dc.contributor.author | Zhang, Guichang | |
dc.date.accessioned | 2016-12-05 14:04:18 (GMT) | |
dc.date.available | 2016-12-05 14:04:18 (GMT) | |
dc.date.issued | 2016-12-05 | |
dc.date.submitted | 2016-11-14 | |
dc.identifier.uri | http://hdl.handle.net/10012/11094 | |
dc.description.abstract | In this thesis, we propose and study a framework to model stress testing, using an infinite
server queues theory, such that this framework is aligned with and integrates several
existing frameworks currently used in the industry. On the other hand, memoryless property
plays a critical rule in the framework of industry models. Our proposed framework
will provide a mathematical analysis for the memoryless property as well. | en |
dc.language.iso | en | en |
dc.publisher | University of Waterloo | en |
dc.title | Using Infinite Server Queues Theory In Stress Testing | en |
dc.type | Master Thesis | en |
dc.pending | false | |
uws-etd.degree.department | Statistics and Actuarial Science | en |
uws-etd.degree.discipline | Quantitative Finance | en |
uws-etd.degree.grantor | University of Waterloo | en |
uws-etd.degree | Master of Quantitative Finance | en |
uws.contributor.advisor | Wirjanto, Tony | |
uws.contributor.affiliation1 | Faculty of Mathematics | en |
uws.published.city | Waterloo | en |
uws.published.country | Canada | en |
uws.published.province | Ontario | en |
uws.typeOfResource | Text | en |
uws.peerReviewStatus | Unreviewed | en |
uws.scholarLevel | Graduate | en |