Journal of the Royal Statistical Society. Series A (General), Vol. 147, No. 2, The 150th Anniversary of the Royal Statistical Society (1984), pp. 233-244 (12 pages) Probability theory as a branch of ...

Gaussian processes offer a versatile framework to model and analyse continuous random phenomena, making them particularly useful in quantifying the probability of ruin in financial and insurance ...

Introduction to probability, random processes and basic statistical methods to address the random nature of signals and systems that engineers analyze, characterize and apply in their designs. It ...

We derive a variety of estimates for the survival probability of a branching process in a random environment. There are three cases of interest, the critical, weakly and strongly subcritical. The ...

Sample space, Field and Probability Measure. Axiomatic definition of Probability. Bayes' theorem. Repeated trials. Continuous and discrete random variables and their probability distribution and ...

Stochastic differential equations (SDEs) and random processes form a central framework for modelling systems influenced by inherent uncertainties. These mathematical constructs are used to rigorously ...

We start by embedding probability theory into a general theory of measure and integration. This will allow us to derive theorems that may not have been included in the Analysis III course but that are ...

This course is available on the MSc in Applicable Mathematics, MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available as an outside option to ...

This course is compulsory on the BSc in Actuarial Science and BSc in Financial Mathematics and Statistics. This course is available on the BSc in Business Mathematics and Statistics, BSc in Data ...