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Optimal reinsurance - an examination of optimal stop-loss contracts for different lines of business Restricted Access
(Master thesis / Masteroppgave, 2018)
Reinsurance is a risk management tool for insurance companies, as it allows for transferring some of the insurance risk to reinsurance companies. From the insurer's perspective, a reinsurance contract may lead to more ...
(Master thesis / Masteroppgave, 2018)
Metoder og metodiske utfordringer for matchede kohortstudier Restricted Access
(Master thesis / Masteroppgave, 2018)
Når man estimerer effekten av en bestemt behandling eller eksponering på utfall i kohortstudier, og observasjonsstudier generelt, gir ikke standard metoder korrekte resultater i nærvær av ukontrollert konfundering. Matching ...
(Master thesis / Masteroppgave, 2018)
The objective of this thesis is to give a description of the rough stochastic volatility modelling based on fractional Brownian motion with Hurst exponent H less than 1/2, as well as the corresponding pricing model. ...
Approximations of Fractional Brownian Motion Restricted Access
(Master thesis / Masteroppgave, 2018)
(Master thesis / Masteroppgave, 2018)
Longitudinal data arise when repeated measurements are taken on individuals over time. Commonly used models for such data are multivariate linear models, linear mixed effect models and generalised linear mixed models. This ...
Reserve modelling in the presence of extreme insurance losses Restricted Access
(Master thesis / Masteroppgave, 2018)
(Master thesis / Masteroppgave, 2018)
(Master thesis / Masteroppgave, 2018)
(Master thesis / Masteroppgave, 2018)
This thesis investigates cubic hypersurfaces and their Fano schemes. After introducing the Fano schemes through low-dimensional examples, we move on to investigate cubic fourfolds. For the cubic fourfolds, we give complete ...