Essays about: "thesis on actuarial mathematics"

Found 5 essays containing the words thesis on actuarial mathematics.

  1. 1. Generalized Bühlmann-Straub credibility theory for correlated data

    University essay from Stockholms universitet/Matematiska institutionen

    Author : Mikael Andblom; [2023]
    Keywords : credibility theory; credibility estimator; credibility blending; Bühlmann-Straub; correlated data; uncertainty-based credibility; actuarial science; insurance mathematics;

    Abstract : In this thesis, we first go through classical results from the field of credibility theory. One of the most well-known models in the field is the Büuhlmann-Straub model. The model is relatively straightforward to apply in practice and is widely used. A major advantage of the model is its simplicity and intuitive dependency on its model parameters. READ MORE

  3. 2. Insurance Loss Reserving

    University essay from Lunds universitet/Matematisk statistik

    Author : Theodor Bjarnason; Marcus Sjögren; [2014]
    Keywords : Mathematics and Statistics;

    Abstract : The concept of run-o triangles is widely used within the actuarial eld. Its purpose is to estimate Incurred But Not Reported claims for insurance portfolios, in order to set appropriate reserves that are in compliance with regulatory requirements as well as the company's risk appetite. READ MORE

  4. 3. Effects of major exports and imports on the balance of trade in Pakistan

    University essay from Lunds universitet/Statistiska institutionen

    Author : Muhammad Shair Ali; [2009]
    Keywords : operationsanalys; Statistik; programming; actuarial mathematics; Regressions; aktuariematematik; programmering; unit root test; Principal Component Analysis; operations research; Statistics; Mathematics and Statistics;

    Abstract : This thesis focuses on the econometric evaluation of the effects of major exports and imports on the balance of foreign trade in Pakistan. Various statistical techniques at our disposal have been used such as principal component analysis, stepwise regression and multiple linear regression. READ MORE

  5. 4. Testing for unit roots in the presence of structural change IRAN – GREECE CPI case

    University essay from Lunds universitet/Statistiska institutionen

    Author : Anastasios Pantelis; Maryam Zehtabchi; [2008]
    Keywords : Unit Root; Structural breaks; Dickey-Fuller tests; Chow’s breakpoint test.; Statistics; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik; Mathematics and Statistics;

    Abstract : 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

  6. 5. Modelling Operational Risk using Actuarial Methods

    University essay from Institutionen för matematik och matematisk statistik

    Author : Marcus Larneback; [2006]
    Keywords : ;

    Abstract : Within the financial industry Operational Risk is a relatively new concept, but within recent years it has gained more attention due to prior economically devastating events; these are events that cannot be categorized as market- or credit risks. The purpose of this thesis is to study the Loss Distribution Approach(LDA). READ MORE