Sökning: "Applied Mathematics and Statistics"

Visar resultat 31 - 35 av 178 avhandlingar innehållade orden Applied Mathematics and Statistics.

  1. 31. Stochastic claims reserving in non-life insurance : Bootstrap and smoothing models

    Författare :Susanna Björkwall; Ola Hössjer; Esbjörn Ohlsson; Peter England; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bootstrap; Chain-ladder; Generalized linear model; Separation method; Smoothing; Stochastic claims reserving; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

    Sammanfattning : In practice there is a long tradition of actuaries calculating reserve estimates according to deterministic methods without explicit reference to a stochastic model. For instance, the chain-ladder was originally a deterministic reserving method. LÄS MER

  3. 32. Event Prediction and Bootstrap in Time Series

    Författare :Anders Svensson; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Statistics; bootstrap control.; statistical bootstrap; catastrophe; level-crossings; ARMAX process; Optimal alarm system; time series; optimal event predictor; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

    Sammanfattning : Alarm systems are used in many situations, and should be as efficient as possible. In this thesis optimal predictive alarm systems, event predictors, are presented for general linear time series models with external signals. This family of process models include e.g. LÄS MER

  4. 33. Topics in multifractal measures, nonparametrics and biostatistics

    Författare :Attila Frigyesi; Anestesiologi och intensivvård; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; confidence interval; mixed effects; Statistics; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik; operational model of pharmacological agonism; concentration-response curves; dose-response curves; ventilation perfusion scintigraphy; V Q-scan; pulmonary embolism; automated method; box counting; correlation dimension; Hentschel-Procaccia dimension; Rényi dimension; generalized dimensions; fractal dimension estimation; dimension spectrum; multifractal measures; kernel density estimates; absolute continuity; singular distribution functions;

    Sammanfattning : This thesis consists of four papers. The first two papers, which comprise the main part of the thesis, deal with an unexpected connection between kernel density estimators and dimension spectra for multifractal measures. LÄS MER

  5. 34. Structural Reliability and Identification with Stochastic Simulation - Application to Railway Mechanics

    Författare :Sadegh Rahrovani; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; model reduction; time-integration; finite element model; sleeper-ballast load characterization; stochastic simulation; Bayesian system identification;

    Sammanfattning : System identification of structures based on measured response data can play a key role in improving reliability based structural designs. However, the experimental limitations of in situ tests and uncertainties of required model complexity together with the inverse nature of system identification give rise to a number of challenging issues. LÄS MER

  7. 35. Seasonal Adjustment and Dynamic Linear Models

    Författare :Can Tongur; Daniel Thorburn; Sune Karlsson; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Dynamic linear models; DLM; direct and indirect seasonal adjustment; relative efficiency; Huber loss function; Polls of polls; Wiener process; Swedish elections; Statistics; statistik;

    Sammanfattning : Dynamic Linear Models are a state space model framework based on the Kalman filter. We use this framework to do seasonal adjustments of empirical and artificial data. A simple model and an extended model based on Gibbs sampling are used and the results are compared with the results of a standard seasonal adjustment method. LÄS MER