Search for dissertations about: "actuariAL thesis"
Showing result 1 - 5 of 58 swedish dissertations containing the words actuariAL thesis.
-
1. Semi-Markov Models for Insurance and Option Rewards
Abstract : This thesis presents studies of semi-Markov models for insurance and option rewards. The thesis consists of the introduction and six papers. The introduction presents the results of the thesis in an informal way.In paper A, a general semi-Markov reward model is presented. READ MORE
-
2. Feature Informativeness, Curse-of-Dimensionality and Error Probability in Discriminant Analysis
Abstract : This thesis is based on four papers on high-dimensional discriminant analysis. Throughout, the curse-of-dimensionality effect on the precision of the discrimination performance is emphasized. A growing dimension asymptotic approach is used for assessing this effect and the limiting error probability are taken as the performance criteria. READ MORE
-
3. Derivative Prices for Models using Levy Processes and Markov Switching
Abstract : This thesis contributes to mathematics, finance and computer simulations. In terms of mathematics this thesis concerns applied probability and Lévy processes and from the financial point of view the thesis concerns derivative pricing. Within these two areas several simulation techniques are investigated. The thesis is organized as follows. READ MORE
-
4. Filtering and Wavelet Regression Methods with Application to Exercise ECG
Abstract : The analysis of the recorded electrical activity of the heart during an exercise test is a valuable method for investigating a patient's circulatory and respiratory system. But the disturbances that occurr during a test often make it difficult to interpret the signal in order to detect changes evoked by the increased workload and related to for instance coronary artery diseases. READ MORE
-
5. Some aspects of statistical inference in systems of equations
Abstract : The objective of this thesis is to develop a strategy for statistical/econometric inferences applicable to systemwise testing of econometric models. A common deficiency in many applied econometric studies is the absence of statistical diagnostic testing. READ MORE