Sökning: "probability"

Visar resultat 11 - 15 av 2329 avhandlingar innehållade ordet probability.

  1. 11. Hit probability in salvos and series

    Författare :Gustaf Borenius; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : .... LÄS MER

  3. 12. Theoretical and Practical Applications of Probability : Excursions in Brownian Motion, Risk Capital Stress Testing, and Hedging of Power Derivatives

    Författare :Andreas Lindell; Håkan Andersson; Mogens Steffensen; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; Matematisk statistik; matematisk statistik; Mathematical Statistics;

    Sammanfattning : The thesis treats three different areas; (i) Ranked increments of stable processes and ranked excursions of Brownian motion, (ii) Sufficient capital levels for banks, and (iii) Trading strategies for reduction of the fluctuations of revenues for power plants.The first part is a theoretcial investigation involved with the calculation of distribution functions concerning special properties of stable processes. LÄS MER

  4. 13. The Cognitive Basis of Joint Probability Judgments : Processes, Ecology, and Adaption

    Författare :Joakim Sundh; Peter Juslin; Jörg Rieskamp; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Judgment and decision-making; Joint probability judgment; Probability theory; Ecological rationality; Psychology; Psykologi;

    Sammanfattning : When navigating an uncertain world, it is often necessary to judge the probability of a conjunction of events, that is, their joint probability. The subject of this thesis is how people infer joint probabilities from probabilities of individual events. LÄS MER

  5. 14. Ruin probabilities and first passage times for self-similar processes

    Författare :Zbigniew Michna; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Simulation of Ruin Probability; Monte Carlo Method; Skorokhod Topology; Weak Convergence; Rice s Formula; Fluid Model; Risk Model; Scaled Brownian Motion; Long Range Dependence; Fractional Brownian Motion; Renewal Process; Levy Motion; Stable Process; Self-Similar Process; Gaussian Process; Ruin Probability; First Passage Time; Exponential Bound; Picands Constant.; Mathematics; Matematik;

    Sammanfattning : This thesis investigates ruin probabilities and first passage times for self-similar processes. We propose self-similar processes as a risk model with claims appearing in good and bad periods. Then, in particular, we get the fractional Brownian motion with drift as a limit risk process. LÄS MER

  7. 15. Optimal Subsampling Designs Under Measurement Constraints

    Författare :Henrik Imberg; Chalmers tekniska högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; inverse probability weighting; unequal probability sampling; optimal design; active sampling; M-estimation;

    Sammanfattning : We consider the problem of optimal subsample selection in an experiment setting where observing, or utilising, the full dataset for statistical analysis is practically unfeasible. This may be due to, e.g., computational, economic, or even ethical cost-constraints. LÄS MER