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Browsing Actuarial Science by Type "Dissertation"
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Yang, Jack Chao
(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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Smith, Matthew Lee
(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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Pretorius, Samantha
(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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Grobler, Roger R.
(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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Messerschmidt, Reinhardt
(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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De Witt, Corn e Juan
(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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Smart, Sally-Anne
(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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Van den Heever, Rudolf Johannes
(University of Pretoria, 2005-11-01)
Please read the abstract in the section 00front of this document
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Conradie, Dirk Cornelis Uys
(University of Pretoria, 2020)
Banks are key to a well-functioning economy. Periods of economic stress could put banks and therefore the financial system at risk so regulators such as the Prudential Authority in South Africa need to know if banks are ...