Global ETD Search
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Showing 1 to 4 of 4 for “"Multipopulation"”.
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Statistical analysis and validation procedures under the common random number correlation induction strategy for multipopulation simulation experiments
This thesis provides statistical analysis methods and a validation procedure for conducting this statistical analysis, under the common random number (CRN) correlation-induction strategy. The proposed statistical analysis provides estimates for the unknown parameters that are needed for validating …
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Combined correlation induction strategies for designed simulation experiments
… the estimation of the model parameters in a multipopulation simulation model. We extend Combined Method 1 showing good performance in estimating the mean response of a single population model to the multipopulation context with independent simulation runs across design points. We also develop …
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Mortality: modelling, socio-economic differences and basis risk
… second part evaluates the suitability of several multipopulation stochastic mortality models for assessing basis risk in longevity hedges and provides guidelines on how to use these models in practical situations. Finally, the third part introduces new modelling tools which aim to permit a more …