Essays about: "Risk Probability"
Showing result 6 - 10 of 396 essays containing the words Risk Probability.
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6. The deductibles impact on the risk premium
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : The aim of this master thesis is to derive methods that assesses the impact the deductiblehas on the risk premium of an insurance contract. The additive structure of a deductiblenecessitates approaches beyond treating it as a regular covariate in a generalized linearmodel for predicting the risk premium. READ MORE
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7. Risk of Debris Flows in Åre : Literature Review of the Current Risk for Debris Flows in Åre Municipality and Predictions for the Future
University essay from KTH/Hållbar utveckling, miljövetenskap och teknikAbstract : Several debris flows have affected Åre municipality (Sw. Åre kommun) in the last 20 years. Jämtlandis a declared risk area for landslides and debris flows and there is an even higher probability oflandslides causing great damage around the Åre urban area. READ MORE
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8. Modelling Proxy Credit Cruves Using Recurrent Neural Networks
University essay from KTH/Matematisk statistikAbstract : Since the global financial crisis of 2008, regulatory bodies worldwide have implementedincreasingly stringent requirements for measuring and pricing default risk in financialderivatives. Counterparty Credit Risk (CCR) serves as the measure for default risk infinancial derivatives, and Credit Valuation Adjustment (CVA) is the pricing method used toincorporate this default risk into derivatives prices. READ MORE
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9. Predictive Modeling and Statistical Inference for CTA returns : A Hidden Markov Approach with Sparse Logistic Regression
University essay from Umeå universitet/Institutionen för matematik och matematisk statistikAbstract : This thesis focuses on predicting trends in Commodity Trading Advisors (CTAs), also known as trend-following hedge funds. The paper applies a Hidden Markov Model (HMM) for classifying trends. Additionally, by incorporating additional features, a regularized logistic regression model is used to enhance prediction capability. READ MORE
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10. Impact of Residual Stress on the Warm Pre-Stressing Effect
University essay from KTH/HållfasthetsläraAbstract : Irradiation of a reactor pressure vessel (RPV) causes a shift of the ductile to brittle transition region towards higher temperature regions. In the event of a pressurized thermal shock (PTS), where the temperature drops drastically, the ductile to brittle transition region might be entered for irradiated ferritic steel. READ MORE