Search for dissertations about: "risk using monte carlo simulation"

Showing result 1 - 5 of 22 swedish dissertations containing the words risk using monte carlo simulation.

  2. 1. Uncertainty and Risk Analysis in Fire Safety Engineering

    Author : Håkan Frantzich; Avdelningen för Brandteknik; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; event tree; fire engineering design; reliability index; FOSM; Monte Carlo simulation; Risk analysis; uncertainty analysis; response surface.; Technological sciences; Teknik;

    Abstract : Two Quantitative Risk Analysis (QRA) methods are presented which can be used to quantify the risk to occupants in, for example, a building in which a fire has broken out. The extended QRA considers the inherent uncertainty in the variables explicitly. READ MORE

  4. 2. Applications of Bayesian Econometrics to Financial Economics

    Author : Christoffer Bengtsson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic systems; economic theory; econometrics; Economics; systemic risk; stochastic volatility; jump-diffusion; shrinkage; covariance matrix estimation; estimation risk; portfolio selection; mean-variance optimization; Markov chain Monte Carlo; Bayesian econometrics; ekonomisk politik; ekonomiska system; ekonomisk teori; ekonometri; Nationalekonomi; economic policy;

    Abstract : This PhD thesis consists of four separate papers. What these papers have in common is that Bayesian Econometrics, in combination with Markov chain Monte Carlo (MCMC) methods, is applied to study various problems in financial economics. READ MORE

  5. 3. Critical loads - assessment of uncertainty

    Author : Andreas Barkman; Avdelningen för kemiteknik; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; landscape planning; regionalisation; forestry; BC Al; sensitivity analysis; risk assessment; Monte Carlo simulation; PROFILE; critical level; exceedance; Acidification; forest soil; policy; EMEP; GIS.; Chemical technology and engineering; Kemiteknik och kemisk teknologi;

    Abstract : The effects of data uncertainty in applications of the critical loads concept were investigated on different spatial resolutions in Sweden and northern Czech Republic. Critical loads of acidity (CL) were calculated for Sweden using the biogeochemical model PROFILE. READ MORE

  6. 4. Risk Management in Tunneling Projects : Estimation and Planning

    Author : Mohammad Mohammadi; Johan Spross; Fredrik Johansson; Stefan Larsson; Anna Kadefors; Amund Bruland; KTH; []
    Keywords : Cost overrun; Transport infrastructure projects; Time and cost estimation; Probabilistic approaches; Tunneling; Soil and Rock Mechanics; Jord- och bergmekanik;

    Abstract : Cost overruns and schedule delays are frequently observed occurrences in the construction of transport infrastructure projects. Such phenomena lead to the mismanagement of significant amounts of both public and private resources. READ MORE

  7. 5. Prediction of Strong Ground Motion and Hazard Uncertainties

    Author : Behrooz Tavakoli; Ota Kulhanek; Dieter Mayer-Rosa; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Geophysics; Disaggregation; Ground motion; Monte Carlo simulation; Seismic hazard; Geofysik; Geophysics; Geofysik; Geofysik med inriktning mot seismologi; Geophysics with specialization in Seismology;

    Abstract : The purpose of this thesis is to provide a detailed description of recent methods and scientific basis for characterizing earthquake sources within a certain region with distinct tectonic environments. The focus will be on those characteristics that are most significant to the ground-shaking hazard and on how we can incorporate our current knowledge into hazard analyses for engineering design purposes. READ MORE