Search for dissertations about: "Ola Hammarlid"

Found 1 swedish dissertation containing the words Ola Hammarlid.

2. 1. Large deviation techniques applied to three questions of when

   Author : Ola Hammarlid; Anders Martin-Löf; Ingmar Kaj; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Large deviations; first passage time; stopping time; rate function; convex barrier; fallacy of large numbers; utility function; insurance; ruin; variable premium; generalized Ornstein-Uhlenbeck process; Mathematical statistics; Matematisk statistik;

   Abstract : Large deviation techniques are used to solve three problems; when is a distant convex barrier passed, when to accept a sequence of gambles and when is the time of ruin. This work is the collection of four papers. READ MORE