Sökning: "discrete time model"

Visar resultat 31 - 35 av 323 avhandlingar innehållade orden discrete time model.

  1. 31. Portfolio Selection and the Analysis of Risk and Time Diversification

    Författare :Mattias Persson; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic policy; economic systems; economic theory; econometrics; Economics; Lower Partial Moment; Portfolio Selection; Parameter Uncertainty; Time Diversification; Bootstrap; Downside Risk; Estimation Risk; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Financial science; Finansiering;

    Sammanfattning : This thesis is devoted to the analysis of three important issues in financial economics in general and portfolio selection in particular: the risk measure, estimation risk and time diversification. Besides a short introductory chapter the thesis consists of four empirical essays. LÄS MER

  3. 32. Semi-Markov Models for Insurance and Option Rewards

    Författare :Fredrik Stenberg; Dmitrii Silvestrov; Kimmo Eriksson; Nikolaos Limnios; Mälardalens högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; semi-Markov process; discrete time; insurance; actuarial; higher order reward; disability; variance; skewness; kurtosis; reward process; stochastic volatility; controlling semi-Markov process; Monte Carlo algorithm; convergence; optimal stopping; skeleton approximation; regime switching; semi-Markov modulated; European option; American option; Lévy process.; MATHEMATICS; MATEMATIK; Matematik tillämpad matematik;

    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

  4. 33. Numerical homogenization of network models and micro-mechanical simulation of paperboard

    Författare :Morgan Görtz; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; domain decomposition; paper model; local orthogonal decomposition; Bending; paper simulation; network model; multiscale;

    Sammanfattning : Micro-mechanical simulations of paper products involve complex geometries and challenging numerical problems. This work considers micro-mechanical simulations where individual paper fibers are modeled and resolved. This level of detail is useful in paper-product development, where wood composition and other fiber-based parameters are essential. LÄS MER

  5. 34. EMC barriers : measurement methodologies and model verification

    Författare :Urban Lundgren; Luleå tekniska universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Industrial Electronics; Industriell elektronik;

    Sammanfattning : The subject of Electromagnetic Compatibility (EMC) is introduced. A short overview of the regulatory EMC requirements in Europe and in the United States is presented. An explanation is given why it is important for people in the electronics business to understand the need for EMC regulations. LÄS MER

  7. 35. Discrete-Event Simulation for Hospital Resource Planning : Possibilities and Requirements

    Författare :Krisjanis Steins; Jan Lundgren; Fredrik Persson; Sten Walther; Lisa Brouwers; Linköpings universitet; []
    Nyckelord :Discrete-event simulation DES ; health care; resource planning; TECHNOLOGY; TEKNIKVETENSKAP;

    Sammanfattning : The delivery of health care services has been under pressure due to limited funding and increasing demand. This has highlighted the need to increase not only the effectiveness but also the efficiency of health care delivery. LÄS MER