Essays about: "Felix Greberg"
Found 3 essays containing the words Felix Greberg.
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1. Using Gradient Boosting to Identify Pricing Errors in GLM-Based Tariffs for Non-life Insurance
University essay from KTH/Matematik (Avd.)Abstract : Most non-life insurers and many creditors use regressions, more specifically Generalized Linear Models (GLM), to price their liabilities. One limitation with GLMs is that interactions between predictors are handled manually, which makes finding interactions a tedious and time-consuming task. READ MORE
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2. Forecasting Swedish Short-Term InflationUsing Data from Disaggregated PriceIndices
University essay from Örebro universitet/Handelshögskolan vid Örebro UniversitetAbstract : .... READ MORE
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3. Debt Portfolio Optimization at the Swedish National Debt Office: : A Monte Carlo Simulation Model
University essay from KTH/Matematisk statistikAbstract : It can be difficult for a sovereign debt manager to see the implications on expected costs and risk of a specific debt management strategy, a simulation model can therefore be a valuable tool. This study investigates how future economic data such as yield curves, foreign exchange rates and CPI can be simulated and how a portfolio optimization model can be used for a sovereign debt office that mainly uses financial derivatives to alter its strategy. READ MORE