5 papers
How to ask sensitive multiple choice questions
Andreas Lagerås, Mathias Lindholm
Motivated by recent failures of polling to estimate populist party support, we propose and analyse two methods for asking sensitive multiple choice questions where the respondent r…
Issues with the Smith-Wilson method
Andreas Lagerås, Mathias Lindholm
The objective of the present paper is to analyse various features of the Smith-Wilson method used for discounting under the EU regulation Solvency II, with special attention to hed…
How to hedge extrapolated yield curves
Andreas Lagerås
We present a framework on how to hedge the interest rate sensitivity of liabilities discounted by an extrapolated yield curve. The framework is based on functional analysis in that…
A note on the component structure in random intersection graphs with tunable clustering
Andreas Nordvall Lagerås, Mathias Lindholm
We study the component structure in random intersection graphs with tunable clustering, and show that the average degree works as a threshold for a phase transition for the size of…
Epidemics on random graphs with tunable clustering
Tom Britton, Maria Deijfen, Andreas Nordvall Lagerås +1
In this paper, a branching process approximation for the spread of a Reed-Frost epidemic on a network with tunable clustering is derived. The approximation gives rise to expression…