Browsing Pure and Applied Mathematics by Subject "Prof. Gane Samb Lo"
Now showing items 1-5 of 5
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The Auman Integral of Set-Valued Maps
(AUST, 2018-05-15)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 ...
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Foundation of Stochastic Modeling and Applications
(2019-06-22)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 ...
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Integration in Lattice Spaces
(2019-06-22)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 ...
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Loss Function in Acturial Science and Estimation
(2019-06-23)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 ...
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