Sökning: "Lindskog Filip"

Visar resultat 6 - 10 av 12 avhandlingar innehållade orden Lindskog Filip.

1. 6. Modern developments in insurance: IFRS 17 and LSTM forecasting

   Författare :Lina Palmborg; Filip Lindskog; Mathias Lindholm; Pietro Millossovich; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical Statistics; matematisk statistik;

   Sammanfattning : The papers presented here cover two different themes, both with applications in life insurance. The focus in the first paper is on determining the financial position and performance of an insurance company, in a accordance with IFRS 17. LÄS MER

3. 7. Modern developments in insurance mathematics

   Författare :Lina Palmborg; Filip Lindskog; Mathias Lindholm; Vali Asimit; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; matematisk statistik; Mathematical Statistics;

   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

4. 8. Modeling the Uncertainties Involved in Net Transmission Capacity Calculation

   Författare :Magnus Perninge; Lennart Söder; Filip Lindskog; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Electric power engineering; Elkraftteknik;

   Sammanfattning : .... LÄS MER

5. 9. Large deviations of condition numbers and extremal eigenvalues of random matrices

   Författare :Denise Uwamariya; Xiangfeng Yang; Martin Singull; Dietrich von Rosen; Filip Lindskog; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : Random matrix theory found applications in many areas, for instance in statistics random matrices are used to analyse multivariate data and their eigenvalues are used in hypothesis testing. Spectral properties of random matrices have been studied extensively in the literature dealing with both the bulk case (involving all the eigenvalues) and the extremal case (addressing the maximal and minimal eigenvalues). LÄS MER

7. 10. Large deviations of condition numbers of random matrices

   Författare :Denise Uwamariya; Xiangfeng Yang; Martin Singull; Dietrich von Rosen; Filip Lindskog; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : Random matrix theory has found many applications in various fields such as physics, statistics, number theory and so on. One important approach of studying random matrices is based on their spectral properties. In this thesis, we investigate the limiting behaviors of condition numbers of suitable random matrices in terms of large deviations. LÄS MER