Sökning: "actuarial mathematics"
Visar resultat 6 - 10 av 43 avhandlingar innehållade orden actuarial mathematics.
6. Models of Surface Roughness with Applications in Paper Industry
Sammanfattning : This thesis comprises general parametric models for surface roughness. The models can be used in several technical and natural applications but are here only applied to the micro-structure of paper. In that application, earlier models are generalized and new models introduced. LÄS MER
7. Topics in Human Gene Mapping
Sammanfattning : This thesis is interdisciplinary between Mathematical Statistics, Genetics, and Medicine. It mainly consists of topics in mathematical modelling of the correlation of inheritance of genes and disease in a family, a method called linkage analysis. It is organized as follows. LÄS MER
8. On Bounds and Asymptotics of Sequential Monte Carlo Methods for Filtering, Smoothing, and Maximum Likelihood Estimation in State Space Models
Sammanfattning : This thesis is based on four papers (A-D) treating filtering, smoothing, and maximum likelihood (ML) estimation in general state space models using stochastic particle filters (also referred to as sequential Monte Carlo (SMC) methods). The aim of Paper A is to study the bias of Monte Carlo integration estimates produced by the so-called bootstrap particle filter. LÄS MER
9. Two-Barrier Problems in Applied Probability: Algorithms and Analysis
Sammanfattning : This thesis consists of five papers (A-E). In Paper A, we study transient properties of the queue length process in various queueing settings. We focus on computing the mean and the Laplace transform of the time required for the queue length starting at $x0. We define the loss rate due to the reflection. LÄS MER
10. Statistical Analysis of Crests and Maxima in Gaussian Seas
Sammanfattning : An important problem in ocean engineering is to find distributions for characteristic wave parameters. For wind-generated water waves at deep water, a Gaussian distribution for the wave-surface elevation is considered a reasonable model. LÄS MER