Sökning: "Anticipated variance"

Visar resultat 1 - 5 av 7 uppsatser innehållade orden Anticipated variance.

  1. 1. Navigating the Volatility Adjustment in Solvency II : Portfolio Optimization for Balance Sheet Stability

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Max Thorendal; [2023]
    Nyckelord :;

    Sammanfattning : This thesis investigates volatility adjustment from the Solvency II regulation and portfolio allocation methods for pension- and life insurance companies aiming to maintain a stable balance sheet. The volatility adjustment is a component added to the risk-free rate for discounting the present value of future liabilities, and it is calculated monthly based on the spread levels in the fixed-income market. LÄS MER

  3. 2. Navigating through Economic storms - A comparative analysis of stock market responses to recent European recessions

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Agnes Jahn; Amanda Rashid; [2023]
    Nyckelord :Business cycles; Stock market; Price Dividend Ratio; Recession Variance Ratio; Swedish Stock market;

    Sammanfattning : The study investigates the interplay between stock market behaviour and recessions in the Northern and Western European area, focusing on data from three different recessions in five countries since 1986. First, unadjusted stock prices show some predictive power in anticipating financial crises, while time-aggregated stock prices do not. LÄS MER

  4. 3. Witnessing moral educators breaking (their) moral teachings, morality and self-reported crime : A study on adults in two countries, Sweden and Greece

    Master-uppsats, Malmö universitet/Institutionen för kriminologi (KR)

    Författare :Alexandros Avratoglou; [2021]
    Nyckelord :moral educators; moral emotions; moral values; SAT; SLT; morality; self-reported crime; Situational Action Theory; Social Learning Theory; moral education; anticipated shame; anticipated guilt; Sweden; Greece; crime; gender crime; gender; traditional crime;

    Sammanfattning : The present paper extends previous research in terms of integrating social learning with morality theories, under the framework of moral educators’ and their conflicting moral influences. Specifically, this study aims to investigate the impact of witnessing moral educators breaking (their) moral teachings on individual’s morality and criminal behavior using a sample of two countries, Sweden and Greece, with similar population but entirely different cultural and social characteristics. LÄS MER

  5. 4. Optimal Auxiliary Variable Assisted Two-Phase Sampling Designs.

    Master-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaper

    Författare :Henrik Imberg; [2016-06-22]
    Nyckelord :Anticipated variance; Auxiliary information in design; Maximum pseudolikelihood; Optimal designs; Poisson sampling; Two-phase sampling;

    Sammanfattning : Two-phase sampling is a procedure in which sampling and data collection is conducted in two phases, aiming at achieving increased precision in estimation at reduced cost. The rst phase typically involves sampling a large number of elements and collecting data on variables that are easy to measure. LÄS MER

  7. 5. Ett inre skydd mot traumatisering- en studie om mentalisering, emotionsreglering och integrerat trauma

    Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Institutionen för psykologi

    Författare :Hanna Nilsson; Anna Tzvetkova; [2014]
    Nyckelord :Mentalization; emotion dysregulation; trauma; Adult Attachment Interview AAI ; Unresolved Disorganized; Reflective Functioning RF ; Difficulties in Emotion Regulation Scale DERS ; Social Sciences;

    Sammanfattning : The purpose of this study was to investigate the relationship between mentalization, emotion dysregulation and extent of resolved trauma in adult participants who have experienced traumatic events during childhood. Based on the theory of mentalization it was anticipated that the ability to reflect upon mental states could help make sense of and integrate the traumatic event in the person’s life history. LÄS MER