Essays about: "Simon Von Mentzer"

Found 1 essay containing the words Simon Von Mentzer.

  1. 1. Risks and scenarios in the Swedish income-based pension system

    University essay from KTH/Matematisk statistik

    Author : Simon von Mentzer; [2015]
    Keywords : Pension; VAR; Bootstrap; Scenario;

    Abstract : In this master thesis the risks and scenarios in the Swedish income-based pension system are investigated. To investigate the risks one has chosen to look at a vector autoregressive (VAR) model for three variables (AP-fund returns, average wage returns and inflation). Bootstrap is used to simulate the VAR model. READ MORE