Selaus asiasanan mukaan kokoelmassa 112 Statistiikka
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Economic capital allocation
(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
(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 ...