Essays about: "Christ-Roi Musonere"

Found 2 essays containing the words Christ-Roi Musonere.

1. 1. An Extreme Value Approach to Age Limit Analysis

   University essay from Lunds universitet/Matematisk statistik

   Author : Christ-Roi Musonere; [2020]
   Keywords : World s Oldest Person Titleholders; Extreme Value Theory; Generalized Extreme Value Distribution; Generalized Pareto Distribution; Non-Stationary GEV Model; Survival Analysis.; Mathematics and Statistics;

   Abstract : A fundamental question in aging research is if the human lifespan has reached its maximum, as it has practical implications and affects the sustainability of our societies and health care systems. This thesis uses methods and techniques from extreme value theory to study human lifespan at extreme age, in particular the age at death of the world’s oldest person (WOP) titleholders. READ MORE

3. 2. Calibration of the Multiscale Stochastic Volatility Model via an Asymptotic Expansion Approach

   University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

   Author : Christ-Roi Musonere; Tawfiqullah Qutbuddin; [2016]
   Keywords : ;

   Abstract : We study a model of multiscale stochastic volatility for European option pricing. In this model there are two volatility factors. The rst volatility factor is of fast scale of mean-reverting and the second one is of slow scale of mean-reverting. We review the useful calibration formula derived by Fouque et al. READ MORE