New to the second edition are lessons that can be learned for operations research model building from the global financial crisis, current applications of scoring, discussions on the Basel Accords and their requirements for scoring, new methods for scorecard building and new expanded sections on ways of measuring scorecard performance. And survival analysis for credit scoring. Other unique features include methods of monitoring scorecards and deciding when to update them, as well as different applications of scoring, including direct marketing, profit scoring, tax inspection, prisoner release, and payment of fines.
Rating Based Modeling of Credit Risk
Author: Stefan Trueck
Publisher: Academic Press
ISBN: 0080920306
Category : Business & Economics
Languages : en
Pages : 279
Book Description
In the last decade rating-based models have become very popular in credit risk management. These systems use the rating of a company as the decisive variable to evaluate the default risk of a bond or loan. The popularity is due to the straightforwardness of the approach, and to the upcoming new capital accord (Basel II), which allows banks to base their capital requirements on internal as well as external rating systems. Because of this, sophisticated credit risk models are being developed or demanded by banks to assess the risk of their credit portfolio better by recognizing the different underlying sources of risk. As a consequence, not only default probabilities for certain rating categories but also the probabilities of moving from one rating state to another are important issues in such models for risk management and pricing. It is widely accepted that rating migrations and default probabilities show significant variations through time due to macroeconomics conditions or the business cycle. These changes in migration behavior may have a substantial impact on the value-at-risk (VAR) of a credit portfolio or the prices of credit derivatives such as collateralized debt obligations (D+CDOs). In Rating Based Modeling of Credit Risk the authors develop a much more sophisticated analysis of migration behavior. Their contribution of more sophisticated techniques to measure and forecast changes in migration behavior as well as determining adequate estimators for transition matrices is a major contribution to rating based credit modeling. Internal ratings-based systems are widely used in banks to calculate their value-at-risk (VAR) in order to determine their capital requirements for loan and bond portfolios under Basel II One aspect of these ratings systems is credit migrations, addressed in a systematic and comprehensive way for the first time in this book The book is based on in-depth work by Trueck and Rachev
Publisher: Academic Press
ISBN: 0080920306
Category : Business & Economics
Languages : en
Pages : 279
Book Description
In the last decade rating-based models have become very popular in credit risk management. These systems use the rating of a company as the decisive variable to evaluate the default risk of a bond or loan. The popularity is due to the straightforwardness of the approach, and to the upcoming new capital accord (Basel II), which allows banks to base their capital requirements on internal as well as external rating systems. Because of this, sophisticated credit risk models are being developed or demanded by banks to assess the risk of their credit portfolio better by recognizing the different underlying sources of risk. As a consequence, not only default probabilities for certain rating categories but also the probabilities of moving from one rating state to another are important issues in such models for risk management and pricing. It is widely accepted that rating migrations and default probabilities show significant variations through time due to macroeconomics conditions or the business cycle. These changes in migration behavior may have a substantial impact on the value-at-risk (VAR) of a credit portfolio or the prices of credit derivatives such as collateralized debt obligations (D+CDOs). In Rating Based Modeling of Credit Risk the authors develop a much more sophisticated analysis of migration behavior. Their contribution of more sophisticated techniques to measure and forecast changes in migration behavior as well as determining adequate estimators for transition matrices is a major contribution to rating based credit modeling. Internal ratings-based systems are widely used in banks to calculate their value-at-risk (VAR) in order to determine their capital requirements for loan and bond portfolios under Basel II One aspect of these ratings systems is credit migrations, addressed in a systematic and comprehensive way for the first time in this book The book is based on in-depth work by Trueck and Rachev
Extreme Value Modeling and Risk Analysis
Author: Dipak K. Dey
Publisher: CRC Press
ISBN: 1498701310
Category : Mathematics
Languages : en
Pages : 538
Book Description
Extreme Value Modeling and Risk Analysis: Methods and Applications presents a broad overview of statistical modeling of extreme events along with the most recent methodologies and various applications. The book brings together background material and advanced topics, eliminating the need to sort through the massive amount of literature on the subje
Publisher: CRC Press
ISBN: 1498701310
Category : Mathematics
Languages : en
Pages : 538
Book Description
Extreme Value Modeling and Risk Analysis: Methods and Applications presents a broad overview of statistical modeling of extreme events along with the most recent methodologies and various applications. The book brings together background material and advanced topics, eliminating the need to sort through the massive amount of literature on the subje
Physiologically Based Pharmacokinetic (PBPK) Modeling
Author: Jeffrey W. Fisher
Publisher: Academic Press
ISBN: 0128196823
Category : Medical
Languages : en
Pages : 348
Book Description
Physiologically Based Pharmacokinetic (PBPK) Modeling: Methods and Applications in Toxicology and Risk Assessment presents foundational principles, advanced techniques and applications of PBPK modeling. Contributions from experts in PBPK modeling cover topics such as pharmacokinetic principles, classical physiological models, the application of physiological models for dose-response and risk assessment, the use of in vitro information, and in silico methods. With end-of-chapter exercises that allow readers to practice and learn the skills associated with PBPK modeling, dose-response, and its applications to safety and risk assessments, this book is a foundational resource that provides practical coverage of PBPK modeling for graduate students, academics, researchers, and more. - Provides end-of-chapter exercises to teach hands-on computational tools used in toxicology - Supplies computer code and explanations and includes examples of applied models used in regulatory toxicology and research - Authored by expert editors and contributors who are among the best PBPK modelers in the world
Publisher: Academic Press
ISBN: 0128196823
Category : Medical
Languages : en
Pages : 348
Book Description
Physiologically Based Pharmacokinetic (PBPK) Modeling: Methods and Applications in Toxicology and Risk Assessment presents foundational principles, advanced techniques and applications of PBPK modeling. Contributions from experts in PBPK modeling cover topics such as pharmacokinetic principles, classical physiological models, the application of physiological models for dose-response and risk assessment, the use of in vitro information, and in silico methods. With end-of-chapter exercises that allow readers to practice and learn the skills associated with PBPK modeling, dose-response, and its applications to safety and risk assessments, this book is a foundational resource that provides practical coverage of PBPK modeling for graduate students, academics, researchers, and more. - Provides end-of-chapter exercises to teach hands-on computational tools used in toxicology - Supplies computer code and explanations and includes examples of applied models used in regulatory toxicology and research - Authored by expert editors and contributors who are among the best PBPK modelers in the world