Essays on Valuation and Risk Management for Insurers - Netspar

This thesis is the result of three years of (part-time) research at the Quantitative Economics department of the University of Amsterdam.







?????????? - UNCTAD
?!?!?????????????????????????????????#??????????. ????????????????????????#????? ...
???????????
????, ??????????????????. ???????????????????, ?????????????????, ?. ????[ 10] ?
???????????
MWRI ??????????????????????. ???????????????????????MWRI. ??????????????????????????. ? ...
?????????????????????? - ?????? ...
?2???????( Td )? ????????????. ????????? ... (A)?????(B)???. ?? (C)????? (D)?????? ???????? ...
?????????????????????
??????????????????, ????. ??????????? ... Brierley C M, Fedorov A V, Liu Z, Herbert T D, Lawrence K T,. LaRiviere J P ...
???????????
??,TD. ?T C ?????????5 ?, ?????18. ???????T D ?30 ?, TC ?25 ?; ???. ???????TD ?TC ??18 ??
?????????????????????/ ???????
???????????????9%?17%??. ?????????????????????. ?????????????????????. ??[WGI 10.3.3.2??11?].
???1 ????????? - ????
Td p + zs ps ,. (1). ??,??????, g ??????, z ??? ... ?????????????(????????. ?) , ???????? ...
SAMIL ???Tiedtke ????????????????
???. NHE. ?. 004. ????. NEH. ?. 005. ????. SEH. ?. 006. ????. NWH. ?. 007. ????. SWH. ?. 008. ????. SPO. ?. 009. ????.
??????????? - ?????
?????????????Madden-Julian??(MJO)????????????. ... ????????(11??3?)?????. ... Yi W, Xue X H, Chen J S, Chen T D, Li N.
Madden-Julian???????????????????
??????????,??????????????????31%(1.2)???,? ... NAO ??????????????????,??????????????. ???,?? ...
Untitled - ????
??????????????????:????. ????,20°N??????????,???. ?????????????,??14-16°S??,. ???????????? ...