Sökning: "semi-Markov process"

Hittade 5 avhandlingar innehållade orden semi-Markov process.

1. 1. 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

3. 2. Semi Markov chain Monte Carlo

   Författare :Håkan Ljung; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Adaptive simulation; error-in-the-variables; Kullback-Leibler divergence; Markov chain simulation; Markov chain Monte Carlo; semi-regenerative; MATEMATIK; MATHEMATICS; MATEMATIK; matematisk statistik; Mathematical Statistics;

   Sammanfattning : The first paper introduces a new simulation technique, called semi Markov chain Monte Carlo, suitable for estimating the expectation of a fixed function over a distribution π, Eπf(χ). Given a Markov chain with stationary distribution p, for example a Markov chain corresponding to a Markov chain Monte Carlo algorithm, an embedded Markov renewal process is used to divide the trajectory into different parts. LÄS MER

4. 3. Perturbed discrete time stochastic models

   Författare :Mikael Petersson; Dmitrii Silvestrov; Ola Hössjer; Nikolaos Limnios; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Renewal equation; Perturbation; Asymptotic expansion; Regenerative process; Risk process; Semi-Markov process; Markov chain; Quasi-stationary distribution; Ruin probability; First hitting time; Solidarity property; Mathematical Statistics; matematisk statistik;

   Sammanfattning : In this thesis, nonlinearly perturbed stochastic models in discrete time are considered. We give algorithms for construction of asymptotic expansions with respect to the perturbation parameter for various quantities of interest. LÄS MER

5. 4. Improving DRX Performance For Emerging Use Cases In 5G

   Författare :Farnaz Moradi; Nätverk och säkerhet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

   Sammanfattning : This thesis proposes approaches and models to increase the energy saving of the User Equipment (UE) in Long-Term Evolution (LTE) and 5G. The focus is mainly on Discontinuous Reception (DRX), the UE energy saving mechanism that was first introduced in LTE and will play an important role in 5G too.In this thesis, we take two main approaches. LÄS MER

7. 5. KPI framework for maintenance management through eMaintenance : Development, implementation, assessment, and optimization

   Författare :Esi Saari; Janet Lin; Ramin Karim; Phillip Tretten; David Baglee; Luleå tekniska universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Drift och underhållsteknik; Operation and Maintenance;

   Sammanfattning : Performance measurement is critical if any organization wants to thrive. The motivation for the thesis originated from the project “Key Performance Indicators (KPI) for control and management of maintenance process through eMaintenance (in Swedish: Nyckeltal för styrning och uppföljning av underhållsverksamhet m h a eUnderhåll)”, initiated and financed by a mining company in Sweden. LÄS MER