Sökning: "coherent and convex measures of risk"
Hittade 2 avhandlingar innehållade orden coherent and convex measures of risk.
1. Aspects of cash-flow valuation
Sammanfattning : This thesis consists of five papers. In the first two papers we consider a general approach to cash flow valuation, focusing on dynamic properties of the value of a stream of cash flows. The third paper discusses immunization theory, where old results are shown to hold in general deterministic models, but often fail to be true in stochastic models. LÄS MER
2. On risk-coherent input design and Bayesian methods for nonlinear system identification
Sammanfattning : System identification deals with the estimation of mathematical models from experimental data. As mathematical models are built for specific purposes, ensuring that the estimated model represents the system with sufficient accuracy is a relevant aspect in system identification. LÄS MER