This thesis focuses on the Aumann integral of set-valued random variables and its properties. We started o by studying the space in which this integral lies: hyperspace endowed with the Hausdor metric. We considered ...

This thesis presents an overview on the theory of stopping times, martingales and Brownian motion which are the foundations of stochastic modeling. We started with a detailed study of discrete stopping times and their ...

The goal of this thesis is to extend the notion of integration with respect to a measure to Lattice spaces. To do so the paper is first summarizing the notion of integration with respect to a measure on R. Then, a construction ...

The non-life insurance pricing consists of establishing a premium or a tariff paid by the insured to the insurance company in exchange for the risk transfer. A key factor in doing that is properly estimating the distribution ...