Essays about: "Fredrik Giertz Jonsson"

Found 1 essay containing the words Fredrik Giertz Jonsson.

  1. 1. Analysis and Optimization of aPortfolio of Catastrophe Bonds

    University essay from KTH/Matematisk statistik

    Author : Fredrik Giertz Jonsson; [2014]
    Keywords : ;

    Abstract : This Master's Thesis in mathematical statistics has the two major purposes; (i) to model and measure the risk associated with a special type of reinsurance contract, the catastrophe bond, and (ii) to analyze and develop methods of portfolio optimization suitable for a portfolio of catastrophe bonds. Two pathways of modeling potential catastrophe bond losses are analyzed; one method directly modeling potential contract losses and one method modeling the underlying contract loss governing variables. READ MORE