Showing items with similar title or keywords.

• On Decoupling in Banach Spaces 

  Cox, Sonja; Geiss, Stefan (Springer, 2021)

  We consider decoupling inequalities for random variables taking values in a Banach space X. We restrict the class of distributions that appear as conditional distributions while decoupling and show that each adapted process ...

• Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs 

  Geiss, Stefan; Ylinen, Juha (American Mathematical Society, 2021)

  We introduce a decoupling method on the Wiener space to define a wide class of anisotropic Besov spaces. The decoupling method is based on a general distributional approach and not restricted to the Wiener space. The class ...

• Markov chain backward stochastic differential equations in modeling insurance policy 

  Hänninen, Henri (2022)

  Tässä tutkielmassa tarkastelemme henkivakuutuksen varantoa. Mallinnamme henkivakuutusta Markovin prosessin avulla, ja varannon määrittelyyn ja mallintamiseen käytämme Markovin ketju BSDE:itä (Markovin ketju takaperoinen ...

• On the uniqueness of a solution and stability of McKean-Vlasov stochastic differential equations 

  Nykänen, Jani (2020)

  Tässä tutkielmassa tutustutaan McKeanin-Vlasovin stokastisiin differentiaaliyhtälöihin, jotka yleistävät tavalliset stokastiset differentiaaliyhtälöt lisäämällä kerroinfunktioihin riippuvuuden tuntemattoman prosessin ...

• Backward stochastic differential equations in dynamics of life insurance solvency risk 

  Hinkkanen, Onni (2022)

  In this thesis we describe the dynamics of solvency level in life insurance contracts. We do this by representing the underlying sources of risk and the solvency level as the solution to a forward-backward stochastic ...