Now showing items 36-55 of 154

  • Bergersen, Linn Cecilie (Master thesis / Masteroppgave, 2009)
    New challenges within statistical sciences have arisen with the explosive growth of information. Classical methods are not designed for these kinds of problems and may not be possible to use or may not behave as expected. ...
  • Piacek, Daniel (Master thesis / Masteroppgave, 2017)
    With all the technological progress we have witnessed during the last couple of decades, it comes as no surprise that modern fraudsters use highly complex methods to disguise their suspicious activities. Traditional ...
  • Bjørndal, Martin Gjesdal (Master thesis / Masteroppgave, 2017)
    The traditional, linear representation of the genetic information in populations cause a loss of data, as it can not fully represent sites where the sequences differ. Conversely, a graph may incorporate the variation, ...
  • Saddiqi, Mohammad Omer (Master thesis / Masteroppgave, 2008)
    In Europe, statistical evidence shows a decline in human mortality over the 20th century. The growing mortality concern led actuaries to consider a dynamic and stochastic survival model in order to forecast realistic ...
  • Christensen, Jens Christian Jore (Master thesis / Masteroppgave, 2013)
    The main objective of this thesis has been to develop an analysis of the dynamics of exchange rates under two models; one continuous and one allowing for jumps. First we will look at a stochastic differential equation with ...
  • Paul, Jimmy Veekas (Master thesis / Masteroppgave, 2008)
    I denne oppgaven har vi sett på konsekvenser av økt levetid for den norske befolkningen. Vi modellerer en dynamisk dødelighetsmodell ved å bruke historiske dødelighetsdata og deretter predikere en fremtidig modell. Vi ...
  • Bliksrud, Mikael Andreas (Master thesis / Masteroppgave, 2009)
    Modellering av befolkningslevetid vil si å tilpasse en matematisk modell som skal forklare levetiden i en populasjon på en best mulig måte. Det ene målet med denne oppgaven var å sammenligne to levetidsmodeller sin tilpasning ...
  • Singh, Navdeep (Master thesis / Masteroppgave, 2011)
    Projections of disability is an essential tool for insurance companies to set aside reserves for payouts. There are two main ideas behind the models of how this can be done, where one is by using static models and the other ...
  • Toor, Jasprit Singh (Master thesis / Masteroppgave, 2015)
    I denne oppgaven var det som mål å komme frem til enkle dynamiske formuleringer og opplegg for fremskrivninger under kohort-baserte modeller. De vanligste dødelighetsmodeller i bruk i forsikring idag er baser på ...
  • Buset, Line (Master thesis / Masteroppgave, 2014)
    Lee-Carter type modeller, og to-trinns estimering, er standardmetoden i demografi og forsikring, men den kan virke ustabil og følsom når parametrene skal bestemmes fra historiske data. En enkelt pensjonskasse eller ...
  • Luckin, Mak (Master thesis / Masteroppgave, 2009)
    Det har lenge vært klart at dødelighet oppfører seg på en stokastisk måte, og at livselskap som følge av forpliktelser som ofte varer i 30 år er sterkt utsatt for risiko som følge av nedgående dødelighet. For å sikre seg ...
  • Khalaf, Nawroz (Master thesis / Masteroppgave, 2013)
    I denne oppgaven studerer og sammenligner vi to modeller for konkurrerende dødsårsaker; Cox proporsjonale modell for de årsaksspesifikke hasardratene (Cox 1972) og proporsjonal subfordelingsmodell(Fine & Gray 1999). For ...
  • Eskeland, Karoline (Master thesis / Masteroppgave, 2017)
    Environmental contours are used as a basis for e.g., ship designs. The traditional approach to environmental contours is based on the well-known Rosenblatt transformation. However, due to the effects of this transformation ...
  • Doroudi Moghadam, Maunya (Master thesis / Masteroppgave, 2016)
  • Heggland, Torunn (Master thesis / Masteroppgave, 2015)
    The Aalen-Johansen estimator for calculation of transition probabilities in a multi-state model, builds on the assumption that the data are Markovian. For real data, the Markov property may not be fulfilled, and it is then ...
  • 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, ...
  • Rønneberg, Leiv Tore Salte (Master thesis / Masteroppgave, 2017)
    In 1930, Fisher presented his fiducial argument as a solution to the "fundamen- tally false and devoid of foundation" practice of using Bayes’ theorem with uniform priors to represent ignorance about a parameter. His ...
  • Jullum, Martin (Master thesis / Masteroppgave, 2012)
    In this thesis we develop Focus Information Criteria (FIC) for a number of situations concerning model selection among nonparametric and parametric models. We mainly handle the one-sample case of fully observed independent ...
  • Dong, Qingsheng (Master thesis / Masteroppgave, 2009)
    The fractional Brownian motion (fBm) has recently drawn a lot of attention and has been studied in several directions, such as stochastic integration, stochastic differential equations, financial applications, and solutions ...
  • Akhter, Shanjida (Master thesis / Masteroppgave, 2015)
    A handful of special methods and techniques are available for solving the problems in insurance industries. The techniques are different based on the situation and each of these techniques has their own theory and logic. ...