Essays about: "Life Insurances"

Showing result 1 - 5 of 8 essays containing the words Life Insurances.

  1. 1. Spatial Statistical Modelling of Insurance Claim Frequency

    University essay from Lunds universitet/Matematisk statistik

    Author : Daniel Faller; [2022]
    Keywords : Insurance risk; claim frequency; Markov chain Monte Carlo MCMC ; Riemann manifold Metropolis adjusted Langevin algorithm MMALA ; spatial statistics; Gaussian Markov random field GMRF ; preconditioned Crank Nicolson Langevin algorithm pCNL ; Gibbs sampling; Bayesian hierarchical modelling; high dimensional; shrinkage prior; horseshoe prior; regularisation.; Mathematics and Statistics;

    Abstract : In this thesis a fully Bayesian hierarchical model that estimates the number of aggregated insurance claims per year for non-life insurances is constructed using Markov chain Monte Carlo based inference with Riemannian Langevin diffusion. Some versions of the model incorporate a spatial effect, viewed as the relative spatial insurance risk that originates from a policyholder's geographical location and where the relative spatial insurance risk is modelled as a continuous spatial field. READ MORE

  2. 2. Applying Peaks-Over-Threshold for Increasing the Speed of Convergence of a Monte Carlo Simulation

    University essay from KTH/Matematik (Avd.)

    Author : Eric Jakobsson; Thor Åhlgren; [2022]
    Keywords : Monte Carlo Simulation; Value-at-Risk; Expected Shortfall; Peaks- Over-Threshold; Life Insurances; Generalized Pareto Distribution; Extreme-Value-Theory; Monte Carlo Simulation; Value-at-Risk; Expected Shortfall; Peaks-Over-Threshold; Livförsäkringar; Generalized Pareto Fördelning; Extremvärdesteori;

    Abstract : This thesis investigates applying the semiparametric method Peaks-Over-Threshold on data generated from a Monte Carlo simulation when estimating the financial risk measures Value-at-Risk and Expected Shortfall. The goal is to achieve a faster convergence than a Monte Carlo simulation when assessing extreme events that symbolise the worst outcomes of a financial portfolio. READ MORE

  3. 3. Comparison of prices of life insurances using different mortality rates models

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Belinda Straß; [2018]
    Keywords : Pricing life insurances; modelling mortality rate; logistic model; Heligmann– Pollard HP4; power–exponential model;

    Abstract : Capturing mortality became a crucial modelling problem throughout the years due to the raising demand of life insurances and annuities. Fitting three models, namely, logistic, Heligman– Pollard HP4 and power–exponential model, to real life data shows that latter two models represent the actual data quite well. READ MORE

  4. 4. Biverkningar efter intraartikulärbehandling med ett nytt hyaluronsyra-NSAID preparat på häst : en pilotstudie

    University essay from SLU/Dept. of Clinical Sciences

    Author : Katarina Brunstedt; [2013]
    Keywords : Artrit; häst; ledbehandling; biverkningar; NSAID;

    Abstract : Hältor är vanligt förekommande på häst och hos de halta hästarna som behandlas av veterinär är ledinflammation den vanligaste diagnosen enligt Agrias försäkringsdata (Pernell et al, 2005). Utredning och behandling av hältor är ofta tidskrävande och dyrt. För hästen kan hältan och dess behandling innebära nedsatt välfärd. READ MORE

  5. 5. The delicate balance of Internet banking and bricks and mortar offices : a study on bank services offered in Visby

    University essay from Institutionen för humaniora och samhällsvetenskap

    Author : Yasir Ali; [2010]
    Keywords : Internet Banking; customer usage; electronics services Gotland;

    Abstract : Internet banking has an impact on banking performance as well as customer’s daily life. Customers are getting more used to use Internet banking services because the Internet is so popular and common available, it is more convenient and comfortable for customers to use banking services on the Internet. READ MORE