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Stochastic Financial Models based on Matrix-Analytic Methods
Larsen, Nicolai Siim
(PhD Student)
He, Qi-Ming
(Examiner)
Hobolth, Asger
(Examiner)
Stockmarr, Anders
(Examiner)
Nielsen, Bo Friis
(Main Supervisor)
Külahci, Murat
(Supervisor)
Statistics and Data Analysis
Department of Applied Mathematics and Computer Science
Overview
Fingerprint
Publications
(1)
Project Details
Status
Finished
Effective start/end date
15/10/2018
→
14/06/2023
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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.
Density
Material Science
100%
Numerical Computational Method
Material Science
100%
Multivariate Mixture
Keyphrases
14%
Insurance Mathematics
Keyphrases
14%
Joint Survival Function
Keyphrases
14%
Joint Density Function
Keyphrases
14%
Infinitely Divisible
Keyphrases
14%
Divisibility
Keyphrases
14%
Research output
Research output per year
2022
2022
2022
1
Ph.D. thesis
Research output per year
Research output per year
New results on multivariate phase-type distributions
Larsen, N. S.
,
2022
,
Technical University of Denmark
.
138 p.
Research output
:
Book/Report
›
Ph.D. thesis
Open Access
File
Numerical Computational Method
100%
Density
100%
Joint Density Function
50%
Multivariate Mixture
14%
Divisibility
14%
336
Downloads (Orbit)