Search for dissertations about: "claims"

Showing result 1 - 5 of 399 swedish dissertations containing the word claims.

  1. 1. Analytical Approximation of Contingent Claims

    Author : Karl Larsson; Claus Munk; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Option pricing; approximation; stochastic volatility; implied volatility; perturbation; Malliavin calculus; commodities; swaption; swap; HJM model;

    Abstract : This PhD thesis consists of three separate papers. The common theme is methods to calculate analytical approximations for prices of different contingent claims under various model assumptions. The first two papers deals with approximations of standard European options in stochastic volatility models. READ MORE

  2. 2. Stochastic claims reserving in non-life insurance : Bootstrap and smoothing models

    Author : Susanna Björkwall; Ola Hössjer; Esbjörn Ohlsson; Peter England; Stockholms universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Bootstrap; Chain-ladder; Generalized linear model; Separation method; Smoothing; Stochastic claims reserving; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

    Abstract : In practice there is a long tradition of actuaries calculating reserve estimates according to deterministic methods without explicit reference to a stochastic model. For instance, the chain-ladder was originally a deterministic reserving method. READ MORE

  3. 3. Learning from patient injury claims

    Author : Karin Pukk Härenstam; Karolinska Institutet; Karolinska Institutet; []
    Keywords : ;

    Abstract : Background and aim: The Institute of Medicine report, To err is human, heightened attention to safety and quality performance in healthcare. This has led to demands on healthcare systems to collect data on safety and quality performance. READ MORE

  4. 4. The Social and Political Impact of Natural Disasters : Investigating Attitudes and Media Coverage in the Wake of Disasters

    Author : Frederike Albrecht; Charles Parker; Katrin Uba; Susanne Wallman-Lundåsen; Uppsala universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; Natural disasters in Europe; social capital; social trust; sociology of disasters; politics of disasters; political trust; satisfaction with the government; government accountability; media coverage of disasters; media framing; claims-making; political claims; Statskunskap; Political Science;

    Abstract : Natural disasters are social and political phenomena. Social structures create vulnerability to natural hazards and governments are often seen as responsible for the effects of disasters. READ MORE

  5. 5. Negotiating Social Membership : Immigrant Claims-Making Contesting Borders and Boundaries in Multi-Ethnic Europe

    Author : Zenia Hellgren; Barbara Hobson; Fiona Williams; Stockholms universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; Migration; Immigration; Social Membership; Claims-making; Contentious politics; Sociology; sociologi;

    Abstract : The concept of social membership is the mainframe for this dissertation, which encompasses four independent articles that approach the boundaries of social membership from different perspectives. Empirically, the focus lies on mobilizing groups that demand an extension of rights and/or inclusion for documented and undocumented immigrants in two European immigration countries: Sweden and Spain. READ MORE