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Now showing items 31-40 of 80
(Master thesis / Masteroppgave, 2009)
Nowadays records, radio, television and the internet spread music more widely than ever before, and an overwhelming number of musical works are available to us. During the last decades, a great interest in converting music ...
(Master thesis / Masteroppgave, 2009)
We study risk measures in relation to stochastic differential games in a Levy-market. We minimize a risk measure to get a min-max problem. The problem is to find an optimal solution for a convex risk measure in zero-sum ...
Calibration of Claim Size Processes in Non-Life Insurance by Non-Linear Filtering for Lévy Processes Restricted Access
(Master thesis / Masteroppgave, 2008)
This thesis deals with infinitely divisible distributions, Poisson process, Stochastic Partial Differential Equations and Lévy processes.
Keywords: Infinitely divisible distributions, stable distributions, compensated ...
(Master thesis / Masteroppgave, 2009)
Denne oppgaven undersøker hypotesen om at dødelighet i voksen alder avhenger av ernæringsforholdene individene levde under i barnealder. Dersom ernæringsforholdene var svært dårlige ventes høy dødelighet, men det har også ...
(Master thesis / Masteroppgave, 2009)
A time series is a sequence of data assigned to specifi c moments in time. Most statistical models are static, such as regression analysis: The defi ning set of parameters has fixed values, and the relationship between ...
(Master thesis / Masteroppgave, 2009)
New challenges within statistical sciences have arisen with the explosive growth of information. Classical methods are not designed for these kinds of problems and may not be possible to use or may not behave as expected. ...
(Master thesis / Masteroppgave, 2009)
Since the deregulation of electricity, new models were needed to quantify the price of contracts with speci ed delivery period of electricity. In this thesis we have looked at two such models. The rst model is given in ...
(Master thesis / Masteroppgave, 2009)
This paper examines the utility indifference price of interest rate products and the risk associated with these. Such products can be compared with put options and are here considered to be written on a non-tradeable asset ...
(Master thesis / Masteroppgave, 2009)
The fractional Brownian motion (fBm) has recently drawn a lot of attention and has been studied in several directions, such as stochastic integration, stochastic differential equations, financial applications, and solutions ...
(Master thesis / Masteroppgave, 2008)
In Europe, statistical evidence shows a decline in human mortality over the 20th century. The growing mortality concern led actuaries to consider a dynamic and stochastic survival model in order to forecast realistic ...