Sökning: "actuarial mathematics"
Visar resultat 11 - 15 av 43 avhandlingar innehållade orden actuarial mathematics.
11. Approximation of Infinitely Divisible Random Variables with Application to the Simulation of Stochastic Processes
Sammanfattning : This thesis consists of four papers A, B, C and D. Paper A and B treats the simulation of stochastic differential equations (SDEs). The research presented therein was triggered by the fact that there were not any efficient implementations of the higher order methods for simulating SDEs. LÄS MER
12. Pointwise and Genomewide Significance Calculations in Gene Mapping through Nonparametric Linkage Analysis: Theory, Algorithms and Applications
Sammanfattning : In linkage analysis or, in a wider sense, gene mapping one searches for disease loci along a genome. This is done by observing so called marker genotypes (alleles) and phenotypes (affecteds/unaffecteds) of a pedigree set, i.e. LÄS MER
13. Doubly stochastic Poisson processes
Sammanfattning : .... LÄS MER
14. Micro-level claims reserving in non-life insurance
Sammanfattning : Actuarial reserving deals with the problem of predicting outstanding claims payments on policies issued up to today to find an appropriate amount of capital, the claims reserve or technical provisions, to set aside in order to be able to meet obligations to policyholders. Historically, and commonly still today, this has been approached using purely algorithmic and deterministic methods, not based in any statistical models. LÄS MER
15. 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