Essays about: "Rating curve"

Showing result 1 - 5 of 14 essays containing the words Rating curve.

  1. 1. Pricing and Modeling Heavy Tailed Reinsurance Treaties - A Pricing Application to Risk XL Contracts

    University essay from KTH/Matematisk statistik

    Author : Ormia Abdullah Mohamad; Anna Westin; [2023]
    Keywords : Reinsurance; Extreme Value Theory; POT-model; Hill estimator; Risk XL contracts; Generalized Pareto distribution; Method of Moments.; Återförsäkring; Extremevärdesteori; POT-modellen; Hill estimatorn; Risk XL kontrakt; generella Paretofördelningen; Momentmetoden.;

    Abstract : To estimate the risk of a loss occurring for insurance takers is a difficult task in the insurance industry. It is an even more difficult task to price the risk for reinsurance companies which insures the primary insurers. READ MORE

  3. 2. Applying the Shadow Rating Approach: A Practical Review

    University essay from KTH/Matematik (Avd.)

    Author : Viktor Barry; Carl Stenfelt; [2023]
    Keywords : Shadow Rating; probability of default; low default portfolio; credit risk; statistical learning; financial regulation; Basel; Pluto and Tasche; Skuggrating; sannolikhet av fallissemang; lågfallissemangsportfölj; kreditrisk; statistisk inlärning; finansiella regelverk; Basel; Pluto och Tasche;

    Abstract : The combination of regulatory pressure and rare but impactful defaults together comprise the domain of low default portfolios, which is a central and complex topic that lacks clear industry standards. A novel approach that utilizes external data to create a Shadow Rating model has been proposed by Ulrich Erlenmaier. READ MORE

  4. 3. Comparison of Particle Tracking and ADCP Including Construction of the Rating Curve at Islandsfallet

    University essay from Uppsala universitet/Institutionen för geovetenskaper

    Author : Rasmus Møller Jess; Fredrik Norstedt; [2023]
    Keywords : Rating Curve; Islandsfallet; Fyrisån; Particle Tracking; LSPIV; Fudaa; Hydrology;

    Abstract : The objective of this study is to compare Large-Scale Particle Image Velocimetry (LSPIV) to conventional methods for measuring discharge. Furthermore, to use the discharge data to create a rating curve at Islandsfallet in Uppsala. To measure discharge, on-site measurements have conventionally been done. READ MORE

  5. 4. Single- or Three-Phase Supply to Homes : Advantages and Disadvantages compared between Single-phase and Three-phase domestic electricity

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Alexander Grönblad; [2022]
    Keywords : Elecricity Tariff; Single-phase Supply; Three-phase Supply; Load Curve; Homes; Eltariff; Enfasmatning; Trefasmatning; Lastprofil; Bostäder;

    Abstract : A three-phase power supply is a de facto standard when selecting a power supply to homes in Sweden, regardless of whether it is flat with low energy consumption or a house with electric heating. This project aims to determine the advantages and disadvantages of using a three-phase supply compared to a single-phase supply to homes. READ MORE

  6. 5. Improving stream flow estimation in a montane rainforest stream in Costa Rica : The impact of adding a high flow estimation

    University essay from KTH/Hållbar utveckling, miljövetenskap och teknik

    Author : Martin Dahlin; [2022]
    Keywords : Streamflow information; Manning s estimation; rating curve; hydrographs; Vattenföring; avbördningskurva; hydrograf; Mannings ekvation;

    Abstract : A key piece of information necessary for water management is accurate streamflow information. However, the available data and resources for gathering information vary around the world. READ MORE