Essays about: "Archimedean"

Showing result 1 - 5 of 7 essays containing the word Archimedean.

  1. 1. Copula approach to fitting bivariate time series

    University essay from Lunds universitet/Matematisk statistik

    Author : Jun Wang; [2023]
    Keywords : VaR; Copula; ARMA-GARCH; Extreme Value Theory; GPD; Hill estimator; Mathematics and Statistics;

    Abstract : We apply the GARCH-copula method to estimate Value at Risk (VaR) for European and Stockholm stock indices. First, marginal distributions are estimated by the ARMA-GARCH model with normal, Student-t, and skewed t distributions. READ MORE

  3. 2. The Engineering Person : Arendt and an Anthropology of Engineering Ethics

    University essay from Uppsala universitet/Institutionen för kulturantropologi och etnologi

    Author : Philip Bärring; [2021]
    Keywords : Arendt; The Human Condition; Anthropology; Ethnography; Philosophy of Engineering; Engineering Ethics; Intersubjectivity; Process Philosophy; Earth Alienation; Archimedean Point;

    Abstract : In this thesis Hannah Arendt’s theories of science and technology are applied in an ethnographic study of engineering ethics. Seeking to gain further understanding of Arendt’s thoughts, her concepts of The Archimedean Point and Earth Alienation is applied in interviews with engineering students in Sweden’s Uppsala University. READ MORE

  4. 3. Prediction of Volatility and Value at Risk with Copulas for Portfolios of Commodities

    University essay from Lunds universitet/Matematisk statistik

    Author : Felix Mörée; [2016]
    Keywords : Commodities; Copula; GARCH; VaR; Mathematics and Statistics;

    Abstract : Value at Risk (VaR) is a popular measurement for valuing the risk exposure. Correct estimates of VaR are essential in order to properly be able to monitor the risk. This thesis examines a copula approach for estimating VaR for portfolios of commodities. The predictions are made from a semi- parametric model with Monte Carlo methods. READ MORE

  5. 4. A Copula Approach to Modeling Insurance Claims

    University essay from Lunds universitet/Matematisk statistik

    Author : Madeleine Hage; [2013]
    Keywords : Mathematics and Statistics;

    Abstract : It is crucial for the insurance business to create risk profiles for their customers to be able set a fair price for their insurances. This thesis presents an alternative method for measuring the dependence between the numbers of claims made by a customer holding two insurances. READ MORE

  6. 5. On Modeling Insurance Claims using Copulas

    University essay from Lunds universitet/Matematisk statistik

    Author : Filip Erntell; [2013]
    Keywords : Mathematics and Statistics;

    Abstract : In this master's thesis, a copula approach is used to model the number of claims made by a customer holding three insurances. It is important for insurance companies to have good models for the risk proles of their customers, and the number of claims is a key element in calculating the expected cost for the company. READ MORE