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Browsing Actuarial Science by Issue Date
Now showing items 1-20 of 44
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(University of Pretoria, 2003-05-15)Property insurance covers policyholders against losses arising out of a wide range of occurrences. Premiums are calculated by taking into account estimates of the frequency and the severity of the losses. Estimating the ...
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(University of Pretoria, 2005-11-01)Please read the abstract in the section 00front of this document
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(University of Pretoria, 2007-02-20)Hattendorff's theorem on the zero means and uncorrelatedness of losses in disjoint time periods on a life insurance policy is derived for payment streams, discount functions and time periods that are all stochastic. Thiele's ...
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(University of Pretoria, 2011-04-07)AFRIKAANS: Die lewensversekeringsbedryf in Suid-Arrika is ‘n groot mobi1iseerder van langtermyn diskresionêre kapitaal en verleen beskerming teen finansiële ver1iese wat weens die intrede van persoonlike risiko’s voorkom. ...
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(Cambridge University Press, 2011-08-31)This paper analyses the driving forces behind the willingness of South African courts to hear actuarial expert testimony in even the most simple of cases, in contrast to the more circumspect approach of the English courts, ...
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(University of Pretoria, 2013)This study provides systematic analysis of points of structural change in probability distributions. In observed frequency data of earthquakes, such a threshold exists due to the non-detection of events below a certain ...
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(University of Pretoria, 2014)The modelling technique known as Artificial Neural Networks (ANNs) is investigated. ANNs have the ability to detect and project non-linear relationships between variables. Further, they can adapt in dynamically changing ...
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(University of Pretoria, 2014-04-30)The research attempts to resolve which method of estimation is the most consistent for the parameters of the earthquake model, and how these different methods of estimation, as well as other changes, in the earthquake model ...
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(Actuarial Society of South Africa, 2016)No analytic procedures currently exist for determining optimal artificial neural network structures and parameters for any given application. Traditionally, when artificial neural networks have been applied to financial ...
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(Actuarial Society of South Africa, 2017)In this research we describe how forward-looking information on the statistical properties of an asset can be extracted directly from options market data and demonstrate how this can be practically applied to portfolio ...
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(University of Pretoria, 2018)The study aims to quantitatively assess the extent to which sovereign ratings could be explained by a set of economic variables. A wide variety of factors could potentially bias a credit rating agency’s decision. The ...
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(Springer, 2018-09)Third molar development of 705 White and 563 Black South African individuals aged between 15 and 25 years was assessed from panoramic radiographs obtained from the School of Dentistry, University of Pretoria, South Africa. ...
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(Operations Research Society of South Africa, 2018-11-04)Recently, Ross derived a theorem, namely the “Recovery Theorem”, that allows for the recovery of the pricing kernel and real-world asset distribution, under particular assumptions, from a forward-looking risk neutral ...
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(University of Pretoria, 2019)The modern quantitative portfolio manager is the quintessential “jack of all trades”. Not only do they need to be an expert in the specific area of portfolio management, they also need to have a thorough understanding of ...
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(University of Pretoria, 2019)We introduce new tiered bank network structures, allowing for many di erent bank sizes, and compare risk propagation in these structures with the well-known Erd˝os-R´enyi, assortative and disassortative structures. The ...
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(University of Pretoria, 2019)Social unrest, terrorism and other forms of political violence events are highly unpredictable. These events are driven by human intent and intelligence, both of which are extremely difficult to model accurately. This has ...
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(World Scientific Publishing, 2019-03)We consider the fraction of nodes that default in large, stochastic, inhomogeneous financial networks following an initial shock to the system. Results for deterministic sequences of networks are generalized to stochastic ...
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(Lippincott, Williams and Wilkins, 2019-07)BACKGROUND : The Kingdom of Bahrain has a high incidence of diabetes and associated foot complications. Simultaneously, low 25-hydroxyvitamin D (25[OH]D) levels are common in this population and may be associated with the ...
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(Springer, 2019-11)Age estimation in living individuals around the age of 18 years remains a difficult challenge. In this study, the anterior inferior vertebral ring apophysis development of cervical vertebrae C2, C3, and C4 of 496 white and ...
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(Cogent OA, 2020)In this paper, two univariate generalised autoregressive conditional heteroskedasticity (GARCH) option pricing models are applied to Bitcoin and the Cryptocurrency Index (CRIX). The first model is symmetric and the other ...
Now showing items 1-20 of 44