Fast Fourier transform techniques applied to collective risk problems

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dc.contributor.advisor Beekman, John A. en_US
dc.contributor.author Lin, Gary H. en_US
dc.date.accessioned 2011-06-03T19:32:05Z
dc.date.available 2011-06-03T19:32:05Z
dc.date.created 1977 en_US
dc.date.issued 1977
dc.identifier LD2489.Z78 1977 .L56 en_US
dc.identifier.uri http://cardinalscholar.bsu.edu/handle/handle/181639
dc.description.abstract This thesis is concerned with utilizing new mathematical techniques developed in Sweden for inverting characteristic functions of probability distributions of functionals defined on the collective risk stochastic process. A characteristic function is a Fourier transform. However, such transforms-could not be inverted. With the advent of the electronic computer, the Fast Fourier Transform technique was developed for inverting Fourier Transforms. Essentially these techniques replace integrals over an uncountable number of points by series over a discrete set of points. This thesis will convert some Swedish results into useful forms for American students. It will be concerned with the probability distribution of aggregate claims in a fixed time, as well as ruin probabilities. The thesis will illustrate the basic mathematical techniques with several practical problems. Computer programs and numerical examples will be included.
dc.format.extent v, 59 leaves ; 28 cm. en_US
dc.source Virtual Press en_US
dc.subject.lcsh Risk (Insurance) en_US
dc.subject.lcsh Risk -- Mathematical models. en_US
dc.subject.lcsh Fourier transformations -- Computer programs. en_US
dc.title Fast Fourier transform techniques applied to collective risk problems en_US
dc.description.degree Thesis (M.S.)
dc.identifier.cardcat-url http://liblink.bsu.edu/catkey/416095 en_US


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  • Master's Theses [5510]
    Master's theses submitted to the Graduate School by Ball State University master's degree candidates in partial fulfillment of degree requirements.

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