Advanced search

Found 2 essays matching the above criteria.

1. 1. Applying Peaks-Over-Threshold for Increasing the Speed of Convergence of a Monte Carlo Simulation

   University essay from KTH/Matematik (Avd.)

   Author : Eric Jakobsson; Thor Åhlgren; [2022]
   Keywords : Monte Carlo Simulation; Value-at-Risk; Expected Shortfall; Peaks- Over-Threshold; Life Insurances; Generalized Pareto Distribution; Extreme-Value-Theory; Monte Carlo Simulation; Value-at-Risk; Expected Shortfall; Peaks-Over-Threshold; Livförsäkringar; Generalized Pareto Fördelning; Extremvärdesteori;

   Abstract : This thesis investigates applying the semiparametric method Peaks-Over-Threshold on data generated from a Monte Carlo simulation when estimating the financial risk measures Value-at-Risk and Expected Shortfall. The goal is to achieve a faster convergence than a Monte Carlo simulation when assessing extreme events that symbolise the worst outcomes of a financial portfolio. READ MORE

3. 2. Moving beyond connecting things : What are the factors telecommunication service providers need to consider when developing a Data-as-a-Service offering?

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : SHERVIN GOHARI MOGHADAM; THOR ÅHLGREN; [2020]
   Keywords : Internet of Things; Data-as-a-Service; Telecommunication; SIM-Fleet Management; Big Data.; Internet of Things; Data-as-a-Service; Telekommunikation; SIM-Fleet Management; Big Data;

   Abstract : The Internet of Things and connected devices has been getting more and more recognition in multiple industries the last few years. At the same time, the gathering of data is withholding a more central role for both companies and civilians. READ MORE