Essays about: "Bayesian statistics"

Showing result 21 - 25 of 41 essays containing the words Bayesian statistics.

  1. 21. Estimation of Probability of Default in Low Default Portfolios

    University essay from Lunds universitet/Matematisk statistik

    Author : Linnéa Gerhardsson; Nina Castor; [2017]
    Keywords : Probability of default; PD; Low default portfolio; LDP; BCR; Bayesian; Vasicek; Monte Carlo; subportfolios; grade level estimates.; Mathematics and Statistics;

    Abstract : Estimation of probability of default (PD) is a fundamental part of credit risk modeling, and estimation of PD in low default portfolios is a common issue for banks and financial institutions. The Basel Committee on Banking Supervision requires banks and financial institutions to add an additional margin of conservatism to its PD estimates in the case of insufficient data, as in low default portfolios with few default observations. READ MORE

  2. 22. Chemical Hazard Assessment under Uncertainty Evaluated by Robust Bayesian Evidence Synthesis

    University essay from Lunds universitet/Matematisk statistik

    Author : Yudiana Yang; [2017]
    Keywords : Mathematics and Statistics;

    Abstract : Chemical hazard assessment is a procedure in chemical regulation to set which concentrations of chemical substances that are safe to an ecological system, i.e. where a majority of the species in the systems is not negatively affected by the substance. READ MORE

  3. 23. Regression analysis: An evaluation of the inuences behindthe pricing of beer

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Sara Eriksson; Jonas Häggmark; [2017]
    Keywords : ;

    Abstract : This bachelor thesis in applied mathematics is an analysis of which factors affect the pricing of beer at the Swedish market. A multiple linear regression model is created with the statistical programming language R through a study of the influences for several explanatory variables. READ MORE

  4. 24. Spatial Statistical Modeling of Insurance Risk

    University essay from Lunds universitet/Matematisk statistik

    Author : Oskar Tufvesson; [2017]
    Keywords : Insurance; Spatial modeling; Geographical pricing; Bayesian hierarchical modeling; Integrated Nested Laplace Approximation; Mathematics and Statistics;

    Abstract : The aim of this thesis is to provide a statistical method for assessing the relative insurance risk associated with the policyholders geographical location. Number of claims and claims cost are modeled separately, where the Poisson distribution is assumed for the former and the Gamma distribution is assumed for the latter. READ MORE

  5. 25. Construction of the Berkeley Innovation Index: A Higher-Order Item Response Theory Model Approach

    University essay from Lunds universitet/Matematisk statistik

    Author : Johan Eng Larsson; Alexander Fred-Ojala; [2016]
    Keywords : Index Construction; Innovation Capability; Item Response Theory; Higher-Order Latent Trait Estimation; Bayesian Inference; Markov Chain Monte Carlo; Feature Selection; Mathematics and Statistics;

    Abstract : The Berkeley Innovation Index (BII) is a tool developed for assessment of individual innovation capability. The index is based on responses to a survey that constitutes of questions linked to domain abilities, i.e., sub-traits, that are hypothesized to govern an individual's overall innovation ability. READ MORE