Essays about: "Expected Loss"

Showing result 11 - 15 of 283 essays containing the words Expected Loss.

  1. 11. A Causal Analysis of Cat Bond Markets

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Tim Matheis; [2023]
    Keywords : Cat bonds; Insurance-linked securities; Causal machine learning; Random forests;

    Abstract : This work is a contribution to the causal analysis of the catastrophe bond market, which has generated high excess returns over the last two decades. Since these excess returns remain partially unexplainable and the interest in catastrophe bonds is increasing, the causal study of the factors affecting their premiums is of high relevance. READ MORE

  3. 12. Portfolio Risk Modelling in Venture Debt

    University essay from KTH/Matematisk statistik

    Author : John Eriksson; Jacob Holmberg; [2023]
    Keywords : Startup Default Probability; Venture Debt; Gaussian Copula; Value-at-Risk; Expected Shortfall; Exposure at Default; Loss Given Default; Forecast; Linear Dynamic System; ARIMA Time Series; Monte Carlo Simulation; Linear Regression; Central Limit Theorem;

    Abstract : This thesis project is an experimental study on how to approach quantitative portfolio credit risk modelling in Venture Debt portfolios. Facing a lack of applicable default data from ArK and publicly available sets, as well as seeking to capture companies that fail to service debt obligations before defaulting per se, we present an approach to risk modeling based on trends in revenue. READ MORE

  4. 13. INVESTIGATING THE EFFECTS OF PROMOAT BETAGLUCAN ON IMPROVING AND MAINTAINING THE DESIRED STRUCTURE AND PHYSICAL PROPERTIES OF SPONGE CAKES OVER TWO WEEKS OF STORAGE.

    University essay from Lunds universitet/Livsmedelsteknik och nutrition (master)

    Author : Nienke van Mieghem; [2023]
    Keywords : Beta-glucan; Texture profile analysis; structural changes; Sponge cakes; Food technology and nutrition; Technology and Engineering;

    Abstract : This project investigated the impact of beta-glucan on sponge cake's desired texture and physical properties. Sponge cakes with different percentages of Lantmännens PromOat beta-glucan (0.0%, 1.0% and 2. READ MORE

  5. 14. On the road to grid stability - Using batteries in heavy vehicles and charging infrastructure as frequency reserves

    University essay from Lunds universitet/Produktionsekonomi

    Author : Matilda Kjellström; Caroline Wuttke; [2023]
    Keywords : Case Study; Electrification; Frequency regulation; Energy reserve; Battery; Heavy vehicles; Vehicle-to-grid; Technology and Engineering;

    Abstract : Background: Climate change and increasing threats that come with it fosters a need for changing from fossil sources of energy to renewable ones. Sweden aims to have net zero greenhouse gas emissions by the year of 2045. One of the sectors that need to take part in this shift towards fossil free energy is the transport industry. READ MORE

  6. 15. Risk Assessment of Digital Assets – Insurance Applications in Cryptocurrencies and NFTs

    University essay from Lunds universitet/Institutionen för elektro- och informationsteknik

    Author : Roberto Delgado Ferrezuelo; [2023]
    Keywords : Blockchain; NFTs; private key; phishing; floor price; rarity; cold wallet; hot wallet; risk premium; Technology and Engineering;

    Abstract : The aim of the project is to develop a framework for an insurance policy for digital assets. The project comprised several stages, starting with the identification of risks associated with these assets. Policyholders were then categorized into two groups based on a predefined rating factor. READ MORE