Search for dissertations about: "Björn Löfdahl"

Found 2 swedish dissertations containing the words Björn Löfdahl.

2. 1. Stochastic modelling in disability insurance

   Author : Björn Löfdahl; Boualem Djehiche; Mogens Steffensen; KTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES;

   Abstract : This thesis consists of two papers related to the stochastic modellingof disability insurance. In the first paper, we propose a stochastic semi-Markovian framework for disability modelling in a multi-period discrete-time setting. READ MORE

4. 2. Topics in life and disability insurance

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

   Abstract : 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. READ MORE