Index Catalog // ScholarsArchive@OSU

Ruin Problems with Risky Investments

Creator:: Loke, Sooie-Hoe
Abstract:: In this dissertation, we study two risk models. First, we consider the dual risk process which models the surplus of a company that incurs expenses at a constant rate and earns random positive gains at random times. When the surplus is invested in a risky asset following a geometric Brownian...
Resource Type:: Dissertation
Full Text:: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 2. CLASSICAL DUAL RISK MODEL

Solutions to some linear evolutionary systems of equations : study of the double porosity model of fluid flow in fractured rock and its applications.

Creator:: Bodvarsson, Gudrun M.
Abstract:: The present work is a study of three degenerate, linear parabolic systems of equations, each of which represents a version of the so-called double porosity model for underground fluid flows in natural fractured rock. These systems of equations together with initial and boundary conditions describe single-phase flows in fluids, slightly...
Resource Type:: Dissertation

Renewal risk processes with stochastic returns on investments : a unified approach and analysis of the ruin probabilities

Creator:: Constantinescu, Corina D.
Abstract:: This thesis considers one of the classical problems in the actuarial mathematics literature, the decay of the probability of ruin in the collective risk model. The claim number process N(t) is assumed to be a renewal process, the resulting model being referred as the Sparre Andersen risk model. The inter-claim...
Resource Type:: Dissertation
Full Text:: possible. There is a discrete time Markov process embedded in the model, irrespective of the investment

Optimal harvesting of continuous age structured populations

Creator:: Smith, Steven J.
Abstract:: We investigate the optimal harvesting strategies for McKendrick type population models. Models of this type endow the population with a continuous age structure. They consist of a partial differential equation with a boundary condition which involves an integral of the solution. We study two problems, the first concerns the yield...
Resource Type:: Dissertation
Full Text:: time interval of a linear model. It is shown that an optimal policy exists, and that it consists of

Mathematical aspects of the flow of gases underground

Creator:: DuBeau, Donald Gene
Abstract:: See pdf.
Resource Type:: Dissertation

A mathematical model simulating mass transport of chemicals in saturated porous media

Creator:: Lindstrom, Fredrick Thomas
Abstract:: A mathematical model simulating mass transport of chemicals in saturated porous medium is given in four parts. Included in the development is the physical phenomenon of adsorption of molecules of chemicals on the surrounding walls of the porous medium. The four main areas of study are: (1) Simple one dimensional...
Resource Type:: Dissertation

Optimal stationary (s,S) inventory policies for stochastically convergent demand sequences

Creator:: McCoy, Michael Franklin
Abstract:: In a discrete review inventory process, when the demand forms a stochastically convergent sequence of random variables, it seems reasonable that the optimal stationary (s, S) inventory policy will be a function of the limiting demand and cost structure only. The intent of this paper is to provide a rigorous...
Resource Type:: Dissertation

A free boundary value problem modeling streambed erosion

Creator:: Helfenstein, Franz Hugo
Abstract:: Our purpose is twofold, to derive a 2-dimensional model of streambed erosion and to develop a solution procedure to solve the equations of our model. The flow domain, which varies in time, is bounded above by a free surface and is bounded below by an erodable streambed. An initial flow...
Resource Type:: Dissertation
Full Text:: derive a 2dimensional model of streambed erosion and to develop a solution procedure to solve the

Nonuniform sampling problems in computed tomography

Creator:: Gratton, Larry A.
Abstract:: Two problems involving high-resolution reconstruction from nonuniformly sampled data in x-ray computed tomography are addressed. A technique based on the theorem for sampling on unions of shifted lattices is introduced which exploits the symmetry property in two-dimensional fan beam computed tomography and permits the reconstruction of images with twice the...
Resource Type:: Dissertation
Full Text:: mathematical framework is presented for analyzing the longitudinal inter- polation problem in three

A free boundary value problem for the gas dynamic equations

Creator:: Gerlach, Jurgen
Abstract:: We discuss a mathematical model arising from the following physical situation. We consider a gas-filled cylinder with a piston at one end whose motion is determined by the pressure of the gas within the cylinder and by external forces. Zero mass flux is assumed at the piston while the mass...
Resource Type:: Dissertation

ScholarsArchive@OSU

Ruin Problems with Risky Investments

Solutions to some linear evolutionary systems of equations : study of the double porosity model of fluid flow in fractured rock and its applications.

Renewal risk processes with stochastic returns on investments : a unified approach and analysis of the ruin probabilities

Optimal harvesting of continuous age structured populations

Mathematical aspects of the flow of gases underground

A mathematical model simulating mass transport of chemicals in saturated porous media

Optimal stationary (s,S) inventory policies for stochastically convergent demand sequences

A free boundary value problem modeling streambed erosion

Nonuniform sampling problems in computed tomography

A free boundary value problem for the gas dynamic equations

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