| dc.date.accessioned | 2013-03-12T08:22:49Z | |
| dc.date.issued | 2008 | en_US |
| dc.date.submitted | 2008-11-21 | en_US |
| dc.identifier.citation | Kakunze, Patrick. Calibration of Claim Size Processes in Non-Life Insurance by Non-Linear Filtering for Lévy Processes. Masteroppgave, University of Oslo, 2008 | en_US |
| dc.identifier.uri | http://hdl.handle.net/10852/10815 | |
| dc.description.abstract | This thesis deals with infinitely divisible distributions, Poisson process, Stochastic Partial Differential Equations and Lévy processes.
Keywords: Infinitely divisible distributions, stable distributions, compensated Poisson processes, Lévy processes and Calibration of jump diffusion measure. | eng |
| dc.language.iso | eng | en_US |
| dc.subject | stokastisk analyse skadeforsikring Poisson prosess modellering dataanalyse | en_US |
| dc.title | Calibration of Claim Size Processes in Non-Life Insurance by Non-Linear Filtering for Lévy Processes | en_US |
| dc.type | Master thesis | en_US |
| dc.date.updated | 2009-05-05 | en_US |
| dc.creator.author | Kakunze, Patrick | en_US |
| dc.date.embargoenddate | 10000-01-01 | |
| dc.rights.terms | Dette dokumentet er ikke elektronisk tilgjengelig etter ønske fra forfatter. Tilgangskode/Access code A | en_US |
| dc.rights.terms | forever | en_US |
| dc.subject.nsi | VDP::412 | en_US |
| dc.identifier.bibliographiccitation | info:ofi/fmt:kev:mtx:ctx&ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&rft.au=Kakunze, Patrick&rft.title=Calibration of Claim Size Processes in Non-Life Insurance by Non-Linear Filtering for Lévy Processes&rft.inst=University of Oslo&rft.date=2008&rft.degree=Masteroppgave | en_US |
| dc.identifier.urn | URN:NBN:no-21230 | en_US |
| dc.type.document | Masteroppgave | en_US |
| dc.identifier.duo | 87197 | en_US |
| dc.contributor.supervisor | Pr. Frank N. Proske | en_US |
| dc.identifier.bibsys | 08278597x | en_US |
| dc.rights.accessrights | closedaccess | en_US |
| dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/10815/1/Thesis_Kakunze.pdf | |