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dc.contributor.authorZhang, Guichang
dc.date.accessioned2016-12-05 14:04:18 (GMT)
dc.date.available2016-12-05 14:04:18 (GMT)
dc.date.issued2016-12-05
dc.date.submitted2016-11-14
dc.identifier.urihttp://hdl.handle.net/10012/11094
dc.description.abstractIn 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.isoenen
dc.publisherUniversity of Waterlooen
dc.titleUsing Infinite Server Queues Theory In Stress Testingen
dc.typeMaster Thesisen
dc.pendingfalse
uws-etd.degree.departmentStatistics and Actuarial Scienceen
uws-etd.degree.disciplineQuantitative Financeen
uws-etd.degree.grantorUniversity of Waterlooen
uws-etd.degreeMaster of Quantitative Financeen
uws.contributor.advisorWirjanto, Tony
uws.contributor.affiliation1Faculty of Mathematicsen
uws.published.cityWaterlooen
uws.published.countryCanadaen
uws.published.provinceOntarioen
uws.typeOfResourceTexten
uws.peerReviewStatusUnrevieweden
uws.scholarLevelGraduateen


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