Now showing items 4-21 of 21

  • Wiborg, Rebecca (Master thesis / Masteroppgave, 2013)
    Many families of distributions have been proposed to describe insurance losses. The process of finding the one which results in the best fit is time consuming. This thesis tries to tackle the issue of avoiding such analyses, ...
  • Eide, Simen (Master thesis / Masteroppgave, 2014)
    The object of the thesis is to investigate, measure and analyse the impact of liquidity on portfolio value, risk and execution. We consider the formalism of [Acerbi and Scandolo, 2008] to value portfolios in markets exposed ...
  • Zhang, Ying (Master thesis / Masteroppgave, 2013)
    A number of methods have been developed for checking the fit of Cox regression models for cohort data; cf. chapter 11 in Klein & Moeschberger (2003, Springer-verlag). However, the methodology for model checking is much ...
  • Fjeldskår, Hanne (Master thesis / Masteroppgave, 2009)
    Since the deregulation of electricity, new models were needed to quantify the price of contracts with speci ed delivery period of electricity. In this thesis we have looked at two such models. The rst model is given in ...
  • Sunde, Trygve Ragnar (Master thesis / Masteroppgave, 2008)
    In this master thesis we investigate the properties of a chi-squared goodness-of-fit test for case-control data, of Grønnesby and Borgan (1996). This goodness-of-fit test is based on a comparison of observed and expected ...
  • Hoffmann, Torgeir W. B. (Master thesis / Masteroppgave, 2009)
    We set out to find how copula-based dependence modelling of large jumps in the NIG-Lévy model affects the option price. This leads to the definition of a rejection-based approximation algorithm for the NIG-Lévy. Using ...
  • Larsen, Maja Alvilde Bratlien (Master thesis / Masteroppgave, 2015)
    Lending money has been one of the basic activities of banks for centuries. However, credit evaluation and pricing of loans are still not well understood, since the assessment of the impact of credit risk on prices in bond ...
  • Johansen, Linn Saxrud (Master thesis / Masteroppgave, 2009)
    Nowadays records, radio, television and the internet spread music more widely than ever before, and an overwhelming number of musical works are available to us. During the last decades, a great interest in converting music ...
  • Holtsmark, Carl Axel Jean Pierre (Master thesis / Masteroppgave, 2015)
    Most insurance companies deal with reinsurance. One of the problems they have to solve is: What reinsurance treaty is optimal for their company? Optimal reinsurance for large portfolios has, during the past decades, been ...
  • Solberg, Kjell Andreas (Master thesis / Masteroppgave, 2010)
    Når olje fra flere reservoarer skal prosesseres ved samme prosessfasilitet, må den samlede prosesskapasiteten fordeles mellom de ulike reservoarene. Hvor mye av kapasiteten hvert av reservoarene får disponere, vil imidlertid ...
  • Sødal, Karen Marie (Master thesis / Masteroppgave, 2012)
    Oppgaven sammenlikner to strategier for hvordan en kan optimere olje- og gassproduksjonen fra flere reservoarer som deler et prosesseringsanlegg. Oljeproduksjonen i hver periode beskrives ved en differenslikning som ...
  • Vinvand, Kristina Haarr (Master thesis / Masteroppgave, 2014)
    In this thesis, we have studied the preselection bias that can occur when the number of covariates in a high dimensional regression problem is reduced prior to a high dimensional regression analysis like the lasso. Datasets ...
  • Ressem, Ørjan Mekkalgården (Master thesis / Masteroppgave, 2009)
    Abstract This paper examines the utility indifference price of interest rate products and the risk associated with these. Such products can be compared with put options and are here considered to be written on a non-tradeable ...
  • Ai, Qi (Master thesis / Masteroppgave, 2014)
    The main scope of this thesis is to implement a structured numerical analysis to check the exactness and applicability of the famous Kirk formula (1995) and the newer Bjerksund-Stensland formula (2011) widely used by energy ...
  • Tveit, Kristine (Master thesis / Masteroppgave, 2015)
    The frequency of demands are crucial when analysing a safety instrumented system (SIS). IEC 61508 distinguishes between low and high demand mode when calculating risk for such a system. In reality there are systems that ...
  • Dalby, Kevin (Master thesis / Masteroppgave, 2011)
    This thesis describes, analyzes and applies the Solvency II on life and pension insurance by using the standard formulas in the Quantitative Impact Study 5 (QIS5) to calculate the Solvency Capital Requirement (SCR). We ...
  • Oscarsson, Pål Fredrik (Master thesis / Masteroppgave, 2010)
    Model temperatures by using the stochastic heat equation driven by white noise. Studying the covariance function for the solution of this. Further the asymptotic covariance function studied. In the application part use ...
  • Feinberg, Jonathan (Master thesis / Masteroppgave, 2009)
    Information collected from warning systems monitoring natural threats can be synthesized into a risk measure to determine the state of nature, and for defining the threshold for issuing (or not) of an early warning. This ...