Sökning: "aktuariematematik"

Visar resultat 21 - 25 av 35 avhandlingar innehållade ordet aktuariematematik.

  1. 21. Monte Carlo Results for Bootstrap Tests in Systems with Integrated-Cointegrated Variables

    Författare :Panagiotis Mantalos; Statistiska institutionen; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programming; operations research; Statistics; Granger-causality; Monte Carlo; Cointegration; Bootstrap; Statistik; operationsanalys; programmering; aktuariematematik;

    Sammanfattning : When we study the properties of a test procedure, two aspects are of prime importance. Firstly, we wish to know if the actual size of the test (i.e., the probability of rejecting the null when true) is close to the nominal size (used for calculating the critical values). LÄS MER

  3. 22. The Uncertain Dichotomous Choice Model - Some Results

    Författare :Antonio Maranon; Statistiska institutionen; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; hierarchy; chairman decisive rule; majority function; uncertain dichotomous choice model; collective decisional skill; Statistics; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

    Sammanfattning : A probabilistic framework used in studying collective decision making is the uncertain dichotomous choice model. The model is essentially characterized by two components: the organizational structure and the voting process. LÄS MER

  4. 23. On Bounds and Asymptotics of Sequential Monte Carlo Methods for Filtering, Smoothing, and Maximum Likelihood Estimation in State Space Models

    Författare :Jimmy Olsson; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programming; operations research; Statistics; Matematik; Mathematics; state space models; smoothing; sequential Monte Carlo; particle filter; EM algorithm; maximum likelihood; consistency; Asymptotic normality; Statistik; operationsanalys; programmering; aktuariematematik;

    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

  5. 24. Feature Informativeness, Curse-of-Dimensionality and Error Probability in Discriminant Analysis

    Författare :Tatjana Pavlenko; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Statistics; Matematik; Mathematics; feature selection; Discriminant analysis; feature informativeness; growing dimension assymptotics; operations research; operationsanalys; programmering; aktuariematematik; programming; actuarial mathematics; Statistik; Multivariate analysis; MATHEMATICS;

    Sammanfattning : This thesis is based on four papers on high-dimensional discriminant analysis. Throughout, the curse-of-dimensionality effect on the precision of the discrimination performance is emphasized. A growing dimension asymptotic approach is used for assessing this effect and the limiting error probability are taken as the performance criteria. LÄS MER

  7. 25. A Probabilistic Model for Positional Voting - Spectrum Games -

    Författare :Thommy Perlinger; Statistiska institutionen; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; operations research; Statistics; Markov-Pólya index; initiator; Voting power index; Spectrum game; connected coalitions; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

    Sammanfattning : This thesis considers a class of cooperative n-person games (voting games) in which the voters are spread across an ideological scale. The two most commonly used measures of individual voting power in voting games are the Shapley-Shubik index and the Banzhaf-Coleman index. In both indices, the actors are assumed anomymous and treatad symmetrically. LÄS MER