Now showing items 26-45 of 70

  • Brænden, Roar (Master thesis / Masteroppgave, 2010)
    Airborne photography are used to map zones of potential aquatic vegetation. This is done by statistical classification using different approaches. We use five classes representing different vegetation and landscape zones, ...
  • 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 ...
  • Amini, Zaki (Master thesis / Masteroppgave, 2015)
    Cox's regression model is one of the most applied methods in medical research. This method finds also applications in other fields such as econometrics, demography, insurance etc. This method is based on two crucial ...
  • Niteka, Didier Darwin (Master thesis / Masteroppgave, 2013)
  • Stigum, Anne Olaug (Master thesis / Masteroppgave, 2010)
    This thesis is divided into two parts. The first part involves the new solvency directive for the insurance industry in the European Union, Solvency II, which will be implemented in 2012. The second part involves valuation ...
  • 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 ...
  • Vøien, Hans Gunnar (Master thesis / Masteroppgave, 2009)
    In this thesis I study alternatives to the geometric Brownian motion where the log-return follow Lévy processes with jumps, in particular the normal invers Gaussian and the CGMY Lévy processes. With focus on Merton's ...
  • 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 ...
  • Ngo, Hanh Ha Thi (Master thesis / Masteroppgave, 2010)
    Forsikringsselskaper har til enhver tid forpliktelser til sine kunder, og det er viktig at selskapene har en god solvensmargin. Selskapene må sørge for å ha tilstrekkelig med kapital for å oppfylle forpliktelsene. Denne ...
  • 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 ...
  • Petersbakken, Stein Erik Fenes (Master thesis / Masteroppgave, 2009)
    Endringer i d ødelighetsm ønstre er et område som forsikringsbransjen har lagt mer og mer vekt på den siste tiden. Dette er som fø lge av at man over lengre tid har observert en stadig økning i menneskets forventede ...
  • Christensen, Tor Martin (Master thesis / Masteroppgave, 2015)
    The main result of my mine in the master thesis is a new Bismut-Elworthy-Li-formula with respect to a pure jump Levy noise driven stochastic differential equation (SDE), with non-Lipschitz continuous coefficients. This ...
  • 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 ...
  • Hadaoui, Warda (Master thesis / Masteroppgave, 2014)
    This thesis is written in cooperation with Safetec, a leading provider of services within risk and reliability. The attention is aimed towards the oil and gas industry with the primary goal of improving the selection ...
  • 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 ...
  • Malhi, Navdeep Singh (Master thesis / Masteroppgave, 2015)
    Denne avhandlingen handler om optimal reforsikring. Reforsikring eller reassuranse er en type forsikring som forsikrer et forsikringsselskap. Et forsikringsselskap vil beskytte seg mot fremtidige store krav ved å overføre ...
  • 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 ...