Essays about: "Reverse stress test"
Found 4 essays containing the words Reverse stress test.
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1. Numerical Assessment of Defects Effect on Boltless Composites Longitudinal Joints
University essay from KTH/LättkonstruktionerAbstract : The work presented in this thesis focuses on the numerical assessment of defects effect on potential boltless design for fuselage panels longitudinal joints, typically identified as High Load Transfer (HLT) configuration. Nowadays, the state-of-art joining technique for primary aircraft composite structures, such as fuselage barrels, is still mechanical fastening. READ MORE
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2. Reverse Stress Test Optimization : A study on how to optimize an algorithm for reverse stress testing
University essay from Umeå universitet/Institutionen för fysikAbstract : In this thesis we investigate how to optimize an algorithm that determines a scenario multiplier for a reverse stress test with a method where predefined scenarios are scaled. The scenarios are composed by different risk factors that represents market events. READ MORE
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3. Reverse stress testing approaches based on multivariate normality
University essay from Umeå universitet/Institutionen för fysikAbstract : Reverse stress testing is a way of finding a combination of market risk factors, called a scenario, that leads to a specific loss for e.g. a portfolio. A market risk factor can for example be a stock return. READ MORE
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4. The Effect pf Economic Inequality on Demand for Redistribtion
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : In this paper we have examined the relationship between economic inequality and demand for redistribution for 23 OECD countries and 17 European countries respectively. We depart from two different theories with contradictory predictions of the relationship between demand for redistribution and economic inequality: the median voter theorem predicting a positive correlation (Meltzer and Richard 1986), and the social distance model (MacRae 2006) predicting a negative correlation. READ MORE