Essays about: "Poisson process"

Showing result 16 - 20 of 43 essays containing the words Poisson process.

  1. 16. Exploring the attributes relevant to accidents between vehicles and unprotected road users, taking Stockholm as an example

    University essay from KTH/Geoinformatik

    Author : Xutong Ouyang; [2020]
    Keywords : traffic accidents; unprotected road users; traffic flows; spatial analysis; Global Moran’s Index; hot spot analysis;

    Abstract : Traffic accidents is one of the major causes of fatalities and economic loss around the world. Thus, there is an urgent need for a better understanding about the factors that contribute to accidents so that the accidents can be prevented in the future. READ MORE

  3. 17. A Spatial Analysis of Homicide Crime’s Distribution and Association with Deprivation in Stockholm Between 2010-2017

    University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Author : Dennis Lindell Schettini; [2019]
    Keywords : GIS; homicide; deprivation; hot spot; generalized regression; Earth and Environmental Sciences;

    Abstract : A Spatial Analysis of Homicide Crime’s Distribution and Association with Deprivation in Stockholm Between 2010-2017 Homicide crimes are rare events depending on numerous factors and tend to be distributed differently based on geographic location. The use of spatial analysis is substantively important for detecting different predictors in varying geographic areas and for the diffusion process of homicide crimes. READ MORE

  4. 18. The Hawkes process – a self-exciting Poisson shot noise model

    University essay from Uppsala universitet/Tillämpad matematik och statistik

    Author : Julia Landström; [2019]
    Keywords : ;

    Abstract : .... READ MORE

  5. 19. Portfolio Optimization with Catastrophe Bonds

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Tianfang Zhang; [2019]
    Keywords : Catastrophe bonds; Poisson processes; Portfolio theory; Value-at-risk; Conditional value-at-risk;

    Abstract : This thesis investigates properties of the returns of catastrophe bonds and their risk diversification potential in portfolios. Ideas from existing literature, such as modeling the evolution of the outstanding principal as a compound Poisson process, are extended to take into account the times of occurrence of the loss events, which are important for the returns of catastrophe bonds with certain types of payment structure. READ MORE

  6. 20. An Extreme Value Approach to Road Safety Analysis

    University essay from Lunds universitet/Matematisk statistik

    Author : Johanna Lägnert; [2019]
    Keywords : Mathematics and Statistics;

    Abstract : In this thesis we study the feasibility of applying extreme value theory to data regarding road safety. In particular, we propose a model for assessing the risk of collision and near collision using extreme value theory. READ MORE