Calculation of Value-at-Risk and Expected Shortfall under model uncertainty

This thesis studies the concept of calculation of Value-at-Risk and Ex- pected Shortfall when the choice of model is uncertain. The method used for solving the problem is chosen to be Bayesian Model Averaging, using this method will reduce the model risk by taking several models into ac- count. Monte Carlo methods are used to perform the model averaging and the calculation of the risk measurements. A NIG-CIR process is used to generate the data that is to be consid- ered unknown, for which Value-at-Risk and Expected Shortfall is to be calculated. It is chosen since it have behaviour that often occur in nan- cial data. The model averaging is performed using six dierent processes of varying levels of complexity. Both a weighted average based on BIC and a equally weighted average is calculated for the two risk measurements. The more complex models that are used in the Bayesian Model Averag- ing is GARCH processes, an EGARCH process and a stochastic volatility model, namely the Taylor 82 model. The methods used for parameter estimation are Maximum likelihood estimation and Kalman ltering. The results in this thesis clearly shows that it is advantageous to cal- culate Value-at-Risk and Expected Shortfall using model averaging. But there is not any clear conclusion on which weights that give the most accurate estimate. But considering the time and eort that goes in to calculating the weights, using equal weight seems preferable

(Re)searching for the European Roller

(Re-)Searching for the European Roller retraces the working process of Hillside Projects(Jonas Böttern and Emily Mennerdahl), as they set out to investigate the re-introduction of the unusual the European Roller, a bird that hasn’t been nesting in Sweden in fifty years. The essay brings to surface questions regarding the re-introduction of species, the artificial and the natural and the ambiguity of the real. As Hillside Project gathers material and theories about bird migration and bird psychology they start to question the birds need for departure and the strong national desire for its return

Palliative Care : A literature review regarding persons experience living with cancer at the end of life

Bakgrund: Under 2020 berodde var sjätte dödsfall på cancerdiagnos. Den vård som ges vid en obotlig sjukdom, där livslängden är förkortad kallas palliativ vård. Detta ges för att främja livskvalitén genom att lindra symtom samt behov som uppstår för individen. Den grundutbildade sjuksköterskan arbetar personcentrerat och i team för att involvera samt anpassa vårdplanen efter individen och närståendes önskan vid livets slutskede. Syfte: Litteraturstudiens syfte är att belysa personers upplevelser av att leva med cancer i livets slutskede. Metod: Detta är en litteraturstudie med kvalitativ ansats, där sökning har skett enligt POR-modellen av Willman m.fl. (2016) och kvalitetsgranskning har skett enligt SBU:mall (SBU 2012). Därefter har det genomförts en litteratursammanställning för att analysera studierna efter Willman & Stoltz (2017). Resultat: I resultatet inkluderades tio kvalitativa studier som ledde till tre teman. Dessa teman är upplevelsen av symtom och biverkningar, upplevelsen av förändrade rutiner och livet och upplevelsen av stöd och relationer. Konklusion: De kroppsliga symtom påverkade individens förmåga att bestämma den vardagliga situationen vilket bidrog till hopplöshet och förlust av kontroll. Detta belyser vikten av  att symtomlindra, både medicinskt och med akupunktur. Samtalsmodeller bidrog till djupgående diskussioner kring individens värderingar, vilket hjälpte sjuksköterskans personcentrerade arbete. När personen upplevde sig bli sedd i vårdsammanhanget bidrog det med tillit till vårdpersonalen. Sjuksköterskan borde arbeta empatiskt och personcentrerat med att anpassa vårdplanen utefter individens behov och prioriteringar. Även ska sjuksköterskan involvera närstående och detta ansågs värdefullt för individen. Background: During 2020 one of six deaths were caused due to cancer diagnosis. The treatment that is given to people with an incurable illness that abbreviates the lifetime is called palliative care. Palliative care promotes the quality of life through an ease of symptoms as well as meeting the person's needs. The nurse works person-centered along with a team, so that the nurse can involve and adapt the care-plan after the person as well as the related parties wishes at the end of life. Purpose: The purpose of this study was to assemble person's experience living with cancer at the end of life. Method: This is a literature study with qualitative tendency, where the search was conducted after the POR-model of Willman et.al (2016) and the quality review was conducted after SBU (2012). Thereafter a literature review was implemented to analyze the studies after Willman & Stoltz (2017). Results: Ten qualitative studies were included in the result and describe three themes. These themes are: the experience of symptoms and side effects, experience of changing habits and life, experience of support and relationships. Conclusion: The physical symptoms affected the person's ability to determine the everyday situation that caused hopelessness as well as the feeling of losing control. This shows how important it is to ease symptome, both medically and with acupuncture. The nurse could adapt the person's goals for the day depending on their values, to understand these values the nurse could use conversation models to conduct deep discussions. Trust for healthcare staff was achieved when the person felt seen in the context of care. The nurse should be empathic and work person-centered by adapting the care plan accordingly to the person's needs and priorities. Moreover including the family and friends, which the person found valuable

Palliative Care : A literature review regarding persons experience living with cancer at the end of life

Bakgrund: Under 2020 berodde var sjätte dödsfall på cancerdiagnos. Den vård som ges vid en obotlig sjukdom, där livslängden är förkortad kallas palliativ vård. Detta ges för att främja livskvalitén genom att lindra symtom samt behov som uppstår för individen. Den grundutbildade sjuksköterskan arbetar personcentrerat och i team för att involvera samt anpassa vårdplanen efter individen och närståendes önskan vid livets slutskede. Syfte: Litteraturstudiens syfte är att belysa personers upplevelser av att leva med cancer i livets slutskede. Metod: Detta är en litteraturstudie med kvalitativ ansats, där sökning har skett enligt POR-modellen av Willman m.fl. (2016) och kvalitetsgranskning har skett enligt SBU:mall (SBU 2012). Därefter har det genomförts en litteratursammanställning för att analysera studierna efter Willman & Stoltz (2017). Resultat: I resultatet inkluderades tio kvalitativa studier som ledde till tre teman. Dessa teman är upplevelsen av symtom och biverkningar, upplevelsen av förändrade rutiner och livet och upplevelsen av stöd och relationer. Konklusion: De kroppsliga symtom påverkade individens förmåga att bestämma den vardagliga situationen vilket bidrog till hopplöshet och förlust av kontroll. Detta belyser vikten av  att symtomlindra, både medicinskt och med akupunktur. Samtalsmodeller bidrog till djupgående diskussioner kring individens värderingar, vilket hjälpte sjuksköterskans personcentrerade arbete. När personen upplevde sig bli sedd i vårdsammanhanget bidrog det med tillit till vårdpersonalen. Sjuksköterskan borde arbeta empatiskt och personcentrerat med att anpassa vårdplanen utefter individens behov och prioriteringar. Även ska sjuksköterskan involvera närstående och detta ansågs värdefullt för individen. Background: During 2020 one of six deaths were caused due to cancer diagnosis. The treatment that is given to people with an incurable illness that abbreviates the lifetime is called palliative care. Palliative care promotes the quality of life through an ease of symptoms as well as meeting the person's needs. The nurse works person-centered along with a team, so that the nurse can involve and adapt the care-plan after the person as well as the related parties wishes at the end of life. Purpose: The purpose of this study was to assemble person's experience living with cancer at the end of life. Method: This is a literature study with qualitative tendency, where the search was conducted after the POR-model of Willman et.al (2016) and the quality review was conducted after SBU (2012). Thereafter a literature review was implemented to analyze the studies after Willman & Stoltz (2017). Results: Ten qualitative studies were included in the result and describe three themes. These themes are: the experience of symptoms and side effects, experience of changing habits and life, experience of support and relationships. Conclusion: The physical symptoms affected the person's ability to determine the everyday situation that caused hopelessness as well as the feeling of losing control. This shows how important it is to ease symptome, both medically and with acupuncture. The nurse could adapt the person's goals for the day depending on their values, to understand these values the nurse could use conversation models to conduct deep discussions. Trust for healthcare staff was achieved when the person felt seen in the context of care. The nurse should be empathic and work person-centered by adapting the care plan accordingly to the person's needs and priorities. Moreover including the family and friends, which the person found valuable