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All Journal Jurnal Ilmu Dasar Limits: Journal of Mathematics and Its Applications
J.A.M. van der Weide
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Control & Systems Engineering Mathematics

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Modeling Total Maintenance Cost of a Repairable System in Some Bounded Time Interval S Suyono; J.A.M. van der Weide
Jurnal ILMU DASAR Vol 12 No 2 (2011)
Publisher : Fakultas Matematika dan Ilmu Pengetahuan Alam Universitas Jember

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (109.89 KB)

Abstract

In this paper we model the total maintenance cost of a repairable system where the inter-maintenance times are modeled as discrete-time and continuous-time renewal processes. The maintenance cost is assumed to be a function of the lifetime of the system. We derive the probability distribution, including the mean and the variance, of the total maintenance cost. The results are presented in the form of generating functions and Laplace transforms that in general have to be inverted numerically. Some examples are presented in this paper.
Martingales and Financial Mathematics J.A.M. van der Weide
Limits: Journal of Mathematics and Its Applications Vol 1, No 1 (2004)
Publisher : Institut Teknologi Sepuluh Nopember

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (194.03 KB) | DOI: 10.12962/j1829605X.v1i1.1354

Abstract

In this expository paper, we will discuss the role played by martingales in Financial Mathematics. More precisely, we will restrict ourselves to a mathematical formulation of the economical concept of an arbitrage-free, complete market and the pricing of derivatives in such models. For a clear exposition, we only consider the discrete case. We also discuss the Cox-Ross-Rubinstein model which is still one of the most used models in Finance.
Co-Authors S Suyono