Essays about: "Peaks Over Threshold"

Showing result 11 - 15 of 21 essays containing the words Peaks Over Threshold.

  1. 11. Application of the Peaks-Over-Threshold Method on Insurance Data

    University essay from Uppsala universitet/Tillämpad matematik och statistik

    Author : Max Rydman; [2018]
    Keywords : ;

    Abstract : .... READ MORE

  3. 12. An Extreme Value Approach to Modeling Risk of Extreme Rainfall in Bangladesh

    University essay from Lunds universitet/Matematisk statistik

    Author : Emmy Andersson; Evelina Nilsson; [2018]
    Keywords : Mathematics and Statistics;

    Abstract : The extreme value theory has been applied on daily rainfall in the five most exposed areas of Bangladesh between the years 1980-2016 in order to esti- mate extreme rainfalls for the next 10, 50 and 100 years. These types of computations are necessary for optimising planning and preparations for ex- treme future rainfalls which can lead to minimising property damage and ultimately saving lives. READ MORE

  4. 13. Managing Risk with Energy Commodities using Value-at-Risk and Extreme Value Theory

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Alexander Noshkov; Zafer Demirtas; [2017]
    Keywords : Energy Commodities; Value-at-Risk VaR ; Extreme Value Theory EVT ; Peaks over Threshold POT ; Volatility Weighted Historical Simulation VWHS ; GARCH; EGARCH; TGARCH; Business and Economics;

    Abstract : Today’s society requires an endless supply of energy resources to keep functioning properly. The fluctuations in the prices of energy commodities are always a concern as it affects not only investors, but regular households as well. READ MORE

  5. 14. Extreme Value Theory Applied to Securitizations Rating Methodology

    University essay from KTH/Matematisk statistik

    Author : Tarek Barbouche; [2017]
    Keywords : Extreme Value Theory; Exchange rates; Block Maxima; Peaks-over-Threshold; Securitization; Extremvärdesteori; Valutakurser; Block Maxima; Peaks-over-Threshold; Värdepapperisering;

    Abstract : One of today’s financial trends is securitization. Evaluating Securitization risk requires some strong quantitative skills and a deep understanding of both credit and market risk. For international securitization programs it is mandatory to take into account the exchange-rates-related risks. READ MORE

  6. 15. Idenitfying the Influential Factors of the Temporal Variation of Water Consumption : A Case Study using Multiple Linear Regression Analysis

    University essay from KTH/Vattendragsteknik

    Author : Hanna Brandner; [2016]
    Keywords : Water consumption; Sweden; Multiple regression analysis;

    Abstract : This thesis is a part of the water development project conducted by Svenskt Vatten, which is the Swedish Water and Wastewater Association (SWWA) as well as Tyréns, a consultancy company with offices based in Stockholm, Sweden. Prior to this thesis work, a quality assessment was conducted for some of the locations provided by municipalities in Sweden. READ MORE