Skip to main content

and
  1. No Access

    Chapter

    Probabilistic Choice with an Infinite Set of Options: An Approach Based on Random Sup Measures

    This chapter deals with probabilistic choice when the number of options is infinite. The choice space is a compact set $$S\subseteq \mathbb {R...

    Hannes Malmberg, Ola Hössjer in Modern Problems in Insurance Mathematics (2014)

  2. No Access

    Chapter

    Analysis of the Stochasticity of Mortality Using Variance Decomposition

    We analyse the stochasticity in mortality data from the USA, the UK and Sweden, and in particular to which extent mortality rates are explained by systematic variation, due to various risk factors, and random ...

    Erland Ekheden, Ola Hössjer in Modern Problems in Insurance Mathematics (2014)

  3. No Access

    Chapter and Conference Paper

    Dmitrii S. Silvestrov

    This chapter presents short biographical notes about Professor Dmitri S. Silvestrov.

    Sergei Silvestrov, Ola Hössjer in Stochastic Processes and Applications (2018)

  4. No Access

    Chapter and Conference Paper

    Phase-Type Distribution Approximations of the Waiting Time Until Coordinated Mutations Get Fixed in a Population

    In this paper we study the waiting time until a number of coordinated mutations occur in a population that reproduces according to a continuous time Markov process of Moran type. It is assumed that any individ...

    Ola Hössjer, Günter Bechly, Ann Gauger in Stochastic Processes and Applications (2018)

  5. No Access

    Chapter and Conference Paper

    Continuous Approximations of Discrete Choice Models Using Point Process Theory

    We analyze continuous approximations of discrete choice models with a large number of options. We start with a discrete choice model where agents choose between different options, and where each option is defi...

    Hannes Malmberg, Ola Hössjer in Stochastic Processes and Applications (2018)

  6. No Access

    Chapter and Conference Paper

    Nonlinearly Perturbed Birth-Death-Type Models

    Asymptotic expansions are presented for stationary and conditional quasi-stationary distributions of nonlinearly perturbed birth-death-type semi-Markov models, as well as for computing coefficients of ...

    Dmitrii Silvestrov, Mikael Petersson, Ola Hössjer in Stochastic Processes and Applications (2018)