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Visar resultat 1 - 5 av 46 avhandlingar som matchar ovanstående sökkriterier.
1. Stochastic claims reserving in non-life insurance : Bootstrap and smoothing models
Sammanfattning : In practice there is a long tradition of actuaries calculating reserve estimates according to deterministic methods without explicit reference to a stochastic model. For instance, the chain-ladder was originally a deterministic reserving method. LÄS MER
2. Evaluating Asset-Pricing Models in International Financial Markets
Sammanfattning : This thesis consists of three empirical studies on asset-prices in international financial markets. The purpose is three-fold. First, to evaluate whether good predictions of economic variables may be obtained by pooling information from a broad group of financial variables. LÄS MER
3. Multiple Kernel Imputation : A Locally Balanced Real Donor Method
Sammanfattning : We present an algorithm for imputation of incomplete datasets based on Bayesian exchangeability through Pólya sampling. Each (donee) unit with a missing value is imputed multiple times by observed (real) values on units from a donor pool. The donor pools are constructed using auxiliary variables. LÄS MER
4. On the Treatment of Flow in Traffic Safety Analysis, - a non-parametric approach applied on vulnerable road users
Sammanfattning : The treatment of flow in the area of traffic safety has a long tradition. The influence flow has on the number of accidents is, however, often considered so obvious that it tends to be trivial. In this thesis I can show that the relation between flow and accidents holds interesting information. LÄS MER
5. Estimators of semiparametric truncated and censored regression models
Sammanfattning : This thesis contributes in several ways to the existing knowledge on estimation of truncated, censored, and left truncated right censored (LTRC) regression models. Three new semiparametric estimators are proposed, allowing for asymmetric error distributions. LÄS MER