Essays about: "Lognormal"

Showing result 1 - 5 of 21 essays containing the word Lognormal.

1. 1. Economic Capital Models : Methods for fitting loss distributions

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : William Fritzell; [2023]
   Keywords : Economic Capital; Distribution fitting; MCMC;

   Abstract : The thesis provides a well-researched classical approach to fit and predict the losses (extreme) for Lloyds Bank’s Dutch mortgage portfolio, their defaulted Dutch mortgage portfolio, and their German personal and car loan portfolio. This is a crucial piece for quantification of the economic loss, required for effective credit risk management by the Bank. READ MORE

3. 2. Approximation of General Semi-Markov Models Using Expolynomials

   University essay from KTH/Matematisk statistik

   Author : Niklas Nyholm; [2021]
   Keywords : applied mathematics; Markov modelling; Semi-Markov process; approximation theory; expolynomial; phase-type distribution; reliability analysis; tillämpad matematik; Markov modellering; Semi-Markov process; approximations teori; expolynom; phase-type fördelning; riskanalys;

   Abstract : Safety analysis is critical when developing new engineering systems. Many systems have to function under randomly occurring events, making stochastic processes useful in a safety modelling context. However, a general stochastic process is very challenging to analyse mathematically. READ MORE

4. 3. Infiltration, hydrogeology, and heterogeneity - Management of pressure and flow: A case study for the Varberg tunnel project

   University essay from Göteborgs universitet/Institutionen för geovetenskaper

   Author : Lisa Risby; [2020-07-08]
   Keywords : short duration hydraulic tests; hydraulic conductivity; radius of influence; infiltration; heterogeneity; confined and unconfined aquifer;

   Abstract : This thesis aims to describe a conceptual model of the sedimentology for Swedish (or nordic) conditions of heterogeneous aquifers but focus is on a case study in Varberg. This to facilitate the identification of main water-bearing units (e.g. READ MORE

5. 4. Interest Rate Volatility and its Effect on Interest Rate Options

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Jacqueline Eriksson; Jakob Sundblad; [2020]
   Keywords : Interest Rates Regimes; Volatility; Derivatives; Interest Rate Options; Asset Pricing;

   Abstract : This paper replicates the study conducted by Guillaume et. al (2013) and derives a relationship between the interest rate volatility and the interest rate level for the Swedish currency (SEK). The results suggest interest rates to be divided into three different regimes consisting of low, intermediate and high rates. READ MORE

6. 5. Railway track geometry inspection optimization

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

   Author : Michael Muinde; [2018]
   Keywords : Maintenance Cost; track Inspection; Optimization; inspection intervals; inspection optimization; Track Degradation; Track Geometry.;

   Abstract : Railway transportation plays a vital role in modern societies. Due to increasing demands for transportation of passengers and goods, higher speed trains with heavier axle loads are introduced to the railway system, and it is expected to continue in the future. READ MORE