## Search

Now showing items 201-300 of 2416

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)

For the space of \(C^3\) quintics on the Powell–Sabin 12-split of a triangle, we determine explicitly the six symmetric simplex spline bases that reduce to a B-spline basis on each edge and have a positive partition of ...

(Master thesis / Masteroppgave, 2015)

The Aalen-Johansen estimator for calculation of transition probabilities in a multi-state model, builds on the assumption that the data are Markovian. For real data, the Markov property may not be fulfilled, and it is then ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2015)

We analyze cointegration in commodity markets, and propose a parametric class of pricing measures which preserves cointegration for forward prices with fixed time to maturity. We present explicit expressions for the term ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

We solve the problem of pricing and hedging Asian-style options on energy with a quadratic risk criterion when trading in the underlying future is restricted. Liquid trading in the future is only possible up to the start ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

Based on forward curves modelled as Hilbert-space valued processes, we analyze the pricing of various options relevant in energy markets. In particular, we connect empirical evidence about energy forward prices known from ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2015)

We investigate multivariate subordination of Lévy processes which was first introduced by Barndorff-Nielsen et al. [O.E. Barndorff-Nielsen, F.E. Benth, and A. Veraart, Modelling electricity forward markets by ambit fields, ...

(Research report / Forskningsrapport, 2015)

Quantifying operational risk exposure typically involves gathering information from several sources, including historical data as well as subjective assessments. Using historical data one can estimate both an incident ...

(Doctoral thesis / Doktoravhandling, 2015)

Microfluidics is considered as both science and technology that deal with fluids in microchannels or in micro scale space. During the past two decades, microfluidic has been the hot spot in various research areas, e.g., ...

(Master thesis / Masteroppgave, 2015)

A basic problem in large collections of documents is to find similar items, for basic search, recommendation, or other purposes. Traditionally techniques for this have relied only on the text in the document, since analysing ...

(Doctoral thesis / Doktoravhandling, 2015)

The present thesis is motivated by the desire to understand and to predict the effects of stable stratification on turbulent flow and passive scalar dispersion.
A methodology which enables the simulation of stably stratified, ...

(Master thesis / Masteroppgave, 2015)

Mammographic screening is a method for detecting breast cancer at an early stage of the disease progression, and is thus considered a secondary prevention. The Norwegian Breast Cancer Screening Program invites all women ...

(Master thesis / Masteroppgave, 2015)

Estimators with cube root asymptotics are typically the result of M-estimation with non-smooth objective functions. Aside from being inefficient, they are hard to calculate, have intractable limiting distributions, and are ...

(Master thesis / Masteroppgave, 2015)

Det er betraktet to rektangulære geometrier på en fri overflate i 2-D. Når geometriene er adskilt med en liten spalteavstand kan det oppstå stor vertikal bevegelse av væsken. Vanlige lineære sea keeping programmer ...

(Research report / Forskningsrapport, 2015)

We study a hierarchical dynamic state-space model for abundance estimation. A generic data fusion approach for combining computer simulated posterior samples of catch output data with observed re- search survey indices ...

(Master thesis / Masteroppgave, 2015)

Studiet undersøker muligheten for å bruke Steamline Upwind/Petrov Galerkin (SUPG) og Discontinuous Galerkin (DG) i adveksjons-dominert skalar-blanding med høyt Schmidt-tall. Forenklede tester viste at DUPG og DG gir dårlig ...

Implementation of a New Concept of Duration with respect to the Stochastic Fluctuations of the Yield Surface Restricted Access

(Master thesis / Masteroppgave, 2015)

One objective of this Master thesis is to give an overview and discussion of the most important stochastic models for the dynamics of the yield surface. Since interest rates are of stochastic nature, and e.g. insurance ...

(Master thesis / Masteroppgave, 2015)

(Master thesis / Masteroppgave, 2015)

(Master thesis / Masteroppgave, 2015)

The aim of this work has been to implement a range of Large Eddy Simulation (LES) turbulence models into Oasis, a Computational Fluid Dynamic (CFD) solver for incompressible flows based on the Finite Element method (FEM), ...

(Master thesis / Masteroppgave, 2015)

The Institute of Marine Research collects data from different sources for the estimation of fish abundance. These data can be divided into two groups: 1) Data from research surveys. 2) Fishery based data. In this thesis, ...

(Master thesis / Masteroppgave, 2015)

Consider a random walk on an undirected, connected graph. On each edge we can set a transition probability to connect two adjacent vertices. The mixing rate of the associated Markov chain to the uniform equilib- rium ...

Bond Portfolio Optimization in the Presence of Illiquidity Risk Restricted Access

(Master thesis / Masteroppgave, 2015)

In 2008 Acerbi and Scandolo (see [?]) introduced a formalism to calculate portfolio values under the influence of liquidity risk. The formalism was used on asset portfolios, and stated that in the presence of liquidity ...

(Doctoral thesis / Doktoravhandling, 2015)

(Doctoral thesis / Doktoravhandling, 2015)

(Master thesis / Masteroppgave, 2015)

(Master thesis / Masteroppgave, 2015)

Geodesiske linjer og hyperstrømlinjer er brukt for å visualisere andre ordens tensorer. Dessuten ser vi på en ny måte å fremstille andreordens tensorfelt på. Ved å bruke retning til geodesiske linjer i steden for egenvektorer, ...

(Master thesis / Masteroppgave, 2015)

Metagenomics is the investigation of genetic samples directly obtained from the environment. Driven by the rapid development of DNA sequencing technology and continuous reductions in sequencing costs, studies in metagenomics ...

(Master thesis / Masteroppgave, 2015)

(Master thesis / Masteroppgave, 2015)

In this thesis we will consider Markov operators on cones . More precisely, we let X equipped with certain norm be a real Banach space, K in X be a closed, normal cone with nonempty interior, e in Int (K) be an order unit. ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

The canonical map from the Kan subdivision of a product of finite simplicial sets to the product of the Kan subdivisions is a simple map, in the sense that its geometric realization has contractible point inverses.
First ...

(Doctoral dissertation / Doktoravhandling, 2015)

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

The construction of projection operators, which commute with the exterior derivative and at the same time are bounded in the proper Sobolev spaces, represents a key tool in the recent stability analysis of finite element ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

The purpose of this paper is to discuss the construction of a linear operator, referred to as the bubble transform, which maps scalar functions defined on Ω⊂Rn into a collection of functions with local support. In fact, ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

Tsunamis induced by rock slides constitute a severe hazard towards coastal fjord communities. Fjords are narrow and rugged with steep slopes, and modeling the short-frequency and high-amplitude tsunamis in this environment ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

This review presents modelling techniques and processes that govern landslide tsunami generation, with emphasis on tsunamis induced by fully submerged landslides. The analysis focuses on a set of representative examples ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

Motivated by Quantum Bayesianism I give background for a general epistemic approach to quantum mechanics, where complementarity and symmetry are the only essential features. A general definition of a symmetric epistemic ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

Direct numerical simulation data of an evolving Kelvin-Helmholtz instability have been analyzed in order to characterize the dynamic and kinematic response of shear-generated turbulent flow to imposed stable stratification. ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

We study the logarithmic topological Hochschild homology of ring spectra with logarithmic structures and establish localization sequences for this theory. Our results apply, for example, to connective covers of periodic ...

(Master thesis / Masteroppgave, 2015)

Reaction-Diffusion equations arise in many models in biomedical computing. One of these areas are models for the calcium dynamic in the heart cells. As the terms in reaction-diffusion equations can be solved separately ...

(Master thesis / Masteroppgave, 2015)

(Master thesis / Masteroppgave, 2015)

In classic mathematical finance, a trader's actions have no direct influence on the asset price. For small trades this is a reasonable assumption, but large trades fire back at the underlying price. We consider a transient ...

(Master thesis / Masteroppgave, 2015)

The intention of this thesis is to give a better understanding of the way that subduction zones evolve, to examine the way that different subduction parameters affect each other and finally to demonstrate how visualization ...

(Master thesis / Masteroppgave, 2015)

Due to regulation reasons, life insurance undertakings have long been struggling with interest rate variations. In the post-ﬁnancial-crisis era, most life insurance ﬁrms in Western countries are facing two major challenges, ...

(Master thesis / Masteroppgave, 2015)

An examination of the abridged notation introduced by Salmon for plane geometry. Culminating in its use to prove the theorems of Brianchon and Pascal, Steiner's theorem on Pascal's Hexagon and Steiner's solution of the ...

(Master thesis / Masteroppgave, 2015)

(Master thesis / Masteroppgave, 2015)

(Master thesis / Masteroppgave, 2015)

(Master thesis / Masteroppgave, 2015)

Cox's regression model is one of the most used methods in medical statistics, and the method also finds applications in other fields. The purpose of the model is to explore the relationship between the effect of covariates ...

(Master thesis / Masteroppgave, 2015)

This thesis is devoted to the simultaneous estimation of the means of p> 1 independent Poisson distributions. A novel loss function that penalizes bad estimates of each of the means and the sum of the means is introduced. ...

(Master thesis / Masteroppgave, 2015)

The first part of the thesis concerns the problem of ranking in general. We take a closer look at the two ranking methods; Elo rating and Colley rating. The former is used to rate and rank chess players, whereas the latter ...

(Master thesis / Masteroppgave, 2015)

One of the puzzlingly hard problems in \emph{Computer Aided Geometric Design} and \emph{Approximation Theory} is that of finding the dimension of the spline space of $C^r$ piecewise polynomials of degree $n$ over a planar ...

(Master thesis / Masteroppgave, 2015)

I denne oppgaven var det som mål å komme frem til enkle dynamiske formuleringer og opplegg for fremskrivninger under kohort-baserte modeller. De vanligste dødelighetsmodeller i bruk i forsikring idag er baser på ...

(Master thesis / Masteroppgave, 2015)

Tynne, porøse plater, oskillerende eller holdt fast under påvirkning av en innkommende bølge, er studert. Bølgen vandrer på et fluid som er antatt inkompressibelt og irrotasjonelt, og lineær potensialteori anvendes. Uttrykk ...

(Master thesis / Masteroppgave, 2015)

Bølgeinduserte strømninger og bølgedempingsrater for ulike overflate-dekker er undersøkt ved hjelp av PIV og ultralydmålere. To økter med eksperimenter av mekanisk genererte monokromatiske bølger som forplanter seg i en ...

(Master thesis / Masteroppgave, 2015)

The purpose of this thesis is to study the pricing of mortality risk in life annuities, when using the so-called Wang s Transform which is popular in certain quarters of actuarial science. This is a distortion operator ...

Sensitivity analysis in a market driven by time-changed Levy noises Restricted Access

(Master thesis / Masteroppgave, 2015)

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

The paper describes the philosophy, design, functionality, and usage of the Python software toolbox Chaospy for performing uncertainty quantification via polynomial chaos expansions and Monte Carlo simulation. The paper ...

(Master thesis / Masteroppgave, 2015)

Cox's regression model is one of the most applied methods in medical research. This method finds also applications in other fields such as econometrics, demography, insurance etc. This method is based on two crucial ...

(Master thesis / Masteroppgave, 2015)

In this thesis we compute the K_2-homology of B^3\Z=K(\Z,3) following Ravenel-Wilson, and exhibit all ring spectrum maps from \Sigma^\infty B^3\Z_+ to K_2. We define the complex oriented theory K_n as a quotient of Lubin-Tate ...

(Master thesis / Masteroppgave, 2015)

(Master thesis / Masteroppgave, 2015)

(Master thesis / Masteroppgave, 2015)

Mortality rates are the ratio of death counts and estimates of the population exposed to risk of deaths in matched intervals of time and age. Mortality forecasting is the use of historical data of mortality to determine ...

(Master thesis / Masteroppgave, 2015)

(Master thesis / Masteroppgave, 2015)

In elliptic curve cryptography, the choice of the elliptic curve is important for security. This is because there exist elliptic curves where certain shortcuts can be made that breaks the security of elliptic curve ...

(Master thesis / Masteroppgave, 2015)

A handful of special methods and techniques are available for solving the problems in insurance industries. The techniques are diﬀerent based on the situation and each of these techniques has their own theory and logic. ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

We study quasi-linear stochastic partial differential equations with discontinuous drift coefficients. Existence and uniqueness of a solution is already known under weaker conditions on the drift, but we are interested in ...

(Master thesis / Masteroppgave, 2015)

(Master thesis / Masteroppgave, 2015)

The thesis solves the problem of finding the local-risk minimizing strategies in an incomplete market of electricity and fuels where there is a time-change. This is done under two methodologies: in the classical sense and ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

The final publication is available at Springer via http://dx.doi.org/10.1007/s00031-015-9324-y

(Master thesis / Masteroppgave, 2015)

The main result of my mine in the master thesis is a new Bismut-Elworthy-Li-formula with respect to a pure jump Levy noise driven stochastic differential equation (SDE), with non-Lipschitz continuous coefficients. This ...

(Master thesis / Masteroppgave, 2015)

In 1862, substituting for professor O. J. Broch, Ludvig Sylow gives the first lectures ever given on the field of Galois theory in Norway, at the University of Christiania. He lectures on, amongst other things, what he ...

(Master thesis / Masteroppgave, 2015)

Punktene på en elliptisk kurve danner en gruppe. Hvis vi kaller origo i gruppa for Q, er et n-torsjonspunkt et punkt P som er slik at nP=Q. Mengden n-torsjonspunkter danner en abelsk gruppe. Alle 3-torsjonspunktene på en ...

(Master thesis / Masteroppgave, 2015)

Denne avhandlingen handler om optimal reforsikring. Reforsikring eller reassuranse er en type forsikring som forsikrer et forsikringsselskap. Et forsikringsselskap vil beskytte seg mot fremtidige store krav ved å overføre ...

(Master thesis / Masteroppgave, 2015)

(Master thesis / Masteroppgave, 2015)

(Doctoral thesis / Doktoravhandling, 2015)

Banebrytende forskningsmodeller innenfor viktige tema/fagområder som blant annet klima, menneskekroppen og jordskorpen tar alle utgangspunkt i kompliserte dataprogrammer, og krever ofte flere dager for en super-datamaskin ...

(Master thesis / Masteroppgave, 2015)

Most insurance companies deal with reinsurance. One of the problems they have to solve is: What reinsurance treaty is optimal for their company? Optimal reinsurance for large portfolios has, during the past decades, been ...

(Master thesis / Masteroppgave, 2015)

The frequency of demands are crucial when analysing a safety instrumented system (SIS). IEC 61508 distinguishes between low and high demand mode when calculating risk for such a system. In reality there are systems that ...

(Master thesis / Masteroppgave, 2015)

One of the challenges related to modelling calcium dynamics in cardiac cells is the large difference in the length scales involved. The dyad, where important processes take place, is very small compared to the whole cell. ...

(Chapter / Bokkapittel / AcceptedVersion; Peer reviewed, 2015)

We present an overview of the continuous and discontinuous Galerkin finite element methods (CG-FEM, DG-FEM) for numerical solution of the transport equation and show how the Navier-Stokes equations can be solved with CG-FEM ...

(Master thesis / Masteroppgave, 2015)

Resonant behaviour in the gap between two adjacent bodies on a free surface is investigated numerically. The study is done within the framework of two-dimensional potential theory. It is of common conception that traditional ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

We show how a stochastic version of the Lagrange multiplier method can be combined with the stochastic maximum principle for jump diffusions to solve certain constrained stochastic optimal control problems. Two different ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

Background
Common genetic variants have been shown to modify BRCA1 penetrance. The aim of this study was to validate these reports in a special cohort of Norwegian BRCA1 mutation carriers that were selected ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

We study optimal insider control problems, i.e., optimal control problems of stochastic systems where the controller at any time t, in addition to knowledge about the history of the system up to this time, also has additional ...

(Master thesis / Masteroppgave, 2015)

Lending money has been one of the basic activities of banks for centuries. However, credit evaluation and pricing of loans are still not well understood, since the assessment of the impact of credit risk on prices in bond ...

(Master thesis / Masteroppgave, 2015)

(Master thesis / Masteroppgave, 2015)

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

Quadric fibrations over smooth curves are investigated with respect to their osculatory behavior. In particular, bounds for the dimensions of the osculating spaces are determined, and explicit formulas for the classes of ...

(Chapter / Bokkapittel / AcceptedVersion; Peer reviewed, 2015)

We present a new approach to the optimal portfolio problem for an insider with logarithmic utility. Our method is based on white noise theory, stochastic forward integrals, Hida-Malliavin calculus and the Donsker delta function.

(Master thesis / Masteroppgave, 2015)

The electrical activity in the Purkinje network and the myocardial tissue in the ventricles of the human heart was modeled. The focus was on the Purkinje tree and the coupling of the Purkinje network and the myocardium. ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2015)

This paper is an invitation to Fourier analysis in the context of reduced twisted C*-crossed products associated with discrete unital twisted C*-dynamical systems. We discuss norm-convergence of Fourier series, multipliers ...

(Master thesis / Masteroppgave, 2015)

Vi ser på ulike måter å beregne korrelasjon mellom to variable på. Fokus er i stor grad på ordinale og kvantitative data og beregning av korrelasjonsmålene Pearson s r, Kendall s t og Spearman s rang-korrelasjon. Det ...

(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2015)

We discuss the crossing sea state and the probability of rogue waves during the accident of the tanker Prestige on 13 November 2002. We present newly computed hindcast spectra for every hour during that day at nearby ...

(Journal article / Tidsskriftartikkel / SubmittedVersion, 2015)

For a commodity spot price dynamics given by an Ornstein–Uhlenbeck (OU) process with Barndorff-Nielsen and Shephard stochastic volatility, we price forwards using a class of pricing measures that simultaneously allow for ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2015)

Solutions of stochastic Volterra (integral) equations are not Markov processes, and therefore, classical methods, such as dynamic programming, cannot be used to study optimal control problems for such equations. However, ...

(Research report / Forskningsrapport, 2014)

Accurate determination of pipeline eigenfrequencies and mode shapes is essential to free span design. For pipelines resting on rough seabeds, multiple free spans are commonly located sufficiently close to be interacting, ...

(Doctoral thesis / Doktoravhandling, 2014)

In epidemiological research it is common to follow large cohorts over time with respect to exposure and outcome development. This can, however, be expensive, time consuming or even logistically impossible. A much used ...

(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2014)

Assume A is a Fréchet algebra equipped with a smooth isometric action of a vector group V, and consider Rieffel’s deformation AJ of A . We construct an explicit isomorphism between the smooth crossed products V⋉AJ and V⋉A ...

Claim reserving in long-tailed non-life insurance Restricted Access

(Master thesis / Masteroppgave, 2014)

Reserving outstanding claims is crucial for insurance industry, in the sense that it influences both the cash balance (via pricing) and the solvency of the company. The main objective of this thesis has been to present and ...

(Chapter / Bokkapittel / AcceptedVersion; Peer reviewed, 2014)

Published by Palgrave Macmillan. Reproduced with permission of Palgrave Macmillan. This extract is taken from the author's original manuscript and has not been edited. The definitive, published, version of record is available ...