Search for dissertations about: "skeleton approximation"

Found 3 swedish dissertations containing the words skeleton approximation.

  1. 1. Semi-Markov Models for Insurance and Option Rewards

    Author : Fredrik Stenberg; Dmitrii Silvestrov; Kimmo Eriksson; Nikolaos Limnios; Mälardalens högskola; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; semi-Markov process; discrete time; insurance; actuarial; higher order reward; disability; variance; skewness; kurtosis; reward process; stochastic volatility; controlling semi-Markov process; Monte Carlo algorithm; convergence; optimal stopping; skeleton approximation; regime switching; semi-Markov modulated; European option; American option; Lévy process.; MATHEMATICS; MATEMATIK; Matematik tillämpad matematik;

    Abstract : This thesis presents studies of semi-Markov models for insurance and option rewards. The thesis consists of the introduction and six papers. The introduction presents the results of the thesis in an informal way.In paper A, a general semi-Markov reward model is presented. READ MORE

  2. 2. Modelling animal populations

    Author : Åke Brännström; Umeå universitet; []
    Keywords : population model; stochastic population model; population dynamics; discrete time model; Beverton-Holt model; Skellam model; Hassell model; Ricker model; first principles; coupled map lattice; CML; area integral; square function; Mathematics; matematik;

    Abstract : This thesis consists of four papers, three papers about modelling animal populations and one paper about an area integral estimate for solutions of partial differential equations on non-smooth domains. The papers are: I. Å. Brännström, Single species population models from first principles. READ MORE

  3. 3. On the Dynamics of Porous Media - Application to Road and Railway Structures

    Author : Bernd Lenhof; Chalmers University of Technology; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; poromechanics; dynamics; railway; multiphasic mixture; hydro-mechanical modeling; internal erosion; road; porous media;

    Abstract : Load-bearing road and railway structures normally consist of layers of particulate porous materials, often with bitumen-based binders. The layered system is subjected to dynamic loading from traffic, which inevitably causes material deterioration that enhances permanent surface deformation. READ MORE