Sökning: "Fredrik Stenberg"

Hittade 2 avhandlingar innehållade orden Fredrik Stenberg.

1. 1. Semi-Markov Models for Insurance and Option Rewards

   Författare :Fredrik Stenberg; Dmitrii Silvestrov; Kimmo Eriksson; Nikolaos Limnios; Mälardalens högskola; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; semi-Markov process; discrete time; insurance; actuarial; higher order reward; disability; variance; skewness; kurtosis; reward process; stochastic volatility; controlling semi-Markov process; Monte Carlo algorithm; convergence; optimal stopping; skeleton approximation; regime switching; semi-Markov modulated; European option; American option; Lévy process.; MATHEMATICS; MATEMATIK; Matematik tillämpad matematik;

   Sammanfattning : This thesis presents studies of semi-Markov models for insurance and option rewards. The thesis consists of the introduction and six papers. The introduction presents the results of the thesis in an informal way.In paper A, a general semi-Markov reward model is presented. LÄS MER

3. 2. Doctrinae Aristotelicae de imputatione actionum expositio. quam ... p. p. Mag. Fredric. Georg. Afzelius ... et Steno Joh. Stenberg Vermelandus ... die XIV April. MDCCCXLI ... P. V

   Författare :Fredrik Georg Afzelius; Sten Johan Stenberg; Uppsala universitet; []
   Nyckelord :HUMANIORA; HUMANITIES;

   Sammanfattning : .... LÄS MER