Search for dissertations about: "aktuariematematik"

Showing result 16 - 20 of 35 swedish dissertations containing the word aktuariematematik.

  2. 16. Stochastic Modelling and Reconstruction of Random Shapes

    Author : Finn Lindgren; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; operations research; Statistics; operationsanalys; Statistik; programmering; aktuariematematik; actuarial mathematics; programming;

    Abstract : This thesis originates from the problem of reconstructing the three-dimensional shape of objects, when the only available data are two-dimensional images. The solution presented is based on stochastic models for random object shapes and measurements, in combination with practical surface representation and simulation methods. READ MORE

  4. 17. On Parameter Estimation and Control of Time-Varying Stochastic Systems

    Author : Bengt Lindoff; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; Adaptive Predictive Control; Adaptive Stochastic Control; Dual Control; Convergence Analysis; Quadratic Forms; Forgetting Factor; Recursive Least Squares; Recursive Estimation; Linear Systems; Time-Varying Stochastic Systems; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

    Abstract : This thesis is about parameter estimation and control of time-varying stochastic systems. It can be divided into two parts. The first part deals with an estimation algorithm commonly used when estimating parameters in time-varying stochastic systems, the Recursive Least Squares (RLS) algorithm with forgetting factor. READ MORE

  5. 18. Statistical Modeling of Diffusion Processes with Financial Applications

    Author : Erik Lindström; Finansiell matematik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; Statistik; operations research; programming; Option pricing; Model validation; Recursive estimation; Diffusion processes; Maximum Likelihood Estimation; operationsanalys; programmering; aktuariematematik; Statistics;

    Abstract : This thesis consists of five papers (Paper A-E) on statistical modeling of diffusion processes. Two papers (Paper A & D) consider Maximum Likelihood estimators for non-linear diffusion processes. READ MORE

  6. 19. Statistical analysis of non-Gaussian environmental loads and responses

    Author : Ulla E.B. Machado; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programmering; aktuariematematik; Statistik; operationsanalys; Statistics; operations research; programming;

    Abstract : The thesis deals mainly with offshore engineering related problems where the dominant source of uncertainty is related to the loading. Loads arise from environmental random processes; e.g. waves, currents and winds. READ MORE

  7. 20. Space-Time Prediction of Ocean Winds

    Author : Anders Malmberg; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; operations research; image warping; thin-plate splines.; near-surface ocean winds; variogram parameters; Space-time Kalman filtering; real-time assimilation; residual wind speed; actuarial mathematics; programming; Statistik; operationsanalys; programmering; aktuariematematik;

    Abstract : The topic of this thesis is inspired by an experiment in which a vessel, laying a submarine cable, was provided with forecasts overlaid with satellite observations of significant wave height. During the operation, the vessel was close to an adverse weather area and the personnel on board could confirm that the forecast was not as close to the "ground truth" as the satellite observation was. READ MORE