insurers have in the past few decades faced longevity risks - the risk that annuitants survive more than expected - and therefore need a new approach to manage this new risk. in this dissertation we survey methods that hedge longevity risks. these methods use securitization to manage risk, so using modern financial and insurance pricing models, especially wang transform and actuarial concepts, ...

abstract biometric access control is an automatic system that intelligently provides the access of special actions to predefined individuals. it may use one or more unique features of humans, like fingerprint, iris, gesture, 2d and 3d face images. 2d face image is one of the important features with useful and reliable information for recognition of individuals and systems based on this ...

let h be a separable hilbert space and let b be the set of bessel sequences in h. by using several interesting results in operator theory we study some topological properties of frames and riesz bases by constructing a banach space structure on b. the convergence of a sequence of elements in b is de_ned and we determine whether important properties of the sequence is preserved under the con...

abstract: in this thesis, we focus to class of convex optimization problem whose objective function is given as a linear function and a convex function of a linear transformation of the decision variables and whose feasible region is a polytope. we show that there exists an optimal solution to this class of problems on a face of the constraint polytope of feasible region. based on this, we dev...

reinsurance is widely recognized as an important instrument in the capital management of an insurance company as well as its risk management tool. this thesis is intended to determine premium rates for different types of reinsurance policies. also, given the fact that the reinsurance coverage of every company depends upon its reserves, so different types of reserves and the method of their calc...

uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...

one of the most important number sequences in mathematics is fibonacci sequence. fibonacci sequence except for mathematics is applied to other branches of science such as physics and arts. in fact, between anesthetics and this sequence there exists a wonderful relation. fibonacci sequence has an importance characteristic which is the golden number. in this thesis, the golden number is observed ...

in chapter one we will describe definitions and preliminary results to provide the global context of our own results to be presented in detail in the subsequent chapters in chapter two we consider degree-one maps of the circle and we study their rotation set. our main result in this chapter says that if the map is topologically mixing then its rotation interval is nontrivial (that is, not reduc...

in the first chapter we study the necessary background of structure of commutators of operators and show what the commutator of two operators on a separable hilbert space looks like. in the second chapter we study basic property of jb and jb-algebras, jc and jc-algebras. the purpose of this chapter is to describe derivations of reversible jc-algebras in term of derivations of b (h) which are we...

this dissertation has six chapter and tree appendices. chapter 1 introduces the thesis proposal including description of problem, key questions, hypothesis, backgrounds and review of literature, research objectives, methodology and theoretical concepts (key terms) taken the literature and facilitate an understanding of national security, national interest and turkish- israeli relations concepts...