Spelling suggestions: "subject:"consecutively"" "subject:"consecutivi""
1 |
Konsistente und konsequente dynamische Risikomaße und das Problem der AktualisierungTutsch, Sina 16 February 2007 (has links)
Mit der vorliegenden Dissertation wollen wir einen Beitrag zur Theorie der konvexen Risikomaße und ihrer Dynamik leisten. Im Kapitel 1 beschäftigen wir uns zunächst mit unbedingten konvexen Risikomaßen. Wir erläutern die Eigenschaften dieser Funktionale und geben einen Überblick über die Möglichkeiten ihrer Darstellung. Anschließend diskutieren wir das Problem ihrer Fortsetzbarkeit. Im Kapitel 2 erklären wir, wie sich die Darstellungssätze auf bedingte konvexe Risikomaße übertragen lassen, und untersuchen, unter welchen Voraussetzungen eine reguläre bedingte Darstellung existiert. Auf polnischen Räumen beweisen wir die Existenz auf den Klassen der halbstetigen Funktionen. Für das bedingte Average Value at Risk zeigen wir, dass durch eine zugehörige Familie von unbedingten AVaR-Risikomaßen eine reguläre bedingte Darstellung sogar auf der Klasse aller beschränkten Auszahlungsprofile gegeben ist. Im Kapitel 3 untersuchen wir die intertemporale Struktur von dynamischen konvexen Risikomaßen. Zunächst analysieren wir verschiedene Formen der Akzeptanz- und Ablehnungskonsistenz, welche einem zeitlich rückwärts gerichteten Ansatz der Risikobewertung entsprechen und in der Regel zur Konstruktion von dynamischen konvexen Risikomaßen zu einer vorgegebenen Filtration verwendet werden. Als Alternative formulieren wir einen vorwärts gerichteten Ansatz, bei dem jedes bedingte konvexe Risikomaß als eine Konsequenz aus der vorherigen Risikobewertung und der eingehenden Information konstruiert wird. Dann diskutieren wir Aktualisierungsvorschriften für konvexe Risikomaße. Wir überprüfen, inwieweit die vorgestellten Bedingungen der zeitlichen Konsistenz in ihrer starken und schwachen Form oder die Bedingung der Konsequenz als Aktualisierungskriterium geeignet sind. In diesem Zusammenhang diskutieren wir abschließend auch das Problem der Unsicherheitsreduzierung nach dem Erhalt von Zusatzinformation. / This thesis is a contribution to the theory convex risk measures and their dynamics. In chapter 1 we consider unconditional convex risk measures. At first, we explain the properties of these functionals and present different possibilities of their representation. Then we discuss the extension problem for convex risk measures. In chapter 2 we study conditional convex risk measures and their representations. We also analyze under which conditions these functionals admit a regular conditional representation. On polish spaces we prove existence on the classes of semicontinuous functions. For the conditional Average Value at Risk, we show that a regular conditional representation is given by a corresponding family of unconditional AVaR risk measures on the class of all bounded payoff functions. In Chapter 3 we investigate the intertemporal structure of dynamic convex risk measures. We begin by considering different conditions of acceptance and rejection consistency which correspond to a backward approach of dynamic risk evaluation and which are used for the construction of dynamic convex risk measures with respect to some given filtration. We also introduce an alternative forward approach where each conditional convex risk measure is constructed as a consequence of the initial risk evaluation and the incoming information. Then we discuss update rules for convex risk measures. We analyze whether the conditions of strong and weak consistency and the condition of consecutivity are appropriate update criteria. In this context, we finally discuss how uncertainty may be reduced after receiving some additional information.
|
2 |
Evidencialidad : La codificación lingüística del punto de vista / Evidentiality : The linguistic coding of point-of-viewWachtmeister Bermúdez, Fernando January 2006 (has links)
<p>This work investigates into the semantic domain of evidentiality and its grammatical expression in Spanish. A model for describing the evidentiality domain is outlined, which emphasises the scalar nature of the proposed parameters: information source (subject-internal ↔ external), access to information (exclusive ↔ universal) and mode of access (sensory ↔ cognitive), all of which are construed as bipolar continua. Support is also provided for the relevance of using the notions of deixis and perspective in describing evidentiality.</p><p>The prevailing view in current research is that of evidentiality being a grammatical category to be analysed separately from other evidential strategies. The present study challenges this view as it attempts to broaden the perspective on how evidential meanings, expressed by various grammatical means, fit into an overall picture of human cognition and communication patterns. The theoretical framework adopted is that of Cognitive Grammar, which, it is argued, is particularly suited for investigating evidentiality, in particular due to the central role given to perspective, metaphor and category fuzziness in describing grammar and grammatical structures.</p><p>Four articles constitute the body of this work, in which four different prototypical aspects of the encoding of evidentiality into grammatical devices in Spanish are addressed. In the first, the marking of common knowledge in consecutive connectives is argued to depend on a perspective shift; the second proposes the evidential values of tense morphemes to be their core meaning, time deixis being an inference; in the third and the forth it is claimed that the evidential and modal effects of both subject-raising and clitic climbing are determined through the attribution of varying degrees of prominence to the relational participants.</p>
|
3 |
Evidencialidad : La codificación lingüística del punto de vista / Evidentiality : The linguistic coding of point-of-viewWachtmeister Bermúdez, Fernando January 2006 (has links)
This work investigates into the semantic domain of evidentiality and its grammatical expression in Spanish. A model for describing the evidentiality domain is outlined, which emphasises the scalar nature of the proposed parameters: information source (subject-internal ↔ external), access to information (exclusive ↔ universal) and mode of access (sensory ↔ cognitive), all of which are construed as bipolar continua. Support is also provided for the relevance of using the notions of deixis and perspective in describing evidentiality. The prevailing view in current research is that of evidentiality being a grammatical category to be analysed separately from other evidential strategies. The present study challenges this view as it attempts to broaden the perspective on how evidential meanings, expressed by various grammatical means, fit into an overall picture of human cognition and communication patterns. The theoretical framework adopted is that of Cognitive Grammar, which, it is argued, is particularly suited for investigating evidentiality, in particular due to the central role given to perspective, metaphor and category fuzziness in describing grammar and grammatical structures. Four articles constitute the body of this work, in which four different prototypical aspects of the encoding of evidentiality into grammatical devices in Spanish are addressed. In the first, the marking of common knowledge in consecutive connectives is argued to depend on a perspective shift; the second proposes the evidential values of tense morphemes to be their core meaning, time deixis being an inference; in the third and the forth it is claimed that the evidential and modal effects of both subject-raising and clitic climbing are determined through the attribution of varying degrees of prominence to the relational participants.
|
Page generated in 0.0859 seconds