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Skip to Search Results 7Frei, Christoph (Mathematical and Statistical Sciences)
 7Kong, Linglong (Mathematical and Statistical Sciences)
 7Lewis, Mark (Mathematical and Statistical Sciences)
 6Han, Bin (Mathematical and Statistical Sciences)
 6Hillen, Thomas (Mathematical and Statistical Sciences)
 6Mizera, Ivan (Mathematical and Statistical Sciences)

Fall 2014
Hyperinterpolation on the unit sphere of the Euclidean space was proposed by Sloan in 1995. But pointwise convergence in the uniform form can not be achieved by hyperinterpolation. Reimer later proposed the generalized hyperinterpolation, which has the advantages that uniform convergence for all...

Fall 2010
The current Thesis is devoted to comprehensive studies of comparison, or stochastic domination, theorems. It presents a combination of theoretical research and practical ideas formulated in several specific examples. Previously known results and their place it the theory of stochastic processes...

Fall 2019
This thesis considers proportional reinsurance that insurance companies might employ in order to reduce risks and limit the impact of large claims. An insurance company is a typical example of a financial corporation, which can choose a production policy from an available set of control...

Spring 2023
In present thesis I focus on development of method of market completions and its applications to various problems in pricing and hedging of contingent claims. Since theory of mathematical finance is well developed on complete markets, and corresponding solutions are well understood, method of...

Spring 2017
This thesis investigates a problem of risk control for a financial corporation. Precisely, the thesis considers the case of proportional reinsurance for an insurance company. The objective is to find the optimal policy, that consists of risk control, which maximizes the total expected discounted...

Spring 2023
Credit risk management, which deals with mitigating losses from lending activities, is crucial for financial institutions. Hence, credit risk modelling can be employed to reduce potential losses and avoid financial crises. There are sometimes monotonic relationships in credit risk models, which...