Search for dissertations about: "phase type distributions"

Showing result 1 - 5 of 21 swedish dissertations containing the words phase type distributions.

  2. 1. EM Estimation in Phase Type Models

    Author : Marita Olsson; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; phase type distributions; coxian distribution; EM algorithm; I-divergence; density estimation; right censoring; interval censoring; standard error estimation; asymptotic theory; jackknife; relapse clinical trials; survival data; hidden Markov chain; I-divergence;

    Abstract : This thesis consists of four articles whose theme in common is the class of phase type distributions. In the first article an EM algorithm is presented to estimate the parameters of a phase type distribution of fixed order. Also, it is shown that the algorithm can be used to approximate other continuous distributions by phase type distributions. READ MORE

  4. 2. Estimation of phase type distributions from censored samples

    Author : Marita Olsson; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : .... READ MORE

  5. 3. Pricing Portfolio Credit Derivatives

    Author : Alexander Herbertsson; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Portfolio credit risk; intensity-based models; dynamic dependence modelling; default contagion; CDS; synthetic CDO tranches; index CDS; k-th-to-default swaps; CDS-correlation; default-correlation; Markov jump processes; multivariate phase-type distributions; matrix-analytic methods;

    Abstract : This thesis consists of four papers on dynamic dependence modelling in portfolio credit risk. The emphasis is on valuation of portfolio credit derivatives. The underlying model in all papers is the same, but is split in two different sub-models, one for inhomogeneous portfolios, and one for homogeneous ones. READ MORE

  6. 4. Characterization of conversion zones in a reciprocating grate furnace firing wet woody biomass

    Author : Narges Razmjoo; Strand Michael; Chungen Yin; Linnéuniversitetet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Biomass combustion; Grate firing; Fuel bed; Moisture; Gas phase; Conversion zone; Experimental; Temperature distribution; Gas analysis; Bioenergiteknik Energi- och Miljöteknik; Bioenergy Technology;

    Abstract : Grate-firing systems are a common and popular combustion technology for burning biomass. However, combustion of biomass in these furnaces may emit a large amount of pollutants in the form of CO, CH4, PAH, NOx, and particles. READ MORE

  7. 5. Structure and Stability of Bi1-xSbx and CaAl2-xZnx

    Author : Karin Söderberg; Osamu Terasaki; Tetsu Ohsuna; Masaki Takata; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Inorganic chemistry; Oorganisk kemi;

    Abstract : This thesis is focused on two intermetallic systems Bi1-xSbx and CaAl2-xZnx. Bi and Sb transform into a peculiar incommensurate composite structure under pressure and our intention was to examine the structure and how alloying influences this incommensurate structure. READ MORE