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Consortium of Swiss Academic Libraries

Implicit Options in Life Insurance: Valuation and Risk Management

Gatzert, Nadine ; Schmeiser, Hato

In: Zeitschrift für die gesamte Versicherungswissenschaft, 2006, vol. 95, p. 111-128

Université de Fribourg

Reformierung des Menschen durch Stadtraumgestaltung : eine Studie zur moralerzieherischen Strategie in Städtebau und Architektur um 1900

Viehhauser, Martin

[Weilerwist] : Velbrück Wissenschaft, 2016

ISBN: 9783958320789

Soziale Verhältnisse über städtebauliche Ästhetik zu steuern, war Anliegen eines sozialpolitischen Handelns, das sich um 1900 formierte und nicht weniger als die »Reformierung der Menschen« (Adolf Weber) zum Ziel hatte. Nach dem Credo kommunaler Instanzen sollte es über die massenhafte Bereitstellung spezifischer Wohnformen wie dem Siedlungsbau und über eine an heimatlichen Werten...

Università della Svizzera italiana

Essays on the valuation and hedging of derivative securities

Dall'O, Hakim ; Barone Adesi, Giovanni (Dir.)

Thèse de doctorat : Università della Svizzera italiana, 2011 ; 2011ECO001.

This thesis is made of three articles dealing with two main subjects: the so called "Kernel Puzzle" and the problem of immunization of portfolio of treasury and corporate bonds. For the first topic, we provide a new method to derive the state price density per unit probability based on option prices and GARCH model. We derive the risk neutral distribution using the result in Breeden and...

Université de Fribourg

A generic framework for local computation

Pouly, Marc ; Kohlas, Jürg (Dir.)

Thèse de doctorat : Université de Fribourg, 2008 ; Nr. 1603.

The distributive law known from arithmetics is one of the best tools for a computer scientist to grapple with the intractable nature of many applications. So, efficient algorithms have been developed for the computation of Fourier and Hadamard transforms, Bayesian networks, database queries, decoding problems and many more. The fact that they all benefit from the same technique suggests that a...

Université de Fribourg

Algebras of gaussian linear information

Eichenberger, Christian ; Kohlas, Jürg (Dir.)

Thèse de doctorat : Université de Fribourg, 2009 ; Nr. 1640.

Gaussian linear information arises in many real-world models of the natural and social sciences. The Gaussian distribution has turned out to appropriately represent uncertainty in many linear models. The main goal of this thesis is to describe and to compare different algebras of Gaussian linear information: Corresponding elements and operations in the various algebras are revealed and the...

Université de Fribourg

Logic and information : a unifying approach to semantic information theory

Langel, Jutta ; Kohlas, Jürg (Dir.)

Thèse de doctorat : Université de Fribourg, 2009 ; Nr. 1657.

The commonly used information theory, going back to Shannon, is almost exclusively concerned with the measure of information. However, by measuring information, one does not get very much to know about its nature, about what information actually is. Therefore, this thesis has two main goals: The first is to provide an adequate definition of the concept of information, by a semantic interpretation...

Université de Fribourg

Probabilistic model-based diagnostics

Anrig, Bernhard ; Kohlas, Jürg (Dir.)

This thesis presents the concept of general argumentation systems, a framework for representing uncertain knowledge using information algebras and information systems as well as probability algebras. Argumentation systems are a generalization of assumption-based systems and propositional argumentation systems and can deal with very general formalisms. We show also that an argumentation system...