Sökning: "Skewness and kurtosis"
Visar resultat 1 - 5 av 17 avhandlingar innehållade orden Skewness and kurtosis.
1. Semi-Markov Models for Insurance and Option Rewards
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
2. Hybrid digital twins: A co-creation of data science and physics
Sammanfattning : Safety is more important than reliability or efficiency in railway, aerospace, oil & gas, and chemical industries. Regulations are very restrictive in sectors where safety is paramount. LÄS MER
3. Aspects of Moment Testing when p>n
Sammanfattning : This thesis concerns the problem of statistical hypothesis testing for mean vector as well as testing for non-normality in a high-dimensional setting which is called the Kolmogorov condition. Since we consider mainly the first and the second moment in testing for mean vector and we utilize the third and the fourth moment in testing for non-normality, this thesis concerns a more general moment testing problem. LÄS MER
4. Reliability Assessment and Probabilistic Optimization in Structural Design
Sammanfattning : Research in the field of reliability based design is mainly focused on two sub-areas: The computation of the probability of failure and its integration in the reliability based design optimization (RBDO) loop. Four papers are presented in this work, representing a contribution to both sub-areas. LÄS MER
5. Essays on VIX Futures and Options
Sammanfattning : This thesis consists of three essays on VIX futures and options, and deals with issues highly relevant to all financial markets, such as understanding the operation of markets and developing flexible and tractable pricing models for contracts traded in them. It consists of four chapters. LÄS MER