- About
-
The Global ETD Search service is a free service for researchers
to find electronic theses and dissertations. This service is
provided by the
Networked Digital Library of Theses and Dissertations.
Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
Search results
Showing 1 to 2 of 2 (0.03 seconds)Spelling suggestions: "subject:"60gm07"" "subject:"60g207""
| 1 |
Medida aleatoria de Poisson / Medida aleatoria de PoissonBeltrán, Johel 25 September 2017 (has links)
In this monograph we continue with the inspection initiated in [1] on the fundamental tools introduced in the approach proposed in [2,3] for the study of metastability. We give the definition of the Poisson random measures and prove the main properties that we will subsequently use to construct Markov processes with finite state space. Such construction will allow us to provide a probabilistic proof of the fact that the law of a Markov process solves the martingal problem. / En esta monografía continuamos con el desarrollo iniciado en [1] sobre las herramientas fundamentales usadas en el abordaje propuesto en [2,3] para el estudio de la metaestabilidad. Definimos las medidas aleatorias de Poisson y probamos las principales propiedades que seran usadas para construir procesos de Markov con espacio de estados finito. Esta forma de abordar la propiedad Markoviana nos permitirá dar una demostración probabilística de que la ley de un proceso de Markov resuelve un problema martingala.
|
| 2 |
Non-life Insurance Mathematics / Non-life Insurance MathematicsYamazato, Makoto 25 September 2017 (has links)
In this work we describe the basic facts of non-life insurance and then explain risk processes. In particular, we will explain in detail the asymptotic behavior of the probability that an insurance product may end up in ruin during its lifetime. As expected, the behavior of such asymptotic probability will be highly dependent on the tail distribution of each claim. / En este artículo describimos los conceptos básicos relacionados a seguros que no sean de vida y luego explicamos procesos de riesgo. En particular, tratamos al detalle el comportamiento asintótico de la probabilidad de que un producto sea declarado en ruina. Como es suponible, el comportamiento en el horizonte depende de la cola de la distribución de las primas.
|
Page generated in 0.0354 seconds