Browsing Matematisk institutt by Title
Now showing items 3648-3667 of 3780
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(Master thesis / Masteroppgave, 2009)In recent years insurance companies in a series of European countries have been committed to finally implement several new initiatives of supervision and politics in their insurance business. These uidelines are known under ...
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(Research report / Forskningsrapport, 2005)We present an optimal portfolio problem with logarithmic utility in the following 3 cases: \begin{itemize} \item[(i)] The classical case, with complete information from the market available to the agent at all times. ...
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(Research report / Forskningsrapport, 1988)
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(Research report / Forskningsrapport, 2009)A great challenge using the traditional regression based Bermuda option valuation based on Longstaff and Schwartz (LS) (see Longstaff and Schwartz [10]) is the stability of solutions for different basis functions. In this ...
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(Research report / Forskningsrapport, 2006)Following the increasing awareness of the risk from volatility fluctuations the markets for hedging contracts written on realised volatility has surged. Companies looking for means to secure against unexpected accumulation ...
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(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2017)We use representation theory and Bott’s theorem to show vanishing of higher cotangent cohomology modules for the homogeneous coordinate ring of Grassmannians in the Plücker embedding. As a by-product, we answer a question ...
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(Research report / Forskningsrapport, 1995)
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(Research report / Forskningsrapport, 2005)The main issue of this report is comparison and verification of long wave models with emphasis on variable depth effects. A selection of dispersive long wave theories are reviewed. Included are the so-called standard ...
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(Research report / Forskningsrapport, 1998)
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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2020)One of the risks derived from selling long-term policies that any insurance company has arises from interest rates. In this paper, we consider a general class of stochastic volatility models written in forward variance ...
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(Master thesis / Masteroppgave, 2012)This thesis addresses whether variance swaps should be part of an insurer's hedge strategy, and the replicating portfolio of a variance swap is derived and analysed to see if it creates a payout similar to the variance ...
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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2021)Our society generates extensive amounts of municipal solid waste (MSW), which are mainly incinerated for volume reduction and energy recovery. Though, MSW incineration generates hazardous air pollution control (APC) residues ...
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(Research report / Forskningsrapport, 1992)
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(Research report / Forskningsrapport, 2011)
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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2021)Many of the widely used models for description of nonlinear surface gravity waves, in deep or shallow water, such as High Order Spectral Method (HOSM) and Boussinesq-type equations, rely on the elimination of the vertical ...
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(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2019)Several cardiovascular diseases are caused from localised abnormal blood flow such as in the case of stenosis or aneurysms. Prevailing theories propose that the development is caused by abnormal wall shear stress in focused ...
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(Research report / Forskningsrapport, 2000)
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(Research report / Forskningsrapport, 2005)This paper focuses on variational solutions of the Cauchy problem for a nonlinear wave equation with space-time fractional Brownian noise driving force of Hurst index $H\in (1/2,1)$ and random initial data. It is shown ...
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(Research report / Forskningsrapport, 2006)This paper focuses on variational solutions of the Cauchy problem for a non- linear wave equation with space-time fractional Brownian noise driving force of Hurst index H.
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(Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2021)Background Studies of mammalian CSF dynamics have been focused on three things: paravascular flow, pressure and pulsatility, and “bulk” flow; and three (respective) potential motive forces have been ...