Search
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)
-
Spring 2013
In this thesis, we establish some ergodic theorems related to Ap(G), the Figà-Talamanca-Herz algebra of a locally compact group G. This thesis is divided in two main portions. The first part is primarily concerned with the study of ergodic sequences in Ap(G) and with a newly introduced notion of...
-
Fall 2014
This thesis develops three major essays on Arbitrage Theory, Market’s Viabil- ity and Informational Markets. The first essay (Chapter 3) elaborates the exact connections among the No-Unbounded-Profit-with-Bounded-Risk (called NUPBR hereafter) condition, the existence of the numeraire portfolio,...
-
Fall 2018
This thesis investigates the important statistical tool of Esscher transform with its applications in mathematical finance for various environments. This transformation was introduced by F. Esscher and it became very popular afterwards, in both actuarial sciences and finance due to its role in...
-
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...
-
Fall 2013
Hierarchical models constitute one of the most useful classes of statistical models with applications in a broad range of disciplines including, among others, social sciences, epidemiology and environmental sciences. The widely used linear mixed effects models, their extension to generalized...
-
Estimates of the maximal Cesaro operators of the weighted orthogonal polynomial expansions in several variables
DownloadFall 2013
Estimates of the maximal Cesaro means at the "critical index'' are established for the orthogonal polynomial expansions (OPEs) with respect to the weight function on the unit sphere. These estimates allow us to improve several known results in this area, including the almost everywhere (a.e.)...
-
Fall 2015
Graphical models are frequently used to explore networks among a set of variables. Several methods for estimating sparse graphs have been proposed and their theoretical properties have been explored. There are also several selection criteria to select the optimal estimated models. However, their...
-
Fall 2014
In this thesis a mathematical model of HIV transmission and diagnosis is used to estimate the total size of the HIV-positive population and the HIV incidence from HIV case report data for the Province of Alberta. Worldwide, estimates of the size of the HIV-positive population are used to...
-
Fall 2016
There is an increasing interest in extreme value analysis for financial and climate data. Various statistical methods have been developed for estimating extreme value dependence in time series data sets and the field continues to grow. In this work we consider four statistical methods for...