Thesis (Honors)--College of William and Mary, 2009. / Includes bibliographical references (leaves 112-119). Also available via the World Wide Web.

Thesis (Ph. D.)--University of Oklahoma, 1997. / Includes bibliographical references (leaves 190-201).

The Lee-Carter mortality model provides the very first model for modeling the mortality rate with stochastic time and age mortality dynamics. The model is constructed modeling the mortality rate to incorporate both an age effect and a period effect. The Lee-Carter model provides the fundamental set up currently used in most modern mortality modeling. Various extensions of the Lee-Carter model include either adding an extra term for a cohort effect or imposing a stochastic process for mortality dynamics. Although both of these extensions can provide good estimation results for the mortality rate, applying them for the pricing of the mortality/ longevity linked derivatives is not easy. While the current stochastic mortality models are too complicated to be explained and to be implemented, transforming the cohort effect into a stochastic process for the pricing purpose is very difficult. Furthermore, the cohort effect itself sometimes may not be significant. We propose using a new modified Lee-Carter model with a Normal Inverse Gaussian (NIG) Lévy process along with the Esscher transform for the pricing of mortality/ longevity linked derivatives. The modified Lee-Carter model, which applies the Lee-Carter model on the growth rate of mortality rates rather than the level of mortality rates themselves, performs better than the current mortality rate models shown in Mitchell et al (2013). We show that the modified Lee-Carter model also retains a similar stochastic structure to the Lee-Carter model, so it is easy to demonstrate the implication of the model. We proposed the additional NIG Lévy process with Esscher transform assumption that can improve the fit and prediction results by adapting the mortality improvement rate. The resulting mortality rate matches the observed pattern that the mortality rate has been improving due to the advancing development of technology and improvements in the medical care system. The resulting mortality rate is also developed under a martingale measure so it is ready for the direct application of pricing the mortality/longevity linked derivatives, such as q-forward, longevity bond, and mortality catastrophe bond. We also apply our proposed model along with an information theoretic optimization method to construct the pricing procedures for a life settlement. While our proposed model can improve the mortality rate estimation, the application of information theory allows us to incorporate the private health information of a specific policy holder and hence customize the distribution of the death year distribution for the policy holder so as to price the life settlement. The resulting risk premium is close to the practical understanding in the life settlement market.

The thesis aims to produce a reconsideration of the queer spaces articulated in 1980s and 1990s literary criticism through the corporealising theory of gender and sexuality in the recent development of Australian material feminism and Rita Felski‟s idea of transient time. It particularly focuses on interpretations of transgender characters in critical readings of Renaissance drama and contemporary fiction. The academic fields investigated are thus late twentieth-century Renaissance criticism of gender and sexuality, late twentieth-century queer interpretations of transgenderism and transgender characters in contemporary literature, contemporary transgender studies and material feminist theory. Chapter 1 introduces a queer space articulated by discourses of gender and sexuality in 1980s and 1990s criticism of Renaissance drama. It concludes that the historical methodology of the critics is flawed and that the idea of Renaissance queerness is built as a contrast to late twentieth-century queerness. Chapter 2 is a reconsideration of the Renaissance anatomical sources used by the canonical critics introduced in the previous chapter. It establishes that the queer idea of sex and gender developed through these should rather be read in light of the more corporeal Renaissance discourse of monstrosity. Chapter 3 reconsiders the transgender characters in Shakespeare‟s Twelfth Night and As You Like It and introduces a reading of Middleton and Dekker‟s The Roaring Girl from a point of view that introduces Renaissance sexual monstrosity as a formation of corporealised though flexible gender subjectivity. Chapter 4 introduces a late twentieth-century queer space partly articulated in relation to the Renaissance queer space. It critiques the theoretical foundations of late twentieth-century queer theory, introducing transgender responses to „queering‟ readings of transgender bodies, as well as queer theorists‟ own attempts to narrativise themselves as points of incoherence in Butler‟s model and introduces a corporealising material feminist perspective of gender subjectivity as a more accommodating alternative. Chapter 5 reconsiders queer readings of transgender characters in Angela Carter‟s The Passion of New Eve. It concludes that the novel has been evaluated from a queer perspective and that it offers a more interesting comment on sex and gender if read from a material feminist point of view. Chapter 6 discusses John Cameron Mitchell‟s Hedwig and the Angry Inch as one transgender narrative that has been critiqued by transgender academia and Gore Vidal‟s Myra Breckinridge as a transgender narrative that has been approved. It analyses and critiques the reasons for the texts‟ reception and formulates a new poetics of corporeal gender based on the idea of nomadic gender subjectivity developed in the works of the Australian school of material feminists. The thesis finally exchanges a queer reading of transgender characters for a nomadic corporeal reading that better accommodates the historical discourses surrounding the Renaissance material, the literary content of the contemporary fiction, and the idea of transgender identity as it is considered in transgender studies.

Pastaraisiais metais beveik visose valstybėse stebimos visuomenės senėjimo bei ilgaamžiškumo tendencijos. Ši problema yra aktuali ne tik valstybinei pensijų sistemai, bet ir gyvybės draudimo įmonėms, mokančioms ar ateityje mokėsiančioms anuitetus. Šio darbo tikslas yra modeliuoti bei prognozuoti Latvijos, Lietuvos ir Estijos mirtingumą, įvertinti Baltijos valstybių visuomenės senėjimo tendenciją, atlikti anuitetų jautrumo analizę palūkanų normos bei mirtingumo tikimybių kitimui. Mirtingumo modeliavimui ir prognozavimui buvo naudojamas R. D. Lee ir L. R. Carter modelis. Atlikus duomenų analizę ir reikalingus tarpinius skaičiavimus yra sukonstruojamos prognozuojamos mirtingumo tikimybių lentelės. Sukonstruotos lentelės naudojamos nagrinėjant aukščiau aprašytus tikslus, t.y. skaičiuojant ilgaamžiškumo faktorius: gyvenimo trukmę bei anuitetus. Gaunamos išvados: -Ilgaamžiškumo problema egzistuoja; -Stebimos mažėjančios mirtingumo tikimybės; -Anuitetai yra jautresni mirtingumo tikimybių kitimui nei palūkanų normos svyravimams. Atlikus gautų rezultatų analizę galima daryti išvadą, kad visuomenės senėjimo problema egzistuoja, bet nėra labai grėsminga. Tačiau anuitetinių išmokų mokėtojai turėtų įvertinti ilgaamžiškumo tendenciją ir konstruoti atsargius anuitetus, atsižvelgiant ne tik į mirtingumą, bet ir į palūkanų normą. / In recent years the population ageing and the longevity tendencies are observed in almost all countries. This problem is significant for the state pension system as well as for the private insurance companies, paying life annuities. The aim of this paper is to evaluate the ageing tendencies in Baltic States, perform the sensitivity for mortality and interest rate changes analysis, predict the mortality in Baltic States in the future. The mortality was modeled and forecasted by using R. D. Lee and L. R. Carter model. The mortality table is designed after analyzing data and making necessary calculations. Produced table is applied to solve the prediction problem and to calculate the longevity factors - life expectancy and annuities. Conclusions obtained: -Longevity problem exists; -Decreasing mortality probabilities are observed; -The annuity is more sensitive to mortality fluctuation than to interest rate fluctuations. The overall conclusion is obtained that population ageing problem exists, but it is not very threatening. However, the size of annuity payments should be evaluated paying careful attention to longevity tendencies. Moreover, they should also be prudent in respect of interest rates, not only the mortality.

This study sets out from the premise that the fantastic, in the hands of the women writers with feminist awareness,can be used as a tool to subvert patriarchal gender roles that are culturally constructed. The dissertation aims at analysing the fantastic novels by Angela Carter, The Infernal Desire Machines of Doctor Hoffman and Nights at the Circus, and by Jeannette Winterson, The Passion and The.PowerBook as examples in which the transgression of gender roles is achieved through the use of fantastic images. The analysis of the fantastic images in these novels is confined to the definitions by Tzetvan Todorov and Rosemary Jackson. The study asserts that through an efficient use of the fantastic mode, both Carter and Winterson negate culturally dominant notions of reality, whereby they resist the cultural constructions of gender. Within the framework of this dissertation, some concepts like the New Woman, historiographic metafiction, the lesbian continuum and compulsory heterosexualism are also studied where they become indispensable to the role that the fantastic images play. Thus, this study identifies each fantastic image in the novels studied with its possible cultural and political implications so that the &ldquo / un-seen&rdquo / of the culture, a term suggested by Jackson, can be seen. In other words, the study concentrates on the subversive nature of the fantastic images so as to see the ways in which the rigid boundaries of the gender roles in patriarchy can be transgressed

Thesis (Ph. D.)--University of Washington, 1989. / Vita. Includes bibliographical references (leaves [244]-254).

Thesis (M.A.)--University of North Carolina Wilmington, 2007. / Includes bibliographical references (leaves: [108]-116)

Thesis (M.A.)--University of Adelaide, Dept. of English Language and Literature, 1993. / Includes bibliographical references (leaves 173-192).

Thesis (M.A.)--University of North Carolina at Chapel Hill, 2007. / "... in partial fulfillment of the requirements for the degree of Masters in American History in the Department of History." Includes bibliographical references (p. 88-103). Also available online.