Using Infinite Server Queues Theory In Stress Testing
dc.contributor.author | Zhang, Guichang | |
dc.date.accessioned | 2016-12-05T14:04:18Z | |
dc.date.available | 2016-12-05T14:04:18Z | |
dc.date.issued | 2016-12-05 | |
dc.date.submitted | 2016-11-14 | |
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.identifier.uri | http://hdl.handle.net/10012/11094 | |
dc.language.iso | en | en |
dc.pending | false | |
dc.publisher | University of Waterloo | en |
dc.title | Using Infinite Server Queues Theory In Stress Testing | en |
dc.type | Master Thesis | en |
uws-etd.degree | Master of Quantitative Finance | en |
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.contributor.advisor | Wirjanto, Tony | |
uws.contributor.affiliation1 | Faculty of Mathematics | en |
uws.peerReviewStatus | Unreviewed | en |
uws.published.city | Waterloo | en |
uws.published.country | Canada | en |
uws.published.province | Ontario | en |
uws.scholarLevel | Graduate | en |
uws.typeOfResource | Text | en |