Now showing items 1-20 of 144

  • Graff, Michael (Master thesis / Masteroppgave, 2014)
    The Icelandic population is scarce compared to the Norwegian, causing high variability in the observed mortalities. We apply two mortality models to data on the Norwegian population dating 60 years back, and the Icelandic ...
  • An ambitmodell for swaper.Restricted Access 
    Heskje, Jon Arne (Master thesis / Masteroppgave, 2016)
  • Kavara, Amela (Master thesis / Masteroppgave, 2011)
    Ulike materialer reflekterer og absorberer forskjellige bølgelengder i ulik grad. Variasjon i disse egenskapene over et bredt spekter av bølgelengder gir materialer en unik spektral signatur. Hyperspektrale kameraer måler ...
  • Okoye, Ejike Obinna (Master thesis / Masteroppgave, 2017)
  • Radnia, Naeimeh (Master thesis / Masteroppgave, 2010)
    The present text examines and applies methods for modeling recurrent event data, focusing on whether to use global time or recurrence time as the basic time scale. The purpose is to gain an insight into how easy/difficult ...
  • Godefay, Girmay Zerom (Master thesis / Masteroppgave, 2010)
  • Leknes, Lars Sevald (Master thesis / Masteroppgave, 2011)
    This thesis' goal is to model power forward contracts in the electricity marked with use of L\'evy processes. First we obtain some theory regarding these jump processes, which will enable us to built exponential additive ...
  • Sebuødegård, Sofie (Master thesis / Masteroppgave, 2015)
    Mammographic screening is a method for detecting breast cancer at an early stage of the disease progression, and is thus considered a secondary prevention. The Norwegian Breast Cancer Screening Program invites all women ...
  • Halle, Jan Olav (Master thesis / Masteroppgave, 2010)
    The purpose of the master thesis is to look at the classical article «Backward Stochastic Differential Equations in Finance» by Karoui, Peng and Quenez. Here, theory about Backward Stochastic Differential Equations (BSDEs) ...
  • Solhjell, Ida Kjersem (Master thesis / Masteroppgave, 2009)
    A time series is a sequence of data assigned to specifi c moments in time. Most statistical models are static, such as regression analysis: The defi ning set of parameters has fixed values, and the relationship between ...
  • Hermansen, Gudmund Horn (Master thesis / Masteroppgave, 2008)
    In this master thesis we propose a nonparametric Bayesian approach to estimating dependency in stationary time series and in second-order stationary spatial models over continuous domains.Our main focus will be the estimation ...
  • Østhassel, Lars (Master thesis / Masteroppgave, 2013)
    I denne oppgaven brukes Kullback-Leibler divergens og bootstrap-simuleringer til å studere feil i velkjente dødelighetsmodeller anvendt i livsforsikring. Feil deles inn i tre kategorier; estimering-, modell- og ...
  • Johansen, John-Are (Master thesis / Masteroppgave, 2015)
    In 2008 Acerbi and Scandolo (see [?]) introduced a formalism to calculate portfolio values under the influence of liquidity risk. The formalism was used on asset portfolios, and stated that in the presence of liquidity ...
  • Stoltenberg, Emil Aas (Master thesis / Masteroppgave, 2015)
    This thesis is devoted to the simultaneous estimation of the means of p> 1 independent Poisson distributions. A novel loss function that penalizes bad estimates of each of the means and the sum of the means is introduced. ...
  • Nilsen, Marius (Master thesis / Masteroppgave, 2013)
    We study regime-switching models for stocks and interest rates. We define these models modifications of the classical models created by Black & Scholes and Vasicek for stocks and interest rates, respectively. The problem ...
  • Zhu, Zhijia (Master thesis / Masteroppgave, 2015)
    Due to regulation reasons, life insurance undertakings have long been struggling with interest rate variations. In the post-financial-crisis era, most life insurance firms in Western countries are facing two major challenges, ...
  • Kakunze, Patrick (Master thesis / Masteroppgave, 2008)
    This thesis deals with infinitely divisible distributions, Poisson process, Stochastic Partial Differential Equations and Lévy processes. Keywords: Infinitely divisible distributions, stable distributions, compensated ...
  • Zhang, Hui Hong (Master thesis / Masteroppgave, 2015)
    Cox's regression model is one of the most used methods in medical statistics, and the method also finds applications in other fields. The purpose of the model is to explore the relationship between the effect of covariates ...
  • Cui, Sophia Yingyu (Master thesis / Masteroppgave, 2014)
    Reserving outstanding claims is crucial for insurance industry, in the sense that it influences both the cash balance (via pricing) and the solvency of the company. The main objective of this thesis has been to present and ...
  • Li, Lisa (Master thesis / Masteroppgave, 2017)
    The objectives of this thesis have been to model the spot prices in the energy market, to look at the forward curve, and to derive the Greeks from the spread option. The two energy commodities that have been used are power ...