Search for dissertations about: "actuarial mathematics"

Showing result 1 - 5 of 41 swedish dissertations containing the words actuarial mathematics.

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

    University dissertation from Institutionen för matematik och fysik

    Author : Fredrik Stenberg; Dmitrii Silvestrov; Kimmo Eriksson; Nikolaos Limnios; [2007]
    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

  2. 2. Stochastic Modeling and Operational Optimization in District Heating Systems

    University dissertation from Centre for Mathematical Sciences, Lund University

    Author : Lars Arvastson; [2001]
    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

  3. 3. Road profile statistics relevant for vehicle fatigue

    University dissertation from Mathematical Statistics, Centre for Mathematical Sciences, Lund University

    Author : Klas Bogsjö; [2007]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; operations research; Statistics; Matematik; Mathematics; model evaluation; vehicle fatigue; stochastic processes; road roughness; Road profiles; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

    Abstract : Road profiles are studied from a vehicle fatigue point of view. A wide range of roads have been measured: from smooth motorways to very rough gravel roads. It is observed that the road profiles consist of irregular sections, which makes the stationary Gaussian model unsuitable (Paper A). READ MORE

  4. 4. Asymptotic Expansions of Crossing Rates of Stationary Random Processes

    University dissertation from Centre for Mathematical Sciences, Lund University

    Author : Oskar Hagberg; [2005]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; Statistik; operationsanalys; aktuariematematik; programming; operations research; Matematik; Statistics; sea elevation; Mathematics; asymptotic expansions; wave crest hight distribution; Saddle point approximations; Crossing rate; programmering;

    Abstract : The crossing rate of a stationary random process is a valuble tool when studying crest hight distributions and maxima of sea level elevation. This thesis considers two approximation techinques for cases when the crossing rate cannot be exactly computed. READ MORE

  5. 5. Models of Surface Roughness with Applications in Paper Industry

    University dissertation from Halmstad University

    Author : Jan-Olof Johansson; [2002]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistik; actuarial mathematics; operations research; programming; Matematik; Statistics; Mathematics; estimation.; Surface roughness; parametric models; operationsanalys; programmering; aktuariematematik; Wood; pulp and paper technology; Pappers- och massateknik;

    Abstract : This thesis comprises general parametric models for surface roughness. The models can be used in several technical and natural applications but are here only applied to the micro-structure of paper. In that application, earlier models are generalized and new models introduced. READ MORE