Essays about: "Threshold Pricing"

Showing result 1 - 5 of 11 essays containing the words Threshold Pricing.

  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. Paving the Path to Self-Sufficiency : Optimizing Photovoltaic Installations on Facilities with Emphasis on Consumption Patterns and Economic Viability

    University essay from Uppsala universitet/Institutionen för samhällsbyggnad och industriell teknik

    Author : Filippa Backman; Amanda Stafberg; Erik Sterner; Alva Wesslén; [2023]
    Keywords : ;

    Abstract : This bachelor's thesis explores the potential of Skolfastigheter's facilities to achieve self-sufficiency through solar power while maintaining economic feasibility. The study specifically examines the economic feasibility of various solar power installation sizes, while also exploring key characteristics of school facilities that influence their level of self-sufficiency. READ MORE

  4. 3. The Implications of Increased Passive Investment: A Theoretical Approach

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Henrik Taro Hansson; Lisa-Maria Jonsson; [2020]
    Keywords : Passive Investment; Capital Markets; Market Efficiency; Asset Market Simulation;

    Abstract : In this thesis, a theoretical model is constructed to assess potential implications of increased passive investment on capital market efficiency and stability. A population of active and passive investors is simulated in an artificial asset market to examine how the share of passive investment affects pricing efficiency, volatility, and comovement between assets. READ MORE

  5. 4. An Application of A Bayesian Extreme Value Mixture Model to Reinsurance Excess-of-Loss Pricing and Extreme Value Threshold Selection

    University essay from Uppsala universitet/Tillämpad matematik och statistik

    Author : Asmir Prepic; [2018]
    Keywords : ;

    Abstract : .... READ MORE

  6. 5. An Extreme Value Approach To Pricing Credit Risk

    University essay from Lunds universitet/Matematisk statistik

    Author : Sofia Landin; [2018]
    Keywords : Credit Risk; Credit Default Swap; Credit Valuation Adjustment; Extreme Value Theory; Generalized Extreme Value Distribution; Gumbel Distribution; Generalized Pareto Distribution; Block Maxima; Peak-over-Threshold; Probable Maximum Loss; Mathematics and Statistics;

    Abstract : An Extreme Value Approach To Pricing Credit Risk will outline the possibility to investigate a company’s price of risk over different time periods given a pre-defined risk level. With help of credit default swap (CDS) prices and extreme value theory the credit risk can be estimated for different return levels. READ MORE