Sökning: "Markovian realizations"

Hittade 2 avhandlingar innehållade orden Markovian realizations.

1. 1. On the term structure of forwards, futures and interest rates

   Författare :Camilla Landén; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Term structure; Markovian realizations; affine term structures.; Optimization; systems theory; Optimeringslära; systemteori;

   Sammanfattning : .... LÄS MER

3. 2. Topics in life and disability insurance

   Författare :Björn Löfdahl Grelsson; Boualem Djehiche; Jostein Paulsen; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

   Sammanfattning : This thesis consists of five papers, presented in Chapters A-E, on topics in life and disability insurance. It is naturally divided into two parts, where papers A and B discuss disability rates estimation based on historical claims data, and papers C-E discuss claims reserving, risk management and insurer solvency. LÄS MER