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Showing result 1 - 5 of 19 essays matching the above criteria.
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1. Traffic safety analysis by surrogate measures:an extreme value approach
University essay from Lunds universitet/Matematisk statistikAbstract : Road safety analyses are required for the prevention of road accident fatalities. In Europe, the ambition is "Vision Zero". Data that was used is collected by the research group Transport and Roads which is part of Department of Technology and Society at LTH, Lund University. READ MORE
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2. An Extreme Value Approach to Modelling Construction Defect Insurance Claims
University essay from Lunds universitet/Matematisk statistikAbstract : Predicting future large claims, as well as the total cost, of a specific insurance is essential for insurance companies, for example when setting premium levels or purchasing reinsurance coverage. The purpose of this thesis is to investigate if extreme value theory can be applied to construction defect insurance claims. READ MORE
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3. Training Risk Measure Models to Ascertain Which Continent’ Equity Has the Highest Risk ForInvestment Based On Randomly Selected Individual Continents’ Equities Listed On The New YorkStock Exchange
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : Western countries, institutions, and people from all walks of land, including Africans, have carried the notion that it is riskier to invest in African countries compared to countries in other continents. This study verified if that notion is empirically established or it is just a mere notion born out of people's imagination and unfounded belief. READ MORE
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4. 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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5. A comparative study of VaR and ES using extreme value theory
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Using data from OMXS30, we study which of the models block maxima and peaks-over-threshold, based on extreme value theory, are the most accurate when estimating the risk measures Value-at-Risk and Expected Shortfall. To perform this analysis, the risk measures are backtested. READ MORE