Essays about: "Poisson distribution"

Showing result 1 - 5 of 49 essays containing the words Poisson distribution.

  1. 1. Pricing and Modeling Heavy Tailed Reinsurance Treaties - A Pricing Application to Risk XL Contracts

    University essay from KTH/Matematisk statistik

    Author : Ormia Abdullah Mohamad; Anna Westin; [2023]
    Keywords : Reinsurance; Extreme Value Theory; POT-model; Hill estimator; Risk XL contracts; Generalized Pareto distribution; Method of Moments.; Återförsäkring; Extremevärdesteori; POT-modellen; Hill estimatorn; Risk XL kontrakt; generella Paretofördelningen; Momentmetoden.;

    Abstract : To estimate the risk of a loss occurring for insurance takers is a difficult task in the insurance industry. It is an even more difficult task to price the risk for reinsurance companies which insures the primary insurers. READ MORE

  3. 2. Adaption of Inertial Confinement Fusion Resultsto Spherical Plasma Expansion at Comets

    University essay from Uppsala universitet/Institutionen för fysik och astronomi; Uppsala universitet/Institutet för rymdfysik, Uppsalaavdelningen

    Author : Viktor Sparrman; [2022]
    Keywords : Plasma; Inertial confinement fusion; comet; plasma expansion; Vlasov-Poisson; integral invariants; ergodicity;

    Abstract : Recent missions to solar system comets, such as ESA's Rosetta mission, raise interest for models and descriptions of their plasma environment. The interaction with various space phenomena such as stellar wind make the construction of an analytical description difficult. READ MORE

  4. 3. Favourable Opportunities in Sports Betting - A Statistical Approach to Football Goals in the Premier League

    University essay from KTH/Matematisk statistik

    Author : Fredrik Lindau; Gustaf Carle; [2022]
    Keywords : statistics; Poisson distribution; Negative Binomial distribution; Bayesian regression; football; Premier League; sports betting; market efficiency; probability theory; estimations; statistik; Poisson fördelning; Negativ Binomial fördelning; Bayesiansk regression; fotboll; Premier League; betting; marknadseffektivitet; sannolikhetsteori; skattningar;

    Abstract : The premise of this report is to delve into sports betting and whether favourable opportunities can be found, more specifically focusing on over and under odds for number of goals scored in football games of the Premier League. Using historical data from football matches several models are developed, the characteristics of goals warranting the use of probability based Poisson and Negative Binomial models, as well as Bayesian Poisson regression for goal predictions. READ MORE

  5. 4. An Extreme Value Approach to Modelling Construction Defect Insurance Claims

    University essay from Lunds universitet/Matematisk statistik

    Author : Matilda Ekermann; Ida Swartling; [2022]
    Keywords : Extreme value theory; insurance; block-maxima; peaks over threshold; Poisson process; Mathematics and Statistics;

    Abstract : Predicting future large claims, as well as the total cost, of a specific insurance is essential for insurance companies, for example when setting premium levels or purchasing reinsurance coverage. The purpose of this thesis is to investigate if extreme value theory can be applied to construction defect insurance claims. READ MORE

  6. 5. The COVID-19 Pandemic and its Effects on Swedish Mortality

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Siri Voghera; Özlem Tepe; [2021]
    Keywords : COVID-19; Excess mortality; Mortality forecasting; Lee-Carter model; Bootstrap;

    Abstract : This thesis analyses the COVID-19 pandemic’s effects on Swedish mortality during 2020 by investigating whether it has resulted in excess mortality. This is done using a stochastic mortality projection model from the Lee-Carter framework and by assuming the number of deaths follows a Poisson distribution. READ MORE