Consider a pair of point processes, X and Y , where X is regarded as a `true' point process and Y is an imperfect observation of X. For the transformation from X to Y , we consider a number of disturbance mechanisms covering random thinning, displacement , censoring of the displaced points, and, in addition, superposition of extra points. We present the… (More)
We consider data from an even-aged, unthinned Sitka spruce experiment in Den-mark. The data is described in detail and the self-thinning process is modelled by a survival model for the discrete survival times. The survival model is based on Cox's proportional hazards model and allows for spatial dependence among the trees. The concept of competition indices… (More)
Perfect simulation of locally stable Markov point processes using a Metropolis-Hastings sampler is described in Kendall & MMller (1999). As pointed out by the authors a naive application of dominated Coupling From The Past to a Metropolis-Hastings sampler for point processes leads to a dominating process of impractically high intensity. This is caused by… (More)
The work has been carried out in the period from May 1997 to July 2000 with Martin Jacobsen as thesis advisor. The thesis contains a brief overall introduction, two introductory chapters and three papers. The introductory chapters have been prepared for this thesis exclusively whereas the papers have been (or will shortly be) submitted for publication. Each… (More)
Modiied versions of the life time distribution are often used in survival analysis. The modi-cations depend on how we choose individuals for the study and on the assumptions on the behavior of the population. A rigorous point process description of the Lexis diagram is used to make the sampling mechanisms and the preconditions transparent. The point process… (More)
The paper is concerned with the Bayesian analysis of point processes which are observed with noise. It is shown how to produce exact samples from the posterior distribution of the unobserved true point process given a noisy observation. The algorithm is a perfect simulation method which applies dominated coupling from the past to a spatial birth-and-death… (More)
Upon activation, brown and beige adipocytes help to fight excessive fat in rodents, and their oxidative properties can be induced by cooling, capsinoids, and fish oil. New research now suggests that synergistic anti-obesity effects can be achieved by combining such strategies, and that a novel pathway mediates part of the effect.
−−−−−−−− In this talk we will give an overview of approaches to counterparty risk valuation and hedging. We consider model requirements, and the trade off between general and slow models, versus doing fast calculations for specific products. We outline various implementation strategies for the general model approaches.