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Showing result 1 - 5 of 27 swedish dissertations matching the above criteria.

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

    Author : Susanna Björkwall; Ola Hössjer; Esbjörn Ohlsson; Peter England; Stockholms universitet; []
    Keywords : 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

  4. 2. Event Prediction and Bootstrap in Time Series

    Author : Anders Svensson; Matematisk statistik; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; bootstrap control.; statistical bootstrap; catastrophe; level-crossings; ARMAX process; Optimal alarm system; time series; optimal event predictor; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

    Abstract : Alarm systems are used in many situations, and should be as efficient as possible. In this thesis optimal predictive alarm systems, event predictors, are presented for general linear time series models with external signals. This family of process models include e.g. READ MORE

  5. 3. Contributions to Statistical Analysis of Gene Expression Data

    Author : Anders Sjögren; Göteborgs universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; DNA microarray; differential expression; gene regulation; variance stabilising transformation; permutation; reference gene; housekeeping gene; bootstrap; quality control QC ; quality assurance QA ; quality assessment; empirical Bayes; weighted moderated t-statistic; WAME; DNA microarray;

    Abstract : .... READ MORE

  6. 4. Estimators of semiparametric truncated and censored regression models

    Author : Maria Karlsson; Thomas Laitila; Göran Broström; Kenneth Carling; Umeå universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Statistics; LTRC; consistency; asymtotic normality; bootstrap; interpurchase intervals; Statistik; Statistics; Statistik; Statistics; statistik;

    Abstract : This thesis contributes in several ways to the existing knowledge on estimation of truncated, censored, and left truncated right censored (LTRC) regression models. Three new semiparametric estimators are proposed, allowing for asymmetric error distributions. READ MORE

  7. 5. Issues in Estimation and Application of Long Distance Travel Demand Models

    Author : Muriel Beser Hugosson; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Intercity travel; logit model; market segments; stated preference; bootstrap; heteroscedastic extreme value model; nested logit;

    Abstract : Forecasts of the demand for long distance travel areessential for many decisions, such as infrastructureinvestments, operators´management policies etc. Manyresearch issues are related to this field, and the purpose ofthis thesis is to contribute to some of them. READ MORE