Essays about: "Cox model"

Showing result 16 - 20 of 88 essays containing the words Cox model.

  1. 16. Modeling Patterns of Transactions after Companies Implementation of Getswish AB’s Payment Service

    University essay from KTH/Matematisk statistik

    Author : Jakob Amaya Scott; Amanda Skålberg; [2022]
    Keywords : Multiple linear regression; Confidence interval; Residual analysis; Multicollinearity; Box-Cox; Non-Parametric bootstrap; Seasonality analysis; and Validation; Konfidensintervall; Residualanalys; Box-Cox; Icke-parametrisk bootstrap; Valdering; Säsongsanalys och Multipel linjär regression. iii;

    Abstract : This thesis is a case study in collaboration with the company Getswish AB. GetswishAB provides the mobile application and payment service Swish with the purpose ofdelivering smooth money transfers for individuals and companies in Sweden. READ MORE

  3. 17. Model for Central Counterparty Risk with Stochastic Default Intensities

    University essay from Göteborgs universitet/Graduate School

    Author : Francesco Marconi; [2021-09-30]
    Keywords : ;

    Abstract : In this thesis we use a dynamic model to compute several margins required by a central counterparty, the central clearing house (CCP), to the participants, called clearing members (CM). These margins form the so called default waterfall. In this market only credit default swaps (CDS) are exchanged. READ MORE

  4. 18. Numerical Analysis of Yield Curves Implied by Two-Factor Interest Rate Models

    University essay from Göteborgs universitet/Institutionen för matematiska vetenskaper

    Author : Veronika Chronholm; [2021-06-15]
    Keywords : ;

    Abstract : Abstract We investigate the yield curves implied by coupon bonds in models where the market short rate is given by a two-factor stochastic model. Specifically, we investigate generalisations of the two-factor Vasicek, Cox-Ingersoll-Ross, and mixed models where the two Brownian motions that feature in each model are allowed to have nonzero constant correlation. READ MORE

  5. 19. RELIABILITY ANALYSIS OF REPAIRABLE SYSTEMS WITH COVARIATES: A CASE STUDY OF RAILWAY TRACK

    University essay from Luleå tekniska universitet/Drift, underhåll och akustik

    Author : Alvaro Andres Rincon Franco; [2021]
    Keywords : Reliability; Railways; Covariates;

    Abstract : Linear assets are complex industrial systems that extend from one geographical region to another. Given the criticality of the industrial activities linked to them, it is vital to accurately estimate the systems' reliability. READ MORE

  6. 20. Statistical Credit Rating with Survival Regression & Gradient Boosting

    University essay from KTH/Optimeringslära och systemteori

    Author : Simon Norell; [2021]
    Keywords : ;

    Abstract : This thesis concerns the application of statistical modelling of credit risk in corporate borrowers using historical loan data from the Swedish export credit agency Exportkreditnämnden (EKN). Survival Regression in general and the Cox Proportional Hazard (CoxPH) model in particular is presented as a framework applicable to corpoate default and better suited than classification for modeling the binary default outcome of risk exposure data with inconsistent exposure times. READ MORE