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Showing result 1 - 5 of 141 swedish dissertations matching the above criteria.
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1. Bridges with Random Length and Pinning Point for Modelling the Financial Information
Abstract : The impact of the information concerning an event of interest occurring at a future random time is the main topic of this work. The event can massively influence financial markets and the problem of modelling the information on the time at which it occurs is of crucial importance in financial modelling. READ MORE
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2. Ruin probabilities and first passage times for self-similar processes
Abstract : This thesis investigates ruin probabilities and first passage times for self-similar processes. We propose self-similar processes as a risk model with claims appearing in good and bad periods. Then, in particular, we get the fractional Brownian motion with drift as a limit risk process. READ MORE
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3. Noise sensitivity and FK-type representations for Gaussian and stable processes
Abstract : This thesis contains four papers on probability theory. Paper A concerns the question of whether the exclusion sensitivity and exclusion stability of a sequence of Boolean functions are monotone with respect to adding edges to the underlying sequence of graphs. READ MORE
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4. Some Markov Processes in Finance and Kinetics : Markov Processes
Abstract : This thesis consists of four papers. The first two papers treat extremes for L\'evy processes, while papers three and four treat the Kac model with unbounded collision kernel. READ MORE
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5. Gaussian process models of social change
Abstract : Social systems produce complex and nonlinear relationships in the indicator variables that describe them. Traditional statistical regression techniques are commonly used in the social sciences to study such systems. READ MORE