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This book is based on a lecture course to students specializing in the safety of technological processes and production.
The author focuses on three main problems in technological risks and safety: elements of reliability theory, the basic notions, models and methods of general risk theory and some aspects of insurance in the context of risk management.
Although the material in this book is aimed at those working towards a bachelor's degree in engineering, it may also be of interest to postgraduate students and specialists dealing with problems related to reliability and risks.
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Seitenzahl: 243
Veröffentlichungsjahr: 2016
Cover
Dedication
Title
Copyright
Preface
Notations and Abbreviations
1 Reliability of Engineering Systems
1.1. Basic notions and characteristics of reliability
1.2. Reliability of renewable systems
1.3. Statistical analysis of reliability characteristics
1.4. Structural reliability
1.5. System life tree and its structure function
1.6. Non-renewable redundant systems
1.7. Renewable redundant systems
1.8. Bibliographical comments
2 Reliability and Risk
2.1. Risk: notion and measurement
2.2. Models of damage value
2.3. Methods of risk analysis
2.4. Bibliographical comments
3 Risk Management.
3.1. Insurance of risks and risk of insurance
3.2. Some notions and methods of financial mathematics
3.3. Short-time insurance model investigation
3.4. Long-time insurance model investigation
3.5. Bibliographical comments
APPENDICES
Appendix 1: Distributions
Appendix 2: Data for Examples and Exercises
Bibliography
Index
End User License Agreement
1 Reliability of Engineering Systems
Table 1.1. The event symbols
Table 1.2. The gate symbols
2 Reliability and Risk
Table 2.1. Mean lifetimes of the units in hours
Appendix 1: Distributions
Table A1.1. Functional characteristics of the reliability distributions
Table A1.2. Reliability indexes
Appendix 2: Data for Examples and Exercises
Table A2.1. Data for example 1.7 in section 1.3.5
Table A2.2. Data for exercises 1.13 and 1.14 in section 1.3
Table A2.3. Data for exercise 1.15 from section 1.3
Table A2.4. Family of simple damage distributions
Table A2.5. Models of discrete distributions (number N of events)
Cover
Table of Contents
Begin Reading
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To my son Yaroslav
Stochastic Models in Survival Analysis and Reliability Set
coordinated by
Catherine Huber-Carol and Mikhail Nikulin
Volume 1
Vladimir Rykov
First published 2016 in Great Britain and the United States by ISTE Ltd and John Wiley & Sons, Inc.
Apart from any fair dealing for the purposes of research or private study, or criticism or review, as permitted under the Copyright, Designs and Patents Act 1988, this publication may only be reproduced, stored or transmitted, in any form or by any means, with the prior permission in writing of the publishers, or in the case of reprographic reproduction in accordance with the terms and licenses issued by the CLA. Enquiries concerning reproduction outside these terms should be sent to the publishers at the undermentioned address:
ISTE Ltd
27-37 St George’s Road
London SW19 4EU
UK
www.iste.co.uk
John Wiley & Sons, Inc.
111 River Street
Hoboken, NJ 07030
USA
www.wiley.com
© ISTE Ltd 2016
The rights of Vladimir Rykov to be identified as the author of this work have been asserted by him in accordance with the Copyright, Designs and Patents Act 1988.
Library of Congress Control Number: 2016941214
British Library Cataloguing-in-Publication Data
A CIP record for this book is available from the British Library
ISBN 978-1-78630-001-0
There are many excellent books devoted to the topic “Reliability and Risk”, for example [BAR 75, BED 07, GNE 65, HEN 91, SOL 06] and so on. However, most of them are monographs designed for specialists, and there is some deficit in the training literature in this direction. The book is based on the lecture course that has been offered for several years to students who specialized in the direction “Safety of the technological processes and productions” at Gubkin Russian State University of Oil and Gas. Although the book is dedicated to bachelor students in engineering, it may also be interesting to postgraduate students and specialists who deal with problems of reliability and risks.
Three main problems of technological risks and safety are considered in the book: elements of reliability theory, basic notions of general risk theory and the main problems of insurance as a method of risk management. The connection between these three ideas is a special aspect of the book. The constantly increasing interest in the problems of reliability and risks has stimulated ISTE to propose this issue.
It is assumed that the reader is familiar with the usual high school course of mathematics. Thus, only the additional information needed is proposed in the book. Sections are the main units of the book and each of them represent the material of separate lectures. Therefore, the numeration of formulas, figures, tables, theorems, etc. are connected to the sections. The proofs of theorems that can be found in the special literature are omitted, which are accompanied by references to the academic literature. The proofs of more simple results are given and closed with the sign □. Each section ends with exercises. Short bibliographical notes are given at the end of each chapter. The complete bibliography is given at the end of the book.
All figures, tables and some exercises were prepared by my colleague and co-author of the Russian issue of the book – Victor Itkin, to whom I express my sincere appreciation. I also thank the editors of the edition Michail Nikulin and Catherine Huber-Carol for the invitation to participate in the project and to ISTE for their support.
Vladimir RYKOV
Moscow
June, 2016
P
{·},
E
[·], Var [·]:
symbols of probability, expectations and variance
standard normal distribution
R:
the set of all real numbers
R
+
:
the set of all non-negative real numbers
CLT:
Central Limit Theorem
c.d.f.:
cumulative distribution function
i.i.d.
independent identically distributed
h.r.f.:
hazard rate function
LNL:
Large Number Law
LT:
Laplace transform
m.g.f.:
moment generation function
MTBF:
mean time between failures
p.d.f.:
probability density function
p.g.f.:
probability generation function
PV:
present value
r.v.:
random variable
VTBF:
variance of time between failures.
