Sökning: "actuarial mathematics"

Visar resultat 16 - 20 av 43 avhandlingar innehållade orden actuarial mathematics.

  1. 16. Derivative Prices for Models using Levy Processes and Markov Switching

    Författare :Sebastian Rasmus; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; programming; operations research; Statistics; Regime switching; Levy processes; Derivative pricing; Computer simulations; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

    Sammanfattning : This thesis contributes to mathematics, finance and computer simulations. In terms of mathematics this thesis concerns applied probability and Lévy processes and from the financial point of view the thesis concerns derivative pricing. Within these two areas several simulation techniques are investigated. The thesis is organized as follows. LÄS MER

  3. 17. Testing for Periodicity and Trend in Long-Memory Processes

    Författare :Abdullah Almasri; Statistiska institutionen; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Statistics; temperature data.; sunspots data; wind speed data; varve data; Siegel’s test; Fisher’s test; periodogram; Fractional difference process; Discrete wavelet transform; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik; Wavelets; Statistik;

    Sammanfattning : This thesis presents methods of testing the periodicity and trend for the time series, which exhibit dependence over long periods of time. Many such processes can be modeled by a class of models called fractionally differenced processes. LÄS MER

  4. 18. Hidden Markov models - Traffic modeling and subspace methods

    Författare :Sofia Andersson; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; programming; actuarial mathematics; Statistik; operationsanalys; Statistics; operations research; subspace identification; state space representation; likelihood estimation; Poissonification; traffic analysis; hidden Markov model; Markov-modulated Poisson process; programmering; aktuariematematik;

    Sammanfattning : The main motivation for this thesis, however not the only one, is the search for models for traffic in telecommunication networks. Traffic characterization and modeling are of great importance in the analysis and dimensioning of communication systems. During the last decades we have experienced an explosive growth of our telecommunication networks. LÄS MER

  5. 19. Modelling Sea Surface Dynamics Using Crossing Distributions

    Författare :Anastassia Baxevani; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Statistik; actuarial mathematics; programmering; operations research; Statistics; velocities; global maximum; Rice formula; level crossings; Gaussian random fields; programming; aktuariematematik; operationsanalys;

    Sammanfattning : The thesis deals mainly with modelling sea surface dynamics. We consider two different scales. LÄS MER

  7. 20. Low-level analysis of microarray data

    Författare :Henrik Bengtsson; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; programmering; aktuariematematik; Statistik; operationsanalys; Statistics; operations research; programming; actuarial mathematics;

    Sammanfattning : This thesis consists of an extensive introduction followed by seven papers (A-F) on low-level analysis of microarray data. Focus is on calibration and normalization of observed data. The introduction gives a brief background of the microarray technology and its applications in order for anyone not familiar with the field to read the thesis. LÄS MER