Browsing Matematisk institutt by Title
Now showing items 2534-2553 of 3772
-
(Master thesis / Masteroppgave, 2022)In the optimal risk model, people usually are concerned about the dependent risks to explore how the optimal reinsurance contracts vary with the degree of dependence. In this thesis, we investigate this problem in bivariate ...
-
(Master thesis / Masteroppgave, 2023)Road construction sites are often inefficient, with construction machines frequently idling for extended periods, wasting fuel and time. One way to increase efficiency is to optimize the scheduling of the dumpers transporting ...
-
(Chapter / Bokkapittel / SubmittedVersion, 2017)Electricity infrastructure has become a critical element of modern industrial society. In order to model and analyse this infrastructure, identify weaknesses, and optimize performance, one needs to take into account its ...
-
(Chapter / Bokkapittel / AcceptedVersion; Peer reviewed, 2018)Slippery runways represent a significant risk to aircrafts especially during the winter season. In order to apply the appropriate braking action, the pilots need reliable information about the runway conditions. Unfortunately ...
-
(Research report / Forskningsrapport, 1968)
-
(Research report / Forskningsrapport, 1966)
-
(Research report / Forskningsrapport, 1971)
-
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)We present a two-factor option-pricing model, which parsimoniously captures the difference in volatility persistences under the historical and risk-neutral probabilities. The model generates an S-shaped pricing kernel that ...
-
(Master thesis / Masteroppgave, 2020)
-
(Research report / Forskningsrapport, 1973)
-
(Research report / Forskningsrapport, 1980)
-
(Master thesis / Masteroppgave, 2015)
-
(Research report / Forskningsrapport, 2008)
-
(Journal article / Tidsskriftartikkel / AcceptedVersion, 2018)We propose a non-Gaussian operator-valued extension of the Barndorff-Nielsen and Shephard stochastic volatility dynamics, defined as the square-root of an operator-valued Ornstein–Uhlenbeck process with Lévy noise and ...
-
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2022)
-
(Research report / Forskningsrapport, 1984)
-
(Research report / Forskningsrapport, 1975)
-
(Research report / Forskningsrapport, 1982)
-
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2022)Energy system models underpin decisions by energy system planners and operators. Energy system modeling faces a transformation: accounting for changing meteorological conditions imposed by climate change. To enable that ...
-
(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2023)Baltic Earth is an independent research network of scientists from all Baltic Sea countries that promotes regional Earth system research. Within the framework of this network, the Baltic Earth Assessment Reports (BEARs) ...