Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 126 for “"actuarial science"”.
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Mindsets: lived experiences of black actuarial science students
… lens to explore the experiences of six black actuarial science students at the University of Cape Town (UCT). With the underrepresentation of black African students in South Africa's actuarial science exacerbating societal imbalances, the research aims to unveil their experiences and factors …
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An analysis of curriculum knowledge in an introductory actuarial science course
Actuarial Science is a sought after profession in South Africa with high attrition rates at university. The profession is small and dominated by white males. Slow transformation of the profession to reflect a more representative sample of the population is exacerbated by the long route to …
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LIFE EXPECTANCY
… figure out when a client dies, the convention in actuarial science is to phrase things in terms of survival models. There are popular survival functions that enable insurers to perform this calculation. With these functions, insurers are able to efficiently provide this service and ensure that …
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The analysis of real estate in a finance and actuarial framework
… commonly used in other areas of finance and in actuarial science. Option pricing techniques for the evaluation of real estate investments that have options embedded within their lease terms are then developed and applied to the valuation of upward only rent review properties under the …
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Actuarial resources in high demand, what makes them stay?
The shortage of qualified actuaries and actuarial science resources in general, remains a challenge for organisations operating in the South African financial and insurance sectors. Access to such resources are a business imperative for these organisations and, therefore, there is a compelling …
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A Study of Mathematical Modeling of Remaining Useful Life, Assessment, and Prognostics & Health Management (PHM)
… important in various other fields such as actuarial science, engineering management, survival analysis, etc. This thesis explores two different methods of RUL modeling and assessment: lifetime data analysis and degradation based analysis. Traditionally, reliability estimation has been based …
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A comprehensive view of Markov-Functional models and their application
… as well as alternative fields, such as Actuarial science, where the model can be applied. In summary, this dissertation embodies a complete discussion of the current class of Markov-Functional models.
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Numerical methods for problems arising in risk management and insurance
… of the regime-switching models in the area of actuarial science, and based on the theory of weak convergence of probability measures, the convergence of the approximating sequences is obtained. In fact, under very broad conditions, we prove that the sequences of approximating Markov chain, the …
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Cox-type model validation with recurrent event data
… event data occurs in many disciplines such as actuarial science, biomedical studies, sociology, and environment to name a few. It is therefore important to develop models that describe the dynamic evolution of the event occurrences. One major problem of interest to researchers with these types …
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A Study of Actuarial Models for Insurance Based Applications
Actuarial aspects of two important fields of insurance are considered: calculating personal injury damages for working age adults (liability insurance) and measuring the mortality in insurance based populations (e.g. life insurance and pensions). The contribution of the thesis is to demonstrate a …
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A Feasible Situation Awareness-Based Evaluation Framework for Quality of Machine Learning Explanations
… study, in one of the safety-sensitive fields, actuarial insurance pricing, this research addresses a significant gap by focussing on user-centric evaluations of XAI explanations. The study unfolds in two main parts. The first study uses the Actuarial Control Cycle (ACC) and the Goal-Directed …
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On some inferential problems with recurrent event models
… disciplines, such as biomedical, engineering, actuarial science, sociology, economy to name a few. It is then important to develop dynamic models for their modeling and analysis. Of interest with data collected in a RE monitoring are inferential problems pertaining to the distribution function …
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Status Of Skills Development In The Financial Sector (A Namibia Case Study)
… a shortage of skills in the areas of auditing, actuarial science, chartered accountancy, information technology, investment banking, property evaluation, and compliance and risk management. The objectives of the study were to investigate the nature of strategies implemented in the financial …
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Option pricing and machine learning: a comparison of black-scholes, bachelier, and artificial neural networks
Practitioners and academics alike have applied the Black-Scholes model (or derivatives thereof) when pricing options practically since the introduction of the model in 1973. The recent coronavirus pandemic and the oil futures price crash of April 2020 have caused major markets to briefly switch to …
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Low-rank completion and recovery of correlation matrices
In the pursuit of efficient methods of dimension reduction for multi-factor correlation systems and for sparsely populated and partially observed matrices, the problem of matrix completion within a low-rank framework is of particular significance. This dissertation presents the methods of spectral …
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Estimation of Shadow-Rate Term Structure Models Near the Zero-Lower Bound
Though it is customary to use standard Gaussian term structure models for term structure modelling, this becomes theoretically implausible in cases when nominal interest rates are near zero: Gaussian models can have arbitrarily large negative rates, whereas arbitrage considerations dictate that …
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Stock Option Valuations and Constraint Enforcement Using Neural Networks
Stock option valuations have long been studied, being inherently non-linear financial derivatives. These instruments have a ubiquitous presence in institutional investment practice, and present many favourable and unique benefits to an investment portfolio. Neural Networks on the other hand have …
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Avoiding data mining bias when testing technical analysis strategies - a methodological study
When seeking to identify a profitable technical analysis (TA) strategy, a na¨ıve investigation will compare a large number of possible strategies using the same set of historical market data. This process can give rise to a significant data mining bias, which can cause spurious results. There are …
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Estimating adult mortality in South Africa using information on the year-of-death of parents from the 2016 Community Survey
In developing countries, systems that collect vital statistics are usually inadequate to facilitate the direct estimation of adult mortality. This has necessitated the development of indirect methods such as the orphanhood method. These methods are however limited, i.e., the single-survey approach …
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