Une approche combinant bornes stochastiques, traces et histogrammes pour l’analyse de performance des réseaux

Autor: Jean-Michel Fourneau, Nihal Pekergin, Farah Ait Salaht, Hind Castel-Taleb

Publikováno v: Actes MSR 2013 : Modélisation des Systèmes Réactifs
MSR 2013 : Modélisation des Systèmes Réactifs
MSR 2013 : Modélisation des Systèmes Réactifs, Nov 2013, Rennes, France. pp.165-179, ⟨10.3166/jesa.47.165-179⟩

National audience; We present a new method to analyse the performance of networks. First, we show how to compute stochastic bounds of traces for input trafic with discrete distributions. We obtain histograms the sizes of which are given as a paramete

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d72805fe338f5c4d65d82fccd91bccd9
https://doi.org/10.3166/jesa.47.165-179

Quantification and statistical methods for model risk

Autor: Niang, Ibrahima

Publikováno v: Gestion et management. Université de Lyon, 2016. Français. ⟨NNT : 2016LYSE1015⟩

In finance, model risk is the risk of loss resulting from using models. It is a complex risk which recover many different situations, and especially estimation risk and risk of model misspecification. This thesis focuses: on model risk inherent in yi

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::8304062f9ebfe3e02ffd59ea8318ebcd
https://theses.hal.science/tel-01488909

Limits theorems and stochastics orders related to stable processes

Autor: Manou-Abi, Solym

Publikováno v: Mathématiques [math]. Universite Toulouse 3 Paul Sabatier (UT3 Paul Sabatier), 2015. Français. ⟨NNT : 2015TOU30025⟩

This PhD Thesis is composed of three independent parts about stable laws and processes.In the first part, we establish convergence theorems (invariance principle) to stable processes, for additive functionals of a discrete time Markov chain that are

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::15db24c398e71843929ea67e3d80a15d
https://hal.science/tel-01565114/document

QUELQUES LIENS ENTRE LA THÉORIE DE L'INTÉGRATION NON-ADDITIVE ET LES DOMAINES DE LA FINANCE ET DE L'ASSURANCE

Autor: Grigorova, Miryana

Cette thèse de doctorat fait quelques liens entre la théorie de l'intégration non-additive et les notions d'ordre stochastique et de mesure du risque utilisées en finance et en assurance. Nous faisons un usage extensif des fonctions d'ensembles m

Externí odkaz: http://tel.archives-ouvertes.fr/tel-00878599
http://tel.archives-ouvertes.fr/docs/00/87/85/99/PDF/doctorat_Grigorova.pdf

Term Structure of Discount Rates under Multivariate s-Ordered Consumption Growth

Autor: HEINZEL, Christoph

Publikováno v: 39. Seminar of the European Group of Risk and Insurance Economists (EGRIE)
39. Seminar of the European Group of Risk and Insurance Economists (EGRIE), Sep 2012, Palma de Mallorca, Spain. 19 p., 2013
2011. ASSET Annual meeting
2011. ASSET Annual meeting, Association of Southern Economic Theorists and Econometricians (ASSET). Ville service, ESP., Oct 2011, Evora, Portugal. 19 p
[University works] auto-saisine. 2014, 28 p
15. International Conference Foundations and Applications of Utility, Risk and Decision Theory (FUR)
15. International Conference Foundations and Applications of Utility, Risk and Decision Theory (FUR), International Conference on the Foundations and Applications of Utility, Risk and Decision Theories. NOR., Jun 2012, Atlanta, United States. 19 p
Term structure of discount rates under multivariate s-ordered consumption growth(2014)
15. International Conference Foundations and Applications of Utility, Risk and Decision Theory (FUR), Jun 2012, Atlanta, United States. 19 p

The statistical relationship among future changes in consumption can be used to derive, under certain assumptions on investor preferences, an unambiguous effect on the term structure of discount rates. Thus, an increase in concordance in uncertain co

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::79e5a7ea56c032abfc7ce1a8e40875ef
https://hal.archives-ouvertes.fr/hal-01208800