Essays about: "Eric Jakobsson"

Found 2 essays containing the words Eric Jakobsson.

1. 1. Applying Peaks-Over-Threshold for Increasing the Speed of Convergence of a Monte Carlo Simulation

   University essay from KTH/Matematik (Avd.)

   Author : Eric Jakobsson; Thor Åhlgren; [2022]
   Keywords : Monte Carlo Simulation; Value-at-Risk; Expected Shortfall; Peaks- Over-Threshold; Life Insurances; Generalized Pareto Distribution; Extreme-Value-Theory; Monte Carlo Simulation; Value-at-Risk; Expected Shortfall; Peaks-Over-Threshold; Livförsäkringar; Generalized Pareto Fördelning; Extremvärdesteori;

   Abstract : This thesis investigates applying the semiparametric method Peaks-Over-Threshold on data generated from a Monte Carlo simulation when estimating the financial risk measures Value-at-Risk and Expected Shortfall. The goal is to achieve a faster convergence than a Monte Carlo simulation when assessing extreme events that symbolise the worst outcomes of a financial portfolio. READ MORE

3. 2. Continuum damage modeling of delamination in paperboard

   University essay from Lunds universitet/Institutionen för byggvetenskaper; Lunds universitet/Hållfasthetslära

   Author : Erik Jakobsson; [2021]
   Keywords : Creasing; Folding; MD-direction; EB material model; LS-Dyna; eGISSMO; Technology and Engineering;

   Abstract : This work concerns the creasing and folding of a continuum paperboard material model developed by Eric Borgqvist. Creasing is an operation that induces permanent deformation in the material, undertaken for the folding to be performed along a straight fold line without any in-plane cracks. READ MORE