Items where Division is "Mathematics and Statistics" and Year is 2019

Article

Augustyniak, Maciej, Godin, Frédéric and Simard, Clarence (2019) A profitable modification to global quadratic hedging. Journal of Economic Dynamics and Control . ISSN 01651889 (In Press)

Godin, Frédéric, Lai, Van Son and Trottier, Denis-Alexandre (2019) Option pricing under regime-switching models: Novel approaches removing path-dependence. Insurance: Mathematics and Economics . ISSN 01676687 (In Press)

Thesis

Araiza Iturria, Carlos Andrés ORCID: https://orcid.org/0000-0002-6584-8913 (2019) Modeling and measuring insurance risks for a hierarchical copula model considering IFRS 17 framework. Masters thesis, Concordia University.

Balogoun, Malik (2019) A brief review of support vector machines and a proposal for a new kernel via localization heuristics. Masters thesis, Concordia University.

Harb, Hassan (2019) Spectral Comparison Theorems for the Klein-Gordon equation in d>=1 dimensions. PhD thesis, Concordia University.

Kazi, Ananyo (2019) p-adic Modular Forms. Masters thesis, University of Milan, Concordia University.

Lagota, Kelvin (2019) Green function and self-adjoint Laplacians on polyhedral surfaces. PhD thesis, Concordia University.

Lagota, Kelvin (2019) Green function and self-adjoint Laplacians on polyhedral surfaces. PhD thesis, Concordia University.

Lagota, Kelvin (2019) Green function and self-adjoint Laplacians on polyhedral surfaces. PhD thesis, Concordia University.

Ng, Edwin (2019) Decomposition of risk based on the Martingale Representation Theorem for annuity and insurance portfolios. Masters thesis, Concordia University.

Osei Mireku, Emmanuel Sekyere (2019) Worst-Case Valuation of Equity-Linked Products Using Risk-Minimizing Strategies. Masters thesis, Concordia University.

Qiu, Dong ORCID: https://orcid.org/0000-0001-6255-2618 (2019) Individual Claims Reserving: Using Machine Learning Methods. Masters thesis, Concordia University.

Quijano Xacur, Oscar Alberto / OAQX (2019) Computational Bayesian Methods for Insurance Premium Estimation. PhD thesis, Concordia University.

Rahman, Md. Hafizur (2019) Absolutely Continuous Invariant Measures for Piecewise Convex Maps of Interval with Infinite Number of Branches. Masters thesis, Concordia University.

Sekyere Asare, Irene (2019) Yield Curve Modelling: A Comparison of Principal Components Analysis and the Discrete-Time Vasicek Model. Masters thesis, Concordia University.

Smyrnova, Anna ORCID: https://orcid.org/0000-0003-0740-0907 (2019) Application of the Distributed Lag Models for Examining Associations Between the Built Environment and Obesity Risk in Children (QUALITY cohort). Masters thesis, Concordia University.

Zhang, Qi (2019) Skewed Spatial Modeling for Arsenic Contamination in Bangladesh. Masters thesis, Concordia University.