Search for dissertations about: "actuarial"

Showing result 1 - 5 of 58 swedish dissertations containing the word actuarial.

  2. 1. Semi-Markov Models for Insurance and Option Rewards

    Author : Fredrik Stenberg; Dmitrii Silvestrov; Kimmo Eriksson; Nikolaos Limnios; Mälardalens högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; semi-Markov process; discrete time; insurance; actuarial; higher order reward; disability; variance; skewness; kurtosis; reward process; stochastic volatility; controlling semi-Markov process; Monte Carlo algorithm; convergence; optimal stopping; skeleton approximation; regime switching; semi-Markov modulated; European option; American option; Lévy process.; MATHEMATICS; MATEMATIK; Matematik tillämpad matematik;

    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

  4. 2. Testing for Periodicity and Trend in Long-Memory Processes

    Author : Abdullah Almasri; Statistiska institutionen; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; temperature data.; sunspots data; wind speed data; varve data; Siegel’s test; Fisher’s test; periodogram; Fractional difference process; Discrete wavelet transform; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik; Wavelets; Statistik;

    Abstract : This thesis presents methods of testing the periodicity and trend for the time series, which exhibit dependence over long periods of time. Many such processes can be modeled by a class of models called fractionally differenced processes. READ MORE

  5. 3. Essays on Pensions and Information

    Author : Dan Anderberg; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Education Policies; Time-consistency; Education Incentives; Cross-subsidies; Redistribution; Moral Hazard; Disability Insurance; Public Pensions; Voting; Assets; Adverse selection; Private pension markets; Actuarial science; Försäkring ej försäkringsrätt S137 ;

    Abstract : The first essay examines the outcome in a competitive private pension market characterised by adverse selection. In addition to using the private pension market, the consumers can save in a bequeathable asset. READ MORE

  6. 4. Hidden Markov models - Traffic modeling and subspace methods

    Author : Sofia Andersson; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; programming; actuarial mathematics; Statistik; operationsanalys; Statistics; operations research; subspace identification; state space representation; likelihood estimation; Poissonification; traffic analysis; hidden Markov model; Markov-modulated Poisson process; programmering; aktuariematematik;

    Abstract : The main motivation for this thesis, however not the only one, is the search for models for traffic in telecommunication networks. Traffic characterization and modeling are of great importance in the analysis and dimensioning of communication systems. During the last decades we have experienced an explosive growth of our telecommunication networks. READ MORE

  7. 5. Stochastic Modeling and Operational Optimization in District Heating Systems

    Author : Lars Arvastson; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistik; actuarial mathematics; programming; operations research; Statistics; Matematik; optimization; Mathematics; simulation; prediction; District heating; grey-box modeling; operationsanalys; programmering; aktuariematematik; Systems engineering; computer technology; Data- och systemvetenskap;

    Abstract : Operation of a district heating system is accomplished via a sequence of decisions by the operators controlling the system. These decisions are based on expectations of conditions in the system that are not known at decision time. READ MORE