Browsing Matematisk institutt by Author "Aasen, Knut Gunnar Myklebust"
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Aasen, Knut Gunnar Myklebust (Master thesis / Masteroppgave, 2016)In this thesis we simulate a new model, formulated as a nonlinear filtering problem with a generalized Cox process, for the modeling of transition rates in life insurance. This allows for a time-continuous model which may ...