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[{"key": "dc.contributor.advisor", "value": "Sepp\u00e4l\u00e4, Heikki", "language": "", "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.author", "value": "Taattola, Heli", "language": null, "element": "contributor", "qualifier": "author", "schema": "dc"}, {"key": "dc.date.accessioned", "value": "2015-05-18T12:50:32Z", "language": "", "element": "date", "qualifier": "accessioned", "schema": "dc"}, {"key": "dc.date.available", "value": "2015-05-18T12:50:32Z", "language": "", "element": "date", "qualifier": "available", "schema": "dc"}, {"key": "dc.date.issued", "value": "2015", "language": null, "element": "date", "qualifier": "issued", "schema": "dc"}, {"key": "dc.identifier.other", "value": "oai:jykdok.linneanet.fi:1473812", "language": null, "element": "identifier", "qualifier": "other", "schema": "dc"}, {"key": "dc.identifier.uri", "value": "https://jyx.jyu.fi/handle/123456789/45931", "language": "", "element": "identifier", "qualifier": "uri", "schema": "dc"}, {"key": "dc.description.abstract", "value": "T\u00e4m\u00e4n tutkielman tarkoituksena on tutustua erilaisiin Poisson-prosesseihin, joita k\u00e4ytet\u00e4\u00e4n muun muassa vakuutusmatematiikassa, jonotusteoriassa, rahoituksessa sek\u00e4 kun mallinnetaan aikaa, kunnes jotakin tapahtuu. Tutkielmassa tutustutaan Poisson-prosessien t\u00e4rkeimpiin jakauman tunnuslukuihin ja ominaisuuksiin todistuksineen sek\u00e4 esimerkkien muodossa n\u00e4hd\u00e4\u00e4n mit\u00e4 hy\u00f6ty\u00e4 ominaisuuksista k\u00e4yt\u00e4nn\u00f6ss\u00e4 on. \r\n\r\nEnsimm\u00e4isen\u00e4 tutustutaan homogeeniseen ja ep\u00e4homogeeniseen Poisson-prosessiin sek\u00e4 niiden ominaisuuksiin. Esimerkeiss\u00e4 lasketaan eri k\u00e4yt\u00e4nn\u00f6n ongelmia ja lis\u00e4ksi lasketaan tunnettu odottamiseen liittyv\u00e4 paradoksi, joka tunnetaan muun muassa nimell\u00e4 liftarin paradoksi ja josta t\u00e4ss\u00e4 k\u00e4ytet\u00e4\u00e4n nime\u00e4 odottajan paradoksi.\r\n\r\nToisena tutustutaan painotettuun Poisson-prosessiin ja sen ominaisuuksiin. Huomataan my\u00f6s, ett\u00e4 sill\u00e4 on osittain samoja ominaisuuksia kuin ep\u00e4homogeenisella Poisson-prosessilla, mutta erojakin on. Lis\u00e4ksi tutustutaan millaisissa tilanteissa kannattaisi k\u00e4ytt\u00e4\u00e4 painotettua prosessia tavallisen ep\u00e4homogeenisen prosessin sijaan.\r\n\r\nViimeisen\u00e4 tutustutaan yhdistettyyn painotettuun Poisson-prosessiin sek\u00e4 sen erikoistapaukseen Cram\u00e9r-Lundbergin malliin ja n\u00e4iden ominaisuuksiin. Erityisesti \r\nCram\u00e9r-Lundbergin malli on paljon k\u00e4ytetty riskiteoriassa ja sit\u00e4 soveltaen lasketaan lopuksi palovakuutusvahinkoesimerkki, jonka aineisto on simuloitu.", "language": "fi", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted using Plone Publishing form by Heli Taattola (heintaat) on 2015-05-18 12:50:32.117420. Form: Pro gradu -lomake (https://kirjasto.jyu.fi/julkaisut/julkaisulomakkeet/pro-gradu-lomake). JyX data: [jyx_publishing-allowed (fi) =True]", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted by jyx lomake-julkaisija (jyx-julkaisija@noreply.fi) on 2015-05-18T12:50:32Z\r\nNo. of bitstreams: 2\r\nURN:NBN:fi:jyu-201505181885.pdf: 439835 bytes, checksum: 6d38d2e00efe30aa486f81d48c9b3899 (MD5)\r\nlicense.html: 4773 bytes, checksum: 1a78d199d06b492744725f395400b67a (MD5)", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Made available in DSpace on 2015-05-18T12:50:32Z (GMT). No. of bitstreams: 2\r\nURN:NBN:fi:jyu-201505181885.pdf: 439835 bytes, checksum: 6d38d2e00efe30aa486f81d48c9b3899 (MD5)\r\nlicense.html: 4773 bytes, checksum: 1a78d199d06b492744725f395400b67a (MD5)\r\n Previous issue date: 2015", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.format.extent", "value": "1 verkkoaineisto (47 sivua)", "language": null, "element": "format", "qualifier": "extent", "schema": "dc"}, {"key": "dc.format.mimetype", "value": "application/pdf", "language": null, "element": "format", "qualifier": "mimetype", "schema": "dc"}, {"key": "dc.language.iso", "value": "fin", "language": null, "element": "language", "qualifier": "iso", "schema": "dc"}, {"key": "dc.rights", "value": "In Copyright", "language": "en", "element": "rights", "qualifier": null, "schema": "dc"}, {"key": "dc.subject.other", "value": "Poisson-prosessi", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.title", "value": "Poisson-prosessit", "language": null, "element": "title", "qualifier": null, "schema": "dc"}, {"key": "dc.type", "value": "master thesis", "language": null, "element": "type", "qualifier": null, "schema": "dc"}, {"key": "dc.identifier.urn", "value": "URN:NBN:fi:jyu-201505181885", "language": null, "element": "identifier", "qualifier": "urn", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Pro gradu -tutkielma", "language": "fi", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Master\u2019s thesis", "language": "en", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Matemaattis-luonnontieteellinen tiedekunta", "language": "fi", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Faculty of Sciences", "language": "en", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Matematiikan ja tilastotieteen laitos", "language": "fi", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Department of Mathematics and Statistics", "language": "en", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "University of Jyv\u00e4skyl\u00e4", "language": "en", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "Jyv\u00e4skyl\u00e4n yliopisto", "language": "fi", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Matematiikka", "language": "fi", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Mathematics", "language": "en", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "dc.date.updated", "value": "2015-05-18T12:50:33Z", "language": "", "element": "date", "qualifier": "updated", "schema": "dc"}, {"key": "yvv.contractresearch.funding", "value": "0", "language": "", "element": "contractresearch", "qualifier": "funding", "schema": "yvv"}, {"key": "dc.type.coar", "value": "http://purl.org/coar/resource_type/c_bdcc", "language": null, "element": "type", "qualifier": "coar", "schema": "dc"}, {"key": "dc.rights.accesslevel", "value": "openAccess", "language": "fi", "element": "rights", "qualifier": "accesslevel", "schema": "dc"}, {"key": "dc.type.publication", "value": "masterThesis", "language": null, "element": "type", "qualifier": "publication", "schema": "dc"}, {"key": "dc.subject.oppiainekoodi", "value": "4041", "language": null, "element": "subject", "qualifier": "oppiainekoodi", "schema": "dc"}, {"key": "dc.subject.yso", "value": "matematiikka", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.subject.yso", "value": "stokastiset prosessit", "language": null, "element": "subject", "qualifier": "yso", "schema": "dc"}, {"key": "dc.format.content", "value": "fulltext", "language": null, "element": "format", "qualifier": "content", "schema": "dc"}, {"key": "dc.rights.url", "value": "https://rightsstatements.org/page/InC/1.0/", "language": null, "element": "rights", "qualifier": "url", "schema": "dc"}, {"key": "dc.type.okm", "value": "G2", "language": null, "element": "type", "qualifier": "okm", "schema": "dc"}]
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