Browsing Matematisk institutt by Author "Kakunze, Patrick"
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Calibration of Claim Size Processes in Non-Life Insurance by Non-Linear Filtering for Lévy ProcessesRestricted Access Kakunze, Patrick (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 ...