Sirvi Autor "Krutto, Annika, juhendaja" järgi

Nüüd näidatakse 1 - 5 5

Designing and pricing weather index insurance with applications to winter wheat production in Tartu County
(2019) Kichuk, Evgenia; Krutto, Annika, juhendaja; Tartu Ülikool. Loodus- ja täppisteaduste valdkond; Tartu Ülikool. Matemaatika ja statistika instituut
In our study, we attempt to get the reader familiar with the concept of the weather index insurance (WII), also called weather index-based insurance, which is seen as an alternative to the traditional agricultural insurance products by many researchers (see, e.g., Daron and Stainforth (2014), Carter et al. (2015), Sibiko et al., (2018)). Furthermore, we provide information regarding the advantages and practical challenges of the WII concept and give and overview of the process of designing this type of an insurance product. The aim of our study is to design several policies against low temperature harmful to the winter wheat. Our numerical example is based on Tartu-Tõravere weather station. Pricing is based on hypothetical claim sizes data.
Finite mixtures with application on Estonian meteorological data
(2019) Ernits, Kristi; Krutto, Annika, juhendaja; Tartu Ülikool. Loodus- ja täppisteaduste valdkond; Tartu Ülikool. Matemaatika ja statistika instituut
Finite mixtures have found application in various areas including meteorology. The purpose of this master’s thesis is to study finite mixtures with focus on parameter estimation in the concept of the EM algorithm. Overview of finite mixtures and EM algorithm estimators for the parameters of specific finite mixtures are given. In addition, finite mixtures are used to model Estonian meteorological data. Various finite mixtures are fitted on Estonian daily wind speed data and normal mixtures on daily temperature data.
A multi-state model for post-retirement long-term care for the risk of cognitive impairment
(2019) Durowaa-Boateng, Afua; Krutto, Annika, juhendaja; Tartu Ülikool. Loodus- ja täppisteaduste valdkond; Tartu Ülikool. Matemaatika ja statistika instituut
We study the lifetime cost of cognitive impairment in post-retirement long-term care. The contribution of this thesis is to design a model for various levels of cognitive impairment in post-retirement period, using time-continuous Markov process, with focus on the actuarial present value of costs associated with the levels of cognitive impairment in the model.
Pensionikindlustusmudelid ja teenistustabeli koostamine Eesti näitel
(2016) Uurman, Liina; Krutto, Annika, juhendaja; Tartu Ülikool. Loodus- ja täppisteaduste valdkond; Tartu Ülikool. Matemaatika ja statistika instituut
Käesolevas magistritöös keskendutakse pensionikindlustuse teoreetilistele mudelitele ning nende rakendustele. Teoreetilises osas tutvustatakse uusimat lähenemist pensionikindlustuse mudelite hindamiseks, mis põhineb pideva aja ning lõpliku arvu olekutega Markovi protsessidele ning esitatakse ka arvutuslikud näited teenistustabeli üleminekutõenäosuste leidmiseks. Töö teises pooles esitatakse teenistustabel kasutades Eesti erinevate ametkondade registritest kogutud andmeid tööealiste isikute töövõimetusest, töötusest, suremusest ning pensionile jäämisest. Lisaks on esitatud ülevaade pensionisüsteemist Eestis üldiselt.
Unit linked insurance plans and their applications in India
(2016) Mandal, Satrajit; Krutto, Annika, juhendaja; Tartu Ülikool. Loodus- ja täppisteaduste valdkond; Tartu Ülikool. Matemaatika ja statistika instituut
This paper focuses on a modern insurance plan, called unit linked insurances, where differently from the traditional life insurance, the policyholder gets guaranteed insurance benefit, whereas in case of unit linked insurance policies, the policyholder gets both guaranteed insurance and non-guaranteed investment benefits. Both deterministic and stochastic approaches for unit linked insurances are considered with examples. Apart from the theory, an overview of the insurance industry in India and different unit linked insurance products is given.