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Matrix-exponential methods in finance, risk and queuing theory
Peralta Gutierrez, Oscar
(PhD Student)
Nielsen, Bo Friis
(Main Supervisor)
Bladt, Mogens
(Supervisor)
Thygesen, Uffe Høgsbro
(Examiner)
Breuer, Lothar
(Examiner)
Hobolth, Asger
(Examiner)
Overview
Fingerprint
Publications
(1)
Project Details
Status
Finished
Effective start/end date
01/10/2015
→
13/03/2019
View all
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Fingerprint
Explore the research topics touched on by this project. These labels are generated based on the underlying awards/grants. Together they form a unique fingerprint.
Probability Theory
Mathematics
100%
Modeling
Mathematics
100%
Arrival Process
Mathematics
66%
Risk Model
Mathematics
66%
Classes
Mathematics
66%
Markovian Arrival Process
Mathematics
66%
Lvy Process
Mathematics
33%
Bivariate Distribution
Mathematics
33%
Research output
Publications per year
2019
2019
2019
1
Ph.D. thesis
Publications per year
Publications per year
Advances of matrix–analytic methods in risk modelling
Peralta Gutierrez, O.
,
2019
,
DTU Compute
.
215 p.
Research output
:
Book/Report
›
Ph.D. thesis
Open Access
File
Modeling
100%
Probability Theory
100%
Risk Model
66%
Arrival Process
66%
Markovian Arrival Process
66%
261
Downloads (Pure)