Now showing items 61-80 of 165

  • Nordtorp, Håkon (Master thesis / Masteroppgave, 2018)
    Solvency II er et forsikringsdirektiv som kontrollerer all forsikringsdrift i EU/EØS. Direktivet innebærer kontrollering av kapitalreserven, SCR, for hver av forsikringsselskapets porteføljer. Dette for å sikre forbrukerens ...
  • Halsteinslid, Lars Lødøen (Master thesis / Masteroppgave, 2015)
    One objective of this Master thesis is to give an overview and discussion of the most important stochastic models for the dynamics of the yield surface. Since interest rates are of stochastic nature, and e.g. insurance ...
  • Lund, Kine Veronica (Master thesis / Masteroppgave, 2013)
    In a situation where the number of available covariates greatly exceeds the number of observations, the fitting of a regression model to explain the connection between the response and the explanatory variables can be a ...
  • Hammer, Henrik Paulov (Master thesis / Masteroppgave, 2014)
    With the new regulations of Basel III and Solvency II there is a necessity to have tools that can measure different types of financial and insurance risk in a portfolio. Stochastic Duration is such a measure. This new type ...
  • Barua, Shatthik (Master thesis / Masteroppgave, 2017)
    The estimation of inverse covariance matrices plays a major role in portfolio optimization, for the global minimum variance portfolio in mean-variance analysis it is the only parameter used to determine the asset allocation. ...
  • Sjo, Anniken Mjelde (Master thesis / Masteroppgave, 2018)
    Denne oppgaven handler om beregning av risiko for forsikringsutbetalinger ved vindkatastrofer, og hvordan Solvency II gir en forenklet måte å beregne kapitalkrav som skal sikre selskapene fra insolvens med 99.5% sikkerhet. ...
  • 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, ...
  • Wellén, Einar Christopher (Master thesis / Masteroppgave, 2015)
    Vi ser på ulike måter å beregne korrelasjon mellom to variable på. Fokus er i stor grad på ordinale og kvantitative data og beregning av korrelasjonsmålene Pearson s r, Kendall s t og Spearman s rang-korrelasjon. Det ...
  • Susrud, Andres Sørensen (Master thesis / Masteroppgave, 2012)
  • 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 ...
  • Meijer, Lotti (Master thesis / Masteroppgave, 2016)
    The purpose of this thesis is to study the hedging of financial derivatives, using the so-called local risk-minimizing strategy, which is a popular quadratic hedging strategy in incomplete markets. The local risk minimization ...
  • 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 ...
  • Haagensli, Peder Tørresdal (Master thesis / Masteroppgave, 2017)
    On the 1st of January 2016, the Solvency II Directive regulating the European insurance industry came into force. Along with a host of reporting requirements, quantitative algorithms for calculating key quantities are ...
  • Niteka, Didier Darwin (Master thesis / Masteroppgave, 2013)
  • Lima, Charlotte (Master thesis / Masteroppgave, 2012)
    Når vi estimerer effekten av behandling for HIV vil ikke standard metoder gi korrekte resultater når vi har intermediate time-dependent confounders. Marginal Structural Models er en metode som kan brukes og vil korrigere ...
  • 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 ...
  • Øygard, Audun Mathias (Master thesis / Masteroppgave, 2015)
    A basic problem in large collections of documents is to find similar items, for basic search, recommendation, or other purposes. Traditionally techniques for this have relied only on the text in the document, since analysing ...
  • Holth, Joachim (Master thesis / Masteroppgave, 2011)
    Merton's portfolio problem tells us that given a risky asset modelled by a geometric Brownian motion and a risk-free asset modelled by a deterministic differential equation, the optimal trading strategy for a risk-averse ...
  • Johansen, Lena Rogstad (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 ...
  • Mogstad, Emil Kverneland (Master thesis / Masteroppgave, 2013)
    Silverman(1986) tells about a 'recent surge' of interest density estimation. One of the theories discussed in the book is the kernel estimate, presented in Rosenblatt(1956) and Parzen(1962). This project is about using ...