Sökning: "Default probability"
Visar resultat 6 - 10 av 21 avhandlingar innehållade orden Default probability.
6. Modern developments in insurance mathematics
Sammanfattning : Arguably the most important developments in the insurance industry in the last decade have been centered around two themes: regulation and machine learning. Regulation has affected both actuarial work and research in insurance mathematics through the introduction of Solvency II in 2016, and more recently IFRS 17. LÄS MER
7. Multi-period valuation of insurance liabilities subject to capital requirements
Sammanfattning : In the papers presented here, approaches to multi-period valuation of a liability cashflow in runoff, subject to repeated capital requirements, are developed and analyzed. The valuation approaches are inspired by current risk-based regulatory frameworks for the insurance industry, and consistent with the fundamental principles underlying them. LÄS MER
8. Analysis of factorial experiments using mixed-effects models: options for estimation, prediction and inference
Sammanfattning : In linear mixed-effects modelling of experiments, estimation of variance components, prediction of random effects, and computation of denominator degrees of freedom associated with inference on fixed effects, are important elements of the analysis. This thesis investigates alternatives to the likelihoodbased procedures for analysis of factorial experiments with normally distributed observations. LÄS MER
9. Cues, Conformity, and Choice Architecture : Empirical Essays on Influence
Sammanfattning : This thesis consists of three papers summarized as follows. “Can Indifference Make the World Greener?” We test whether the default option can nudge people to save resources in a simple, non-dynamic, decision task with only two alternatives, and where people have been explicitly informed about the recommended course of action. LÄS MER
10. Essays on Insider Trading and Initial Public Offerings
Sammanfattning : This thesis consists of four self-standing articles on insider trading, initial public offerings and delisting of corporate firms. The first paper in this thesis investigates whether insiders, in an asymmetric information environment, manipulate the earnings of a firm to influence investors’ perceptions of firm value in order to benefit from their trades. LÄS MER
