Search for dissertations about: "intensity-based models"

Found 2 swedish dissertations containing the words intensity-based models.

  2. 1. 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

  4. 2. Deep Learning for Wildfire Progression Monitoring Using SAR and Optical Satellite Image Time Series

    Author : Puzhao Zhang; Yifang Ban; Lorenzo Burzzone; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Remote Sensing; Deep Learning; Wildfire; Burned Area Mapping; Synthetic Aperture Radar; Change Detection; Segmentation; Optical and Radar Image Analysis; Sentinel-1; Sentinel-2; fjärranalys; djup inlärning; skogsbrand; kartläggning av brända områden; Synthetic Aperture Radar; upptäckt av förändringar; segmentering; analys av optiska och radarbilder; Sentinel-1; Sentinel-2; Geoinformatik; Geoinformatics;

    Abstract : Wildfires have coexisted with human societies for more than 350 million years, always playing an important role in affecting the Earth's surface and climate. Across the globe, wildfires are becoming larger, more frequent, and longer-duration, and tend to be more destructive both in lives lost and economic costs, because of climate change and human activities. READ MORE