References | Vose Software


To reference this help file

Please quote: Help File for ModelRisk Version 5 , © Vose Software (2007).

References used in this help file

Akaike, 1974.  A new look at the statistical model identification. IEEE Trans. Automat. Control. vAC-19. 716-723.  

Altman, E. I., Resti, A, and A. Sironi. BIS Working Paper. No. 113. July 2002.

Anderson, T.W. & D.A. Darling, (1952). Asymptotic theory of certain 'goodness of fit' criteria based on stochastic processes. Ann. Math. Stat. 23, 193-212.

Artzner, P, Delbaen, F, Eber, J.-M. and Heath D. (1997) Thinking coherently'. RISK 10(11).

Bacon, R. W. (1993), A note on the use of the log-logistic functional form for modeling saturation effects. Oxford Bulletin of Economics and Statistics 55, 355-361.

Bartholomew MJ, Vose, DJ, Tollefson, LR and Curtis C. Travis CC (2005). 'A Linear Model for Managing the Risk of Antimicrobial Resistance Originating in Food Animals'. Risk Analysis 25(1).

Basel Committee on Banking Supervision (2003). Consultative Document: The New Basel Capital Accord, Bank of International Settlements, Basel.

Bayes, T. (1763). An Essay Towards Solving a Problem in the Doctrine of Chances. Philos. Trans. R. Soc. London 53, 370-418. Reprinted in Biometrica, (1958), 45 293-315.

Bazaraa, M.S., Jarvis, J.J., Sherali, H.D.(2004) Linear Programming and Network Flows. Wiley-Interscience; 3rd edition.

Berger, J.O. and Sellke, T. (1987). 'Testing a Point Null Hypothesis: The Irreconcilability of p-values and Evidence. J. Am. Stat. Assoc., 82 (397), 112-122.

Bernoulli, J. (1713). Ars Conjectandi, Basilea: Thurnisius.

Birnbaum, Z.W. and Saunders, S.C. (1969). A New Family of Life Distributions. J. Appl. Prob., 6, 637-52.

Black F and Scholes M (1973). 'The Pricing of Options and Corporate Liabilities', J Political Economy, 81 (May-June) 637-654.

Bogen, K T (1995) Methods to Approximate Joint Uncertainty and Variability in Risk, Risk Analysis 15(3) 411-491.

Bollerslev, T. (1986): 'Generalized Autoregressive Conditional Heteroskedasticity," Journal of Econometrics, 31, 307-327.

Bortkiewicz, L. (1898). Das Gesetz der Kleinen Zahlen, Leipzig: Teubner.

Bradford, S. C. (1948). Documentation. London: Crosby Lockwood.

Brattin, W. J., Barry, T. M. and Chiu, N. (1996) Monte Carlo Modeling with Uncertain Probability Density Distributions, Hum. Ecol. Risk. Assess. 2(4) 820-840.

Brealey R A and Myers S C (2000). Principles of Corporate Finance, McGraw-Hill.

Bühlmann H (1980). 'An economic premium principle'. ASTIM Bulletin 11, 52-60.

Burmaster, D. E. and Anderson, P. D. (1994). Principles of Good Practice for the Use of Monte Carlo Techniques in Human Health and Ecological Risk Assessments, Risk Analysis 14 (4): 477-481.

Burmaster, D. E. and Wilson A. M. (1996). An Introduction to Second Order Random Variables in Human Health Risk Assessments, Hum. Ecol. Risk. Assess. 2(4) 892-919.

Cannon, R. M. and Roe, R. T. (1982). Livestock Disease Surveys. A Field Manual for Veterinarians. Bureau of Resource Science, Department of Primary Industry. Australian Government Publishing Service, Canberra.

Casella G. and Berger R. L. (1987). Reconciling Bayesian and Frequentist Evidence in the One-Sided Test Problem, J. Am. Stat. Assoc., 82 (397), 106-111.

Chandra M., Singpurwalla N. D. And Stephens M. A., (1981) 'Kolmogorov Statistics for Tests of Fit for the Extreme Value and Weibull Distribution' J Am Stats Assn. 76(375) 729-731.

Cannon, R. M.  and Roe, R. T., (1982). Livestock Disease Surveys. A Field Manual for Veterinarians. Bureau of Resource Science, Department of Primary Industry. Australian Government Publishing Service, Canberra.

Chandra, M., Singpurwalla, N. D. and Stephens, M. A. (1981). Kolmogorov statistics for tests of fit for the extreme value and Weibull distribution. J. Am. Stat. Assoc. 76(375), 729-31.

Clark, CE (1962) The PERT model for the distribution of an activity. Operations Research 10, pp. 405406

Clark, C. E. (1961) 'Importance Sampling in Monte Carlo Analysis', Operational Research, 9 603-620.

Clemen RT and Reilly T (2001). Making Hard Decisions. Duxbury, CA.

Cliff A.D.  and Ord J.K.  (1975) 'Model Building and the Analysis of Spatial Pattern in Human Geography', J Royal Statistical Society, Series B (Methodological) 37(3) 0.297-348.

Cox, J.C., J.E. Ingersoll and S.A. Ross (1985). "A Theory of the Term Structure of Interest Rates". Econometrica 53: 385-407.

Cramer, J. S. (1971) Empirical Econometrics, Amsterdam: North Holland.

Culp, C.L., 2002, The ART of Risk Management

Cummins JD, Dionne G, McDonald JB and Pritchett BM (1990). Applications of the GB2 family of distributions in modeling insurance loss processes. Insurance: Mathematics and Economics 9 65-91.

Dantzig, G.B., Thapa, M.N. (1997) Linear Programming: 1: Introduction. Springer.

Dantzig, G.B., Thapa, M.N. (2003) Linear Programming 2: Theory and Extensions. Springer.

Davison, A. C. and  Hinkley, D. V. Bootstrap methods and their applications, Cambridge University Press (1997).

Decker, R. D. and Fitzgibbon, D.J. (1991). The normal and Poisson approximations to the Binomial: a closer look, Department of Mathematics Technical Report No. 82.3, Hartford, CT: University of Hartford.

Delaporte, P. (1959). Quelques problemes de statistique mathematique poses par l'assurance automobile et le bonus non sinistre. Bulletin Trimestriel de l'lnstitut des Actuaires Francais 227, 87-102

De Pril N (1986) On the exact computation of the aggregate claims distribution in the individual life model. ASTIN Bulletin 16(2) 109-112.

De Pril, N. (1989). The aggregate claims distribution in the individual model with arbitrary positive claims, ASTIN Bulletin 19, 9-24.

Dickey, D. A. and Fuller, W. (1979). 'Distribution of the Estimators in Autoregressive Time Series with a Unit Root.' J Am Stat Assocn 74, pp.427-431.

Dickey, D. A. and Fuller, W. (1981). 'Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root.' Econometrica 49 (1981), pp.1057-1082.

Dickson, D C M (2005) Insurance Risk and Ruin. Cambridge Press

Ding, Z., C. W. J. Granger, and R. F. Engle (1993): 'A Long Memory Property of Stock Market Returns and a New Model," Journal of Empirical Finance, 1, 83-106.

Diekmann, A. (1992), The log-logistic distribution as a model for social diffusion processes. J Scientific and Industrial Research 51, 285.

Edwards, W., Lindman H., and Savage L. J. (1963). Bayesian Statistical Inference for Psychological Research. Psych. Rev. 70 193-242.

Efron, B. (1979). Bootstrap methods: another look at the Jackknife. Ann. Statis. 7 1-26.

Efron, B. (1987). Better bootstrap confidence intervals: (with discussion). J. Amer.Statist. Assoc. 82 171-200.

Efron, B. and Tibshirani, R.J. (1993). An introduction to the Bootstrap. Chapman & Hall, New York, NY.

Embrechts, P., Kluppelberg, C. and Mikosch, T., modeling Extremal Events for Insurance and Finance, Springer (1999).

Engle, R. (1982): Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Infation, Econometrica, 50, 987-1007.

Evans, E., Hastings, N., and Peacock, B., (1993). Statistical distributions, 2nd ed, J Wiley & Sons.

FAO/WHO (2003). Hazard characterization for pathogens in food and water: guidelines.(Microbiological risk assessment series ; no. 3) ISBN 92 4 156237 4 (WHO). ISBN 92 5 104 940 8 (FAO). ISSN 1726-5274

Farnum and Stanton (1987). Some Results Concerning the Estimation of Beta Distribution Parameters in PERT. J Operational Research Society 38(3) pp. 287-290

Fletcher, S.G., and Ponnambalam, K. (1996). "Estimation of reservoir yield and storage distribution using moments analysis". Journal of Hydrology 182:259-275.

Freedman, D. and Diaconis, P. (1981) On this histogram as a density estimator: L2 theory. Zeit. Wahrscheinlichkeitstheorie Verwandte Geb., 57, 453-476.

Frey, H C and Rhodes, DS (1996) Characterising, Simulating and Analyzing Variability and Uncertainty: An Illustration of Methods Using An Air Toxics Emisssions Example, Hum. Ecol. Risk. Assess. 2(4) 762-797.

Funtowicz S.O., Ravertz, J.R. (1990).  Uncertainty and Quality in Science for Policy. Kluwer, Dordrecht.

Furumoto WA, Mickey R (1967). 'A mathematical model for the infectivity-dilution curve of tobacco mosaic virus: theoretical considerations. Virology 32 216-223.

Gelman, A., Carlin, J. B., Stern, H. S., and Rubin, D. B., (1995). Bayesian Data Analysis. Chapman & Hall, London.

Gentle, J. E. (1998). Random Number Generation and Monte Carlo Methods (Statistics and Computing), Springer-Verlag TELOS.

Gettinby, G.D., Sinclair C.D., Power D.M. and Brown R.A. (2004). 'An Analysis of the Distribution of Extreme Share Returns in the UK from 1975 to 2000'. J  Business Finance & Accounting 31(5):607 - 646.

Glover, F., Laguna, M., and Martí, R. (2000) Fundamentals of Scatter Search and Path Relinking. Control and Cybernetics 39(3) 653-684

Golenko-Ginzburg D (1988). On the Distribution of Activity Time in PERT. J Operational Research Society, 39(8) pp. 767-771.

Goldberg, D. E. (1989) Genetic Algorithms in Search, Optimization, and Machine Learning. Addison-Wesley, Reading, Massachusetts.

Gumbel, E. J., Statistics of extremes, Columbia University Press (1958).

Gzyl, H. (1995) The Method of Maximum Entropy, World Scientific, London.

Haimes, Y.Y. (1998). Risk Modeling, Assessment, and Management, J Wiley, NY

Haldane J.B.S. (1948). The precision of observed values of small frequencies. Biometrika 35, 297-303.

Hald T, Vose D, Wegener HC and Koupeev T (2004). A Bayesian Approach to Quantify the Contribution of Animal-Food Sources to Human Salmonellosis. Risk Analysis 24(1). J Food Protection, 67(5) 980-992.

Hannan, E.J. and Quin, G.G. (1979). The determination of the order of an autoregression. J.R. Statistic. Soc. B, 41, 190-195.

Hertz, D. B., and Thomas, H.(1983) Risk analysis and its applications, John Wiley & Sons (reprinted 1984).

Hull, J. C. (1993) Options, futures, and other derivative securities 2nd ed, Prentice Hall International Editions.

Iman, R. L., Davenport, J. M., and Zeigler, D. K. 'Latin Hypercube Sampling (A Program User's Guide)': Technical Report SAND79-1473, Sandia Laboratories, Albuquerque (1980).

Iman, R.L. and Conover, W.J., (1980). “Risk Methodology for Geologic Disposal of Radioactive Waste: A Distribution — Free Approach to Inducing Correlations Among Input Variables for Simulation Studies”: Technical Report NUREG CR 0390, Sandia Laboratories, Albuquerque.

Iman, R. L. and Conover, W. J., (1982). 'A Distribution-Free Approach to Inducing Rank Order Correlation Among Input Variables', Commun Statist-Simula Computa 11(3) 311-334.

Institute of Hydrology (1999). Flood Estimation Handbook. Institute of Hydrology, Crowmarsh Gifford, UK.

Jeffreys, H. (1961). Theory of Probability, 3rd ed. Oxford: University Press.

Johnson, N.L. (1949). Systems of frequency curves generated by methods of translation. Biometrika, 36. 149-176.

Johnson, N.L., Kotz, K., and Kemp, A. D (1993) Univariate Discrete Distributions: J Wiley & Sons, New York.

Johnson, N.L., Kotz, K., and Balakrishnan, N., (1994). Continuous Univariate Distributions (Volume 1): J Wiley & Sons, New York.

Johnson, N.L., Kotz, K., and Balakrishnan, N., (1995). Continuous Univariate Distributions (Volume 2): J Wiley & Sons, New York.

Kahneman D and Tversky A (2000). Choices, Values and Frames: Cambridge University Press.

Kaplan, S. and Garrick, B.J. (1981). On the quantitative definition of risk, Risk Analysis, 1, 11-27.

Kotz S, Kozubowski T and Podgorski K (2001). The Laplace Distribution and Generalizations: A Revisit with Applications to Communications, Economics, Engineering, and Finance

Kozubowski TJ and Podgorski K (no date). Log-Laplace distributions. Document found here.

Kumaraswamy, P. (1980). "A generalized probability density function for double-bounded random processes". Journal of Hydrology 46:79-88.

Laplace, P. S. (1774). 'Memoir on the Probability of the Causes of Events', Memoires de Mathematique et de Physique , Presentes a l'Academie Royale des Sciences, par divers savabs et lus dans ses Assembles, 6, 621-656. Translated by S. M. Stigler and reprinted in translation in Statistical Science, 1986, 1 (3), 359-378.

Laplace, P. S. (1812). Theorie Analytique des Probabilites, Courcier, Paris. Reprinted in Oeuvres Completes de Laplace, 7, 1847. Gauthiers-Villars, Paris.

Law, A. M., and Kelton, W. D. (1991). Simulation modeling and Analysis : McGraw-Hill, New York.

Little, C. L., Adams, M. R., and Anderson W.A. (1994)., Application of a log-logistic model to describe the survival of Yersinia enterocolitica at sub-optimal pH and temperature. Intl J Food Microbiology 22, 63.

Madan D.B., Carr P.P. and Chang E.C. (1998). The Variance Gamma Process and Option Pricing. European Finance Review, 2: 79-105

Makridakis, S. and Wheelwright, S. C., (1989). Forecasting methods for management 5th ed, J Wiley & Sons, New York.

McClave, J.T., Dietrich, F. H., and Sincich, T, (1997). Statistics, 7th Ed. New Jersey, Prentice-Hall.

Merton R C (1973). 'Theory of Rational Option Pricing', Bell J of Economics and Management Science, 4 141-183.

Moivre, A. de (1711). De Mensura Sortis, Philosophical Transactions of the Royal Society, 329, 27, 213-264.

Morgan, M. G. and Henrion, M., (1990). Uncertainty: a guide to dealing with uncertainty in quantitative risk and policy analysis, Cambridge University Press, New York.

Morris, C.N. (1983). Natural exponential families with quadratic variance functions: Statistical theory. Ann. Statist., 11, 515 - 529.

Nandram, B. (1989), Discrimination between the complimentary log-log and logistic model for ordinal data. Communications in Statistics - Theory and Applications 18, 2155.

Newcomb S (1881) Note on the frequency of use of different digits in natural numbers.   Amer. J. Math. 4, 39-40.

Panjer, H.H. (1981). Recursive evaluation of a family of compound distributions. ASTIN Bulletin 12, 22-26.

Neapolitan RE (2004). Learning Bayesian Networks . Pearson Education Inc, NJ.

OIE (2004). Handbook on Import Risk Analysis for Animals and Animal Products -Volume 2: Quantitative risk assessment. ISBN: 92-9044-629-3

Panjer, H. H., Willmot, G. E. (1992): Insurance Risk Models. Society of Actuaries, Schaumburg.

Paradine, C. G. and Rivett B. H. P., (1964). Statistical Methods for Technologists, English Universities Press.

Pearson, K. (1895).  Mathematical contribution to the theory of evolution. II. Skew variation in homogeneous material. Philosophical Transactions of the Royal Society of London, A, 186, 343-414.

Phillips, P. C. B., and Perron P. (1988). 'Testing for a Unit Root in Time Series Regression.' Biometrika 75, pp.335-346.

Pickands J. (1975), "Statistical Inference Using Extreme Order Statistics," The Annals of Statistics, 3: 119-131

Popper, K. R. (1988). The Open Universe: An Argument for Indeterminism. New York: Cambridge University Press.

Press, W. H., Flannery, B. P., Teukolsky, S. A., and Vetterling, W. T. (1996). Numerical Recipes in C: The Art of Scientific Computing: 2nd Ed. New York: Cambridge University Press.

Randin, R.L. (1997) Optimization in Operations Research, Prentice Hall.

Rai, S. N., Krewski, D., and Bartlett, S. (1996). A general Framework for the Analysis of Uncertainty and Variability in Risk assessment, Hum. Ecol. Risk Assess. 2(4) 972-989.

Ripley, B. D. (1987). Stochastic Simulation. New York: John Wiley & Sons.

Robertson, J.P. (1992). The computation of aggregate loss distributions. Proceedings of the Casualty Actuarial Society - Arlington,Virginia, 57-133

Rubinstein, R., (1981) Simulation and Monte Carlo Methods, John Wiley.

Savage, L.J. et al (1962). The foundations of statistical inference. New York: Wiley (Methuen & Company, London)

Schwartz E.S (1997). The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging'. J Finance 52(3) Papers and Proceedings Fifty-Seventh Annual Meeting, American Finance Association, New Orleans, Louisiana January 4-6, (July 1997), 923-973.

Scott, D.W. (1979) On optimal and data-based histograms. Biometrika, 66, 605-610.

Sturges H (1926). The choice of a class-interval. J. Amer. Statist. Assoc., 21, 65-66.

Seshadri, V. (1999). The Inverse Gaussian Distribution, Lecture Notes in Statistics 137, Springer, New York.

Simon, P. (ed) (1997). Project Risk Analysis and Management. The AIM Group Ltd. ISDN 0 9531590 00.

Singh, K. P., Lee, C. M. S., and E. O. George (1988), On generalized loglogistic model for censored survival data. Biometrical J 7, 843.

Sivia, D. S. (1996) Data analysis: a Bayesian tutorial, Oxford University Press.

Slovic P (2000). The perception of risk. Earthscan

Stephens, M. A., (1974). EDF Statistics for Goodness of Fit and Some Comparisons. J Am Stats Assn. 69:347 730-733.

Stephens, M. A., (1977). Goodness of Fit for the Extreme Value Distribution. Biometrica. 64(3) 583-588.

Stone, M. (1961). The opinion pool. Annals of Mathematical Statistics, 32 1339-1342.

Stumbo, C R (1973). Thermobacteriology in Food Processing, Academic Press, New York.

Taylor H M and Karlin S (1998). An Introduction To Stochastic Modelling, 3rd edition. Academic Press, California.

Teunis PFM, Havelaar AH (2000). 'The beta-Poisson Dose-Response Model Is Not a Single-Hit Model', Risk Analysis 20(4):513-520

Van der Sluijs, J.P., Risbey, J.S. and Ravetz, J. (2005).  Uncertainty Assessment of VOC Emissions from Paint in the Netherlands Using the Nusap System, Environmental Monitoring and Assessment (105), 229-259.

Van Boekel MAJS (2002). 'On the use of the Weibull model to describe thermal inactivation of microbial vegetative cells', Intl J Food Microbiology 74:139-159

Van Dorp J.R. and Kotz S, "Generalized Trapezoidal Distributions", Metrika, Vol. 58, Issue 1, July, 2003.

Van Gelder P., de Ronde P., Neykov N.M. and Neytchev P. (2000). 'Regional Frequency Analysis of Extreme Wave Heights: Trading Space for Time'. Proceedings of the 27th ICCE 2:1099-1112, Coastal Engineering 2000. Sydney, Australia.

Wang SS (1996). 'Premium calculation by transforming the layer premium density'. ASTIN Bulletin 26(1) 71-92.

Wang SS (2003). 'Equilibrium pricing transforms: new results using Buhlmann's 1980 economic model'. ASTIN Bulletin 33(1) 57-73

Williams, P. R. D. (1999). A Comparison of Food Safety Risks: Science, Perceptions, and Values. Unpublished doctoral dissertation Harvard School of Public Health.


Here is a list of books from our library that we particularly like, organised by topical area.


Evans JR and Olson L (1998). Introduction to Simulation and Risk Analysis. Prentice Hall, NJ

Law AM and Kelton WD (2000). Simulation Modeling and Analysis, 3rd ed. McGraw-Hill.

Morgan, MG and Henrion M (1990). Uncertainty. Cambridge.

Vose D (2000). Risk analysis, 2nd ed. J Wiley, Chichester, UK.

Business risk and decision analysis

Clemen RT and Reilly T (2001). Making Hard Decisions. Duxbury, CA.

Goodwin P and Wright G (1998). Decision Analysis for Management Judgment. Wiley, NY.

Jensen FV (2001). Bayesian Networks and Decision Graphs. Springer, NY

Koller G (1999). Risk Assessment and Decision Making in Business and Industry. CRC, FL.

Raiffa H and Schlaiffer R (2000) Applied Statistical Decision Theory. Wiley Classics, NY

Schuyler J (2001). Risk and Decision Analysis in Projects. PMI.

Vose D (2000). Risk analysis, 2nd ed. J Wiley, Chichester, UK.

Extreme value theory

Gumbel, E. J., (1958). Statistics of Extremes, Columbia University Press.

Embrechts P, Klupperberg C and Mikosch T (1999). modeling Extreme Events for Insurance and Finance. Springer.


Embrechts P, Klupperberg C and Mikosch T (1999). modeling Extreme Events for Insurance and Finance. Springer.

Klugman SA, Panjer HH and Willmot GE (1998). Loss Models: from data to decisions. Wiley, NY.

Rolski T et al (1999). Stochastic Processes for Insurance and Finance. Wiley.

Financial risk

Brealey RM and Myers SC (2000). Principles of Corporate Finance, 6th ed. McGraw Hill

Cox, J.C. and Rubinstein, M. (1985) Options Markets. Prentice Hall.

Cox J, Ross S and Rubenstein M (1979). 'Option pricing: a Simplified Approach.' J Financial Economics 7 229-263.

Dixit, A., and Pindyck, R. 1994. Investment under Uncertainty. Princeton University Press, Princeton, NJ.

Dunis C (1996). Forecasting Financial Markets. Wiley, NY.

Hull JC (1993). Options, Futures, and other Derivative Securities.  Prentice Hall.

Wilmott P (2001). Paul Wilmott Introduces Quantitative Finance, John Wiley & Sons Ltd., West Sussex, England.

Wilmott P (1998). The Theory and Practice of Financial Engineering, John Wiley and Sons

Wilmott P (1998). Derivatives. J Wiley, Chichester, UK

The Bootstrap

Chernick, MR (1999). Bootstrap Methods - a practical guide. Wiley Interscience, NY.

Davison AC and Hinkley DV (1997). Bootstrap Methods and their Applications. Cambridge, UK.

Efron B and Tibshirani RJ (). An Introduction to the Bootstrap. Chapman and Hall.

General statistics and probability theory

Barnett V (1999). Comparative Statistical Inference, 3rd ed. Wiley.

Casella, G., and Berger, R. L. (1990). Statistical Inference, Brooks/Cole Pub. Co.

Evans M, Hastings N and Peacock B (1993). Statistical Distributions. Wiley.

Feller W (1996). An Introduction to Probability Theory and its Applications, 2nd ed. J Wiley.

Groebner, D. E. and Shannon, P. F., (1993). Business statistics: a decision-making approach. MacMillan, NY.

Levin, R. I. and Rubin, D. S., (1994) Statistics for Management, Prentice Hall, Inc, NJ.

Lipschutz, S., (1974). Probability, Schaum's outline series, McGraw Hill.

McClave JT, Dietrich FH, and Sincich T (1997). Statistics, 7th ed Prentice Hall

Rozanov YA (1969). Probability Theory: a concise course. Dover.

Ross SM (1976). A First Course in Probability. Macmillan, NY.

Ross SM (1997). Probability Models, 6th ed. Academic Press.

Student (W.S. Gosset) (1908) The probable error of a mean. Biometrika 6(1):1-25

Taylor, HM and Karlin, S (1998). An Introduction to Stochastic Modeling, 3rd ed. Academic Press, London.

Project risk analysis

Chapman C and Ward S (1997). Project Risk Management. Wiley, Chichester, UK.

Grey, S., (1995). Practical Risk Assessment for Project Management, J Wiley & Sons.

Godfrey, P. et al. (1996). Control of Risk, CIRIA

Simon, P (Ed) (1997). Project Risk Analysis and Management, APM, Norwich, UK.

Reliability theory

Bentley JP (1999). Reliability and Quality Engineering. Addison-Wesley, Harlow, UK.

Kottegoda NT and Rosso R (1998). Statistics, Probability and reliability for Civil and Environmental Engineers. McGraw-Hill.

O'Connor, P. D. T., (1994). Practical reliability engineering, 3rd ed, J Wiley & Sons.

Queueing theory

Bunday BD (1996). An Introduction to Queueing Theory. Arnold, London.

Bayesian statistics

Berry DA and Stamgl DK (1996). Bayesian Biostatistics. Dekker, NY

Carlin BP and Louis TA (1996). Bayes and Empirical Bayes methods for Data Analysis. Chapman and Hall.

Gelman A et al (1995). Bayesian Data Analysis. Chapman and Hall.

Jensen FV (2001). Bayesian Networks and Decision Graphs. Springer, NY

Pole A, West M and Harrison J (1999). Applied Bayesian Forecasting and Time Series Analysis. CRC, FL.

Press SJ (1989). Bayesian Statistics: Principles, Models and Applications. J Wiley

Vose D (2000). Risk analysis, 2nd ed. J Wiley, Chichester, UK.


Dunis C (1996). Forecasting Financial Markets. Wiley, NY.

Newbold, P., and Bos, T., (1994). Introductory Business and Economic Forecasting, 2nd ed, South Western Publishing, Cincinnati, Ohio.

Pole A, West M and Harrison J (1999). Applied Bayesian Forecasting and Time Series Analysis. CRC, FL.

General risk analysis

Newendorp, P, (1975). Decision Analysis for Petroleum Exploration, Penwell, Tulsa.

Olkin, I., Glaser, L. J., and Derman, C., (1980). Probability Models and Applications, MacMillan, New York.

Patel, J.K., Kapadia, C.H., and Owen, D.B., (1976). Handbook of statistical distributions, Marcel Decker, Inc.

Vose D (2000). Risk analysis, 2nd ed. J Wiley, Chichester, UK.


Clayton D and Hills M (1998). Statistical Models in Epidemiology. Oxford.

Diekmann O, Heesterbeek JAP (2000). Mathematical Epidemiology of Infectious Diseases, J Wiley, Chichester.

Dohoo I, Martin W and Stryhn H (2003). Veterinary Epidemiological Research. U. Prince Edward Island.

Pearl J (2000). Causality: models, reasoning and inference. Cambridge.

Shipley W (2000). Cause and Correlation in Biology. Cambridge.

Torrence ME and Isaacson RE (2003). Microbial Food Safety in Animal Agriculture. Iowa State Press.


Bennett DJ (1998). Randomness. Harvard.

Laplace, Marquis de (1951). A Philosophical Essay on Probabilities. Dover.

Peterson I (1998). The Jungles of Randomness; a mathematical safari. Wiley.