Essays about: "actuarial"
Showing result 16 - 20 of 22 essays containing the word actuarial.
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16. Testing Granger causality with application to Exchange rates for Swedish kronor with GB pound and US dollar
University essay from Lunds universitet/Statistiska institutionenAbstract : This thesis undertakes the Causality study with application to exchange rates for Swedish kronor (SEK) with GB pound (£) and US dollar ($) in the frame work of vector Autoregressive (VAR) model. We present the theory behind the Granger Causality, unit roots and vector auto-regression. The Augmented Dickey-Fuller test for unit roots is performed. READ MORE
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17. Chinese Basic Pension Substitution Rate: A Monte Carlo Demonstration of the Individual Account Model
University essay from StatistikAbstract : At the end of 2005, the State Council of China passed ”The Decision on adjusting the Individual Account of Basic Pension System”, which adjusted the individual account in the 1997 basic pension system. In this essay, we will analyze the adjustment above, and use Life Annuity Actuarial Theory to establish the basic pension substitution rate model. READ MORE
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18. Testing for unit roots in the presence of structural change IRAN – GREECE CPI case
University essay from Lunds universitet/Statistiska institutionenAbstract : In this thesis we consider different tests for unit roots in the presence of structural change. We present the theory that lies behind unit roots, what we mean by structural change and try to detect the instances that “breaks” occur in the data. READ MORE
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19. Purchasing Power Parity (PPP), Sweden before and after EURO times
University essay from Lunds universitet/Statistiska institutionenAbstract : This thesis presents an Econometric Evaluation of Purchasing Power Parity. Unit Root Test and cointegration Tests are used to examine the issue of the Purchasing Power Parity for Sweden for the Periods [Jan 1990-Dec 1999] , [Jan 1999-Dec 2007] and [Jan1990-Dec2007]. READ MORE
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20. Birth trends and the lunar connection for Lund’s community 1995-2004
University essay from Lunds universitet/Statistiska institutionenAbstract : ‘Birth trends and the lunar connection for Lund’s community 1994-2005’ analyses natural births using statistical methods. With the aid of different time series models a pattern was found, namely that most natural births occur during the spring months and the smallest number occur during the month of November. READ MORE