AbstractsMathematics

Calibration of Claim Size Processes in Non-Life Insurance by Non-Linear Filtering for Lévy Processes

by Patrick Kakunze




Institution: University of Oslo
Department:
Year: 1000
Keywords: stokastisk analyse skadeforsikring Poisson prosess modellering dataanalyse; VDP::412
Record ID: 1286976
Full text PDF: http://urn.nb.no/URN:NBN:no-21230


https://www.duo.uio.no/handle/10852/10815


https://www.duo.uio.no/bitstream/handle/10852/10815/1/Thesis_Kakunze.pdf


Abstract

This thesis deals with infinitely divisible distributions, Poisson process, Stochastic Partial Differential Equations and Lévy processes. Keywords: Infinitely divisible distributions, stable distributions, compensated Poisson processes, Lévy processes and Calibration of jump diffusion measure.