Add to ORKGThis thesis deals with stochastic models in two fields: risk theory and management accounting. Firstly, two extensions of the classical risk process are analyzed. A method is developed that computes bounds of the probability of ruin for the classical risk rocess extended with a constant interest force. The other extension deals with the insurer's strategy with respect to maintaining the current premium system when the insurer does not have complete knowledge about the distribution of the risk process. Seco ly, in the field of management accounting the production and capacity planning in a multi-period model is discussed. Also the problem of setting budget targets to the subdivisions of a company is analyzed
In the master thesis the issue of bayesian approach to stochastic reserving is solved. Reserving pro...
Risk theory has been a very active research area over the last decades. The main objectives of the t...
Quantitative models are omnipresent –but often controversially discussed– in todays risk management ...
This thesis is devoted to Ruin Theory which sometimes referred to the collective ruin theory. In Act...
This book is about the formulations, theoretical investigations, and practical applications of new s...
The main objective of this thesis is to build a multi-stage stochastic pro- gram within an asset-lia...
The computation of ruin probabilities constitutes a central topic in risk theory. Even though the st...
This master thesis aims to describe problematics of the stochastic modeling of time structures of in...
We consider an elementary denition of stochastic processes. The basic properties of random walks, Ma...
This research studies two modelling techniques that help seek optimal strategies in financial risk m...
This master thesis aims to describe and apply in practice solutions of basic tasks in portfolio mana...
The graduation thesis addresses the problems of managing and measuring of financial risks in activit...
summary:We build a multi-stage stochastic program of an asset-liability management problem of a leas...
Abstract. Over the last 20 years risk management has become one of the more challenging tasks in the...
This thesis develops a stochastic asset/liability model for the deferred annuity line of business. T...
In the master thesis the issue of bayesian approach to stochastic reserving is solved. Reserving pro...
Risk theory has been a very active research area over the last decades. The main objectives of the t...
Quantitative models are omnipresent –but often controversially discussed– in todays risk management ...
This thesis is devoted to Ruin Theory which sometimes referred to the collective ruin theory. In Act...
This book is about the formulations, theoretical investigations, and practical applications of new s...
The main objective of this thesis is to build a multi-stage stochastic pro- gram within an asset-lia...
The computation of ruin probabilities constitutes a central topic in risk theory. Even though the st...
This master thesis aims to describe problematics of the stochastic modeling of time structures of in...
We consider an elementary denition of stochastic processes. The basic properties of random walks, Ma...
This research studies two modelling techniques that help seek optimal strategies in financial risk m...
This master thesis aims to describe and apply in practice solutions of basic tasks in portfolio mana...
The graduation thesis addresses the problems of managing and measuring of financial risks in activit...
summary:We build a multi-stage stochastic program of an asset-liability management problem of a leas...
Abstract. Over the last 20 years risk management has become one of the more challenging tasks in the...
This thesis develops a stochastic asset/liability model for the deferred annuity line of business. T...
In the master thesis the issue of bayesian approach to stochastic reserving is solved. Reserving pro...
Risk theory has been a very active research area over the last decades. The main objectives of the t...
Quantitative models are omnipresent –but often controversially discussed– in todays risk management ...