Selaus asiasanan mukaan kokoelmassa 112 Statistiikka

    • Economic capital allocation 

      Wang, Min (Åbo Akademi - Åbo Akademi University, 04.03.2016)
      For my Licentiate thesis, I conducted research on risk measures. Continuing with this research, I now focus on capital allocation. In the proportional capital allocation principle, the choice of risk measure plays a very ...
    • Excessive functions, Appell polynomials and optimal stopping 

      Ta, Bao Quoc (Åbo Akademi - Åbo Akademi University, 15.05.2014)
      The main topic of the thesis is optimal stopping. This is treated in two research articles. In the first article we introduce a new approach to optimal stopping of general strong Markov processes. The approach is based ...