Essays about: "Cox model"

Showing result 6 - 10 of 88 essays containing the words Cox model.

  1. 6. Lorenz Curve for Profitable Insurance Portfolio Management

    University essay from KTH/Matematik (Avd.)

    Author : Gustaf Törner; Erik Sävenäs; [2023]
    Keywords : Lorenz curve; Gini index; multi-linerar regression analysis; Box-Cox; Insurance; Lorenzkurva; Gini index; multi-linjär regressionsanalys; Box-Cox; Försäkring;

    Abstract : Since its introduction by Max Otto Lorenz, the Lorenz curve has been utilizedin several financial contexts. By using regression analysis to approximate theclaim cost of policyholders, a vector consisting of policyholder characteristics canbe obtained. READ MORE

  3. 7. Financial Modelling Using Fractional Processes And The Wiener Chaos Expansion

    University essay from KTH/Matematik (Avd.)

    Author : Olof Hummelgren; [2022]
    Keywords : fractional Brownian motion; fBM; applied mathematics; Wiener chaos expansion; Wick product; Hurst parameter; fraktionell Brownsk rörelse; tillämpad matematik; Wiener kaosexpansion; Wickprodukt; Hurstparameter;

    Abstract : The aim of this thesis is to simulate stochastic models that are driven by a fractional Brownian motion process and to apply these methods to financial applications related to yield rate and asset price modelling. Several rough volatility processes are used to model the asset price and yield dynamics. READ MORE

  4. 8. An Application of Cluster Analysis in Identifying and Evaluating Prognostic Subgroups for Therapy-Related Acute Myeloid Leukemia

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Stefanie Antonilli; [2022]
    Keywords : AML; lymphoma; heterogeneous data; cluster analysis; k-prototypes algorithm;

    Abstract : Treatment for lymphoma with alkylating therapy is known to increase the risk of secondary malignancies such as Acute Myeloid Leukemia (AML), although the risk is not fully understood. This study investigates the characteristics of AML that arise after lymphoma treatment in contrastto AML cases without a prior lymphoma. READ MORE

  5. 9. Deep Learning Approach for Time- to-Event Modeling of Credit Risk

    University essay from KTH/Matematisk statistik

    Author : Mehnaz Kazi; Natalija Stanojlovic; [2022]
    Keywords : Survival Analysis; Credit Risk; Credit Scoring; Time-To-Event; Default Probability; Överlevnadsanalys; Kreditrisk; Kreditprövning; Tid-till-utfall; Sannolikhet för fallissemang;

    Abstract : This thesis explores how survival analysis models performs for default risk prediction of small-to-medium sized enterprises (SME) and investigates when survival analysis models are preferable to use. This is examined by comparing the performance of three deep learning models in a survival analysis setting, a traditional survival analysis model Cox Proportional Hazards, and a traditional credit risk model logistic regression. READ MORE

  6. 10. Deep Learning-Based Risk Prediction of Atrial Fibrillation Using the 12-lead ECG

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Theogene Habineza; [2022]
    Keywords : ;

    Abstract : Atrial fibrillation is one of the most common cardiac arrhythmias that affects millions of people each year worldwide. As studies have shown, there exists a close link between atrial fibrillation (AF) and increased risk of cardiovascular diseases such as stroke and heartfailure. READ MORE