در این پایان نامه ابتدا روش های لانکسوز و روش های تکراری را مطرح می کنیم و سپس روش های گرادیان مزدوج و مانده مزدوج را با جهتهای جستجو مطرح کرده و تعمیم می دهیم روش های bi-conjugat gradiant و bi-conjugat residual را مطرح کرده و نتایج عددی حاصل را بیان کرده و نتیجه میگیریم که bi-conjugat residual بهتر از bi-conjugat gradiant می باشند.

insurers have in the past few decades faced longevity risks - the risk that annuitants survive more than expected - and therefore need a new approach to manage this new risk. in this dissertation we survey methods that hedge longevity risks. these methods use securitization to manage risk, so using modern financial and insurance pricing models, especially wang transform and actuarial concepts, ...

it is definitely necessary to understand the concept and behavior of causation of life insurance policies and its determinants for insurance managers, regulators, and customers. for insurance managers, the profitability and liquidity of insurers can be increasingly influenced by the number of causation through costs, adverse selection, and cash surrender values. therefore, causation is a materi...