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Evaluation of hydrodinamic load on a brdge deck
Řezník, Jindřich ; Dráb, Aleš (referee) ; Špano, Miroslav (advisor)
The subject of this thesis is the evaluation of hydrodinamic load on a physical model of a bridge deck, especially to find the relation between the median and extreme quantiles of each hydrodanamic load part and to evaluate the influence, which has the shape of the bridge deck on the size of this load. Relations, that was found may be used to determine characteristic values of loads, caused by water flow, for example, when designing the bridge bearings.
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Evaluation of hydrodinamic load on a brdge deck
Řezník, Jindřich ; Dráb, Aleš (referee) ; Špano, Miroslav (advisor)
The subject of this thesis is the evaluation of hydrodinamic load on a physical model of a bridge deck, especially to find the relation between the median and extreme quantiles of each hydrodanamic load part and to evaluate the influence, which has the shape of the bridge deck on the size of this load. Relations, that was found may be used to determine characteristic values of loads, caused by water flow, for example, when designing the bridge bearings.
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Alternative risk measures and their applications
Drobuliak, Matúš ; Hurt, Jan (advisor) ; Večeř, Jan (referee)
Title: Alternative risk measures and their applications Author: Matúš Drobuliak Department: Department of Probability and Mathematical Statistics Supervisor: Doc. RNDr. Jan Hurt, CSc., Department of Probability and Mathe- matical Statistics Abstract: The objective of this thesis is to discuss alternative measures of risk. We focused on the expectile value at risk, which we compared with conventional risk measures - namely value at risk and conditional value at risk. We also discussed its properties from the financial point of view. A numerical illustration is included in the thesis. Keywords: Value at risk, Conditional value at risk, Quantile, Expectile, Expectile value at risk iii
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On quantile optimization problem with censored data
Volf, Petr
In the framework of stochastic optimization the criterion based on selected quantiles is considered. Further, stochastic characteristics are estimated from censored data. Therefore, certain theoretical results concerning estimators of distribution function and quantiles under censoring are recalled and utilized to prove consistency of solution based on estimates. Behavior of solutions for finite data sizes is studied with the aid of randomly generated example.
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