Essays about: "extreme value modeling"
Showing result 1 - 5 of 21 essays containing the words extreme value modeling.
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1. Pricing and Modeling Heavy Tailed Reinsurance Treaties - A Pricing Application to Risk XL Contracts
University essay from KTH/Matematisk statistikAbstract : 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
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2. Estimation of severe crash frequency using two surrogates
University essay from Lunds universitet/Matematisk statistikAbstract : This thesis is concerned with the estimation of crash frequency based on the bivariate modeling of surrogate measures of safety (SMoS), which serve as indicators for traffic risk. Using the SMoS, any traffic conflict between two road users can be described by their proximity together with their hypothetical consequence. READ MORE
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3. Extreme value modeling of wind effect on dune erosion on the Coast of ̈Angelholm
University essay from Lunds universitet/Matematisk statistikAbstract : The movement of the coast line, due to erosion in one direction or aggregation in theother is a natural process as waves, wind as well as the geological nature of the coast itselfare affecting it. Sand dunes are the main protection coasts have at their disposal againstfloods during storm surges or from more passive but long range rainfalls. READ MORE
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4. Evaluation of methods for quantifying returns within the premium pension
University essay from KTH/Matematisk statistikAbstract : Pensionsmyndigheten's (the Swedish Pensions Agency) current calculation of the internal rate of return for 7.7 million premium pension savers is both time and resource consuming. READ MORE
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5. An Extreme Value Approach to Age Limit Analysis
University essay from Lunds universitet/Matematisk statistikAbstract : A fundamental question in aging research is if the human lifespan has reached its maximum, as it has practical implications and affects the sustainability of our societies and health care systems. This thesis uses methods and techniques from extreme value theory to study human lifespan at extreme age, in particular the age at death of the world’s oldest person (WOP) titleholders. READ MORE