Search
Now showing items 1-51 of 51
(Master thesis / Masteroppgave, 2018)
The objective of this thesis is to give a description of the rough stochastic volatility modelling based on fractional Brownian motion with Hurst exponent H less than 1/2, as well as the corresponding pricing model. ...
Approximations of Fractional Brownian Motion Restricted Access
(Master thesis / Masteroppgave, 2018)
(Master thesis / Masteroppgave, 2018)
Longitudinal data arise when repeated measurements are taken on individuals over time. Commonly used models for such data are multivariate linear models, linear mixed effect models and generalised linear mixed models. This ...
(Master thesis / Masteroppgave, 2018)
(Master thesis / Masteroppgave, 2018)
Given a non-principal ultrafilter, we define and prove properties of ultralimits of measure spaces (including σ-algebras, filtrations and measures), random variables and discrete-time stochastic processes. Among other ...
Modelling of Total Claim Amounts with Regime Switching in the Framework of Generalized Cox Processes
(Master thesis / Masteroppgave, 2018)
Optimal reinsurance - an examination of optimal stop-loss contracts for different lines of business Restricted Access
(Master thesis / Masteroppgave, 2018)
Reinsurance is a risk management tool for insurance companies, as it allows for transferring some of the insurance risk to reinsurance companies. From the insurer's perspective, a reinsurance contract may lead to more ...
Reserve modelling in the presence of extreme insurance losses Restricted Access
(Master thesis / Masteroppgave, 2018)
(Master thesis / Masteroppgave, 2018)
Metoder og metodiske utfordringer for matchede kohortstudier Restricted Access
(Master thesis / Masteroppgave, 2018)
Når man estimerer effekten av en bestemt behandling eller eksponering på utfall i kohortstudier, og observasjonsstudier generelt, gir ikke standard metoder korrekte resultater i nærvær av ukontrollert konfundering. Matching ...
(Master thesis / Masteroppgave, 2018)
(Master thesis / Masteroppgave, 2018)
This thesis investigates cubic hypersurfaces and their Fano schemes. After introducing the Fano schemes through low-dimensional examples, we move on to investigate cubic fourfolds. For the cubic fourfolds, we give complete ...
(Master thesis / Masteroppgave, 2018)
Recommender systems are algorithms that suggest content or products to users on the internet. These are becoming ever more important due to the massive growth of content on popular web sites, yet their design is often only ...
(Master thesis / Masteroppgave, 2018)
(Master thesis / Masteroppgave, 2018)
(Master thesis / Masteroppgave, 2018)
Cancer is a major public health problem worldwide where it is the second leading cause of death. To improve safety and efficacy of anti-cancer drugs with less side effects, nanoparticles (NPs) have been studied heavily. ...
(Master thesis / Masteroppgave, 2018)
In this thesis we implement and employ a simplex spline basis developed by Cohen, Lyche, and Riesenfeld for the space of C1 quadratic splines on the Powell–Sabin 12-split of a triangle. A matrix recursion is used for ...
Optimal reassuranse per portefølje Restricted Access
(Master thesis / Masteroppgave, 2018)
Det forsikringsselskaper ønsker minst er stor risiko og høye erstatningsbeløp til kundene. For å unngå stor risiko, kan et forsikringsselskap reforsikre seg hos én eller flere reassurandører. Tilgjengjeld må de betale ...
(Master thesis / Masteroppgave, 2018)
Regression analysis is a commonly used approach to modelling the relationships between dependent and independent variables. When estimating the coefficients of a regression model, the least squares estimator is often used, ...
(Master thesis / Masteroppgave, 2018)
Applying the computational fluid dynamics software openFoam, we study dead water resistance on a barge. Dead water resistance is the extra drag due to internal waves in the interface between salt water and fresh water. For ...
(Master thesis / Masteroppgave, 2018)
Solvency II er et forsikringsdirektiv som kontrollerer all forsikringsdrift i EU/EØS. Direktivet innebærer kontrollering av kapitalreserven, SCR, for hver av forsikringsselskapets porteføljer. Dette for å sikre forbrukerens ...
(Master thesis / Masteroppgave, 2018)
In this thesis, we consider models for survival data with a high-dimensional covariate space. Most models used for such datasets are based on the Cox regression model, of which a critical assumption is that the hazard ...
(Master thesis / Masteroppgave, 2018)
Usikkerhet rundt menneskers fremtidige levealder resulterer i stor risiko for livsforsikringsselskap. Retningslinene for kalkulering av slik risiko er satt av EU-kommisjonen og heter Solvency II. Denne oppgaven vil presenteres ...
(Master thesis / Masteroppgave, 2018)
This graduate thesis has been devoted to the examination of spectral methods. The object of the research is to analyse the accuracy and precision of different numerical schemes developed on the basis of mathematical models ...
(Master thesis / Masteroppgave, 2018)
In this master thesis we will prove Dirichlet's theorem on primes in arithmetic progressions. The theorem states that there are an infinite number of primes in every primitive residue class modulo any positive number q, ...
(Master thesis / Masteroppgave, 2018)
Computational fluid dynamics, with the software OpenFOAM, has ben used to investi- gate the dead water phenomenon. Investigation was done by simulating a barge moving in stratified waters. Comparison of the turbulence ...
Hvor er jeg? Kan jeg regne det ut? Restricted Access
(Master thesis / Masteroppgave, 2018)
(Master thesis / Masteroppgave, 2018)
Geometric and topological analysis of cortical folding Restricted Access
(Master thesis / Masteroppgave, 2018)
(Master thesis / Masteroppgave, 2018)
In this thesis, we consider the mod 2 homology of Q≥0S0 as an E∞ space and show the following. The homologies H*Q≥0S0 and H*C∞S0 are isomorphic as free commutative /2-algebras. The homology H*Q≥0S0 is generated as an ...
(Master thesis / Masteroppgave, 2018)
Modeling of the blood flow in and around aneurysms with computational fluid dynamics (CFD) is important to better understand why aneurysms form and rupture. CFD modeling requires an accurate representation of the ...
(Master thesis / Masteroppgave, 2018)
(Master thesis / Masteroppgave, 2018)
Denne oppgaven handler om beregning av risiko for forsikringsutbetalinger ved vindkatastrofer, og hvordan Solvency II gir en forenklet måte å beregne kapitalkrav som skal sikre selskapene fra insolvens med 99.5% sikkerhet. ...
(Master thesis / Masteroppgave, 2018)
The recent results on non-uniqueness of the Euler equations, all based on the theory developed in the papers by Camillo De Lellis and László Székelyhidi Jr., are believed to be connected to the theory of turbulent fluid ...
(Master thesis / Masteroppgave, 2018)
Ventricular fibrillation (VF) occurs in ~10 % of myocardial infarction (MI) patients. These patients have higher in-hospital mortality and increased risk to lethal arrhythmias. The susceptibility for VF during acute MI and ...
(Master thesis / Masteroppgave, 2018)
A Heron triangle is a triangle with integer sides and integer area. A rational triangle is a triangle with rational sides and area. We will set out to prove van Luijks Theorem, that there exist infinitely many non-similar ...
(Master thesis / Masteroppgave, 2018)
In this thesis we begin by looking at polynomials of m n x n matrices invariant under simultaneous conjugation. Thereafter we connect the invariant polynomials to simple representations of noncommutative plane curves, ...
(Master thesis / Masteroppgave, 2018)
The bidomain and monodomain models describing cardiac electrophysiology are computationally demanding to solve. Employing efficient numerical methods is therefore important for the practical use of these models. In this ...
(Master thesis / Masteroppgave, 2018)
The field of compressive sensing is a modern field in applied mathematics which receives a lot of attention. In this thesis, we will give some insight into the iterative algorithms used in compressive sensing. We will study ...
Can computing help in learning linear algebra? Restricted Access
(Master thesis / Masteroppgave, 2018)
(Master thesis / Masteroppgave, 2018)
(Master thesis / Masteroppgave, 2018)
(Master thesis / Masteroppgave, 2018)
(Master thesis / Masteroppgave, 2018)
(Master thesis / Masteroppgave, 2018)
Environmental contours is commonly applied in e.g. ship design. The aim of this thesis is to study different methods of constructing environmental contours of sea states, and look at properties of these. Especially we will ...
(Master thesis / Masteroppgave, 2018)
(Master thesis / Masteroppgave, 2018)
This master thesis will demonstrate how to price perpetual American options with linear programming. American options are used both for hedging and speculation, and being able to price derivatives, without creating arbitrage ...
(Master thesis / Masteroppgave, 2018)
The timing of cardiac events is essential for the analysis of certain components of myocardial function [36]. Finding an algorithm that detects these timings has therefore been the subject of several studies[36]. In this ...
(Master thesis / Masteroppgave, 2018)
Compressed sensing is the study of solving underdetermined systems of linear equations with unique sparse solutions. In addition to this, applications of compressed sensing require that the number of rows of the measurement ...
(Master thesis / Masteroppgave, 2018)
Vi har sett på hvordan kinematikken i et irregulært, langkammet bølgefelt utvikler seg når bølgefeltet beveger seg over en grunne. Vi har funnet at den generelle oppførselen til skjevheten til hastighetsmålingene reflekterer ...
(Master thesis / Masteroppgave, 2018)