Search for dissertations about: "actuarial mathematics"

Showing result 11 - 15 of 43 swedish dissertations containing the words actuarial mathematics.

  2. 11. Approximation of Infinitely Divisible Random Variables with Application to the Simulation of Stochastic Processes

    Author : Magnus Wiktorsson; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; operations research; Statistics; aktuariematematik; Stochastic differential equation; Infinitely divisible distribution; Type G distribution; Lévy process; Stochastic integral; Mathematical Statistics; Matematik; Mathematics; programming; actuarial mathematics; Statistik; operationsanalys; programmering;

    Abstract : 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. READ MORE

  4. 12. Pointwise and Genomewide Significance Calculations in Gene Mapping through Nonparametric Linkage Analysis: Theory, Algorithms and Applications

    Author : Lars Ängquist; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; programming; actuarial mathematics; Statistik; cytogenetics; Genetik; cytogenetik; Mathematics; Matematik; Statistics; operations research; Genetics; ROC curves; conditioning loci; optimal score functions; noncentrality parameter; cost adjusted relative efficiency; exponential tilting; importance sampling; Monte Carlo simulation; normal approximation; crossover rate; process maximum; analytical approximation; significance calculations; NPL score; conditional linkage analysis; two-locus linkage analysis; Allele sharing; aktuariematematik; operationsanalys; programmering; gene-gene interaction; composite hypotheses; genetic disease models; classes of score functions; nonparametric linkage analysis;

    Abstract : 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. READ MORE

  5. 13. Doubly stochastic Poisson processes

    Author : Jan Grandell; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : .... READ MORE

  6. 14. Micro-level claims reserving in non-life insurance

    Author : Felix Wahl; Mathias Lindholm; Filip Lindskog; Katrien Antonio; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematical Statistics; matematisk statistik;

    Abstract : 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. READ MORE

  7. 15. Modern developments in insurance mathematics

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

    Abstract : 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. READ MORE