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Modellering av försäkringsdata med normal invers gaussisk (NIG)-fördelning
Växjö University, Faculty of Mathematics/Science/Technology, School of Mathematics and Systems Engineering.
2006 (Swedish)Independent thesis Advanced level (degree of Master (One Year)), 20 credits / 30 HE creditsStudent thesis
Abstract [sv]

Utbetalningsbelopp för skadeersättning studeras. Datamaterialet uppvisar skevheter och ''tjocka svansar'' vilket motiverar att modellera med en mer flexibel fördelning än normalfördelning. I detta arbete undersöks om NIG (normal invers gaussisk) fördelning passar för det.

Abstract [en]

The purpose of this essay is to study if NIG (Normal Inverse Gaussian) distribution is suitable for modelling stochastic payment in certain insurance activities.

Place, publisher, year, edition, pages
2006. , p. 28
Keywords [en]
NIG distribution
Keywords [sv]
NIG-fördelning
National Category
Computational Mathematics
Identifiers
URN: urn:nbn:se:vxu:diva-424OAI: oai:DiVA.org:vxu-424DiVA, id: diva2:206725
Uppsok
fysik/kemi/matematik
Supervisors
Examiners
Available from: 2006-02-09 Created: 2006-02-09 Last updated: 2010-03-10Bibliographically approved

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fulltext(2490 kB)757 downloads
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e3df332133b075f5780019ddac7762c81ac76351def4b9d7c8393a3bb137becfe8ef0d3f
Type fulltextMimetype application/pdf

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