Essays about: "Poisson process"
Showing result 31 - 35 of 43 essays containing the words Poisson process.
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31. Modelling Large Claims in Property and Home Insurance - Extreme Value Analysis
University essay from Lunds universitet/Matematisk statistikAbstract : It is of paramount interest for insurance companies to have an estimate of the probability of being exposed to extremely large claims that could render them directly insolvent or decrease the size of their regulatory capital to the point of non-viability. The difficulty with finding such an estimate is that extreme events are by definition rare and therefore difficult to model. READ MORE
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32. Modelling insurance claims with spatial point processes : An applied case-control study to improve the use of geographical information in insurance pricing
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : An important prerequisite for running a successful insurance business is to predict risk. By forecasting the future in as much detail as possible, competitive advantages are created in terms of price differentiation. READ MORE
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33. Valuation of spread options using the fast Fourier transform under stochastic volatility and jump diffusion models
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Spread options have become very popular in basically every sector of the financial markets, although the pricing of these derivatives still remains a challenge. In this thesis we examine the pricing of spread options using the fast Fourier transform (FFT). READ MORE
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34. Wave Model and Watercraft Model for Simulation of Sea State
University essay from Teoretisk Fysik; Tekniska högskolanAbstract : The problem of real-time simulation of ocean surface waves, ship movement and the coupling in between is tackled, and a number of different methods are covered and discussed. Among these methods, the finite volume method has been implemented in an attempt to solve the problem, along with the compressible Euler equations, an octree based staggered grid which allows for easy adaptive mesh refinement, the volume of fluid method and a variant of the Hyper-C advection scheme for compressible flows for advection of the phase fraction field. READ MORE
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35. Switching behavior of finnish farmers : key elements of commitment and loyalty
University essay from SLU/Dept. of EconomicsAbstract : The globalization and industrialization trends in agricultural sector changed the scene of the cooperative institutions. The notion of “traditional” cooperative appears to be outmoded; within the Finnish agricultural model, a cooperative is a multinational organization open to stock exchange markets yet still controlled by the members. READ MORE
