Essays about: "gamma-distribution"

Showing result 1 - 5 of 11 essays containing the word gamma-distribution.

  1. 1. A Framework to Model Bond Liquidity

    University essay from KTH/Matematik (Avd.)

    Author : Alan Issa; [2023]
    Keywords : Bonds; liquidity; order book; stochastic process; stationarity; gamma distribution.; Obligationer; likviditet; orderbok; stokastisk process; stationaritet; gamma distribution.;

    Abstract : The liquidity of financial assets can be studied in various different ways. In this thesis, liquidity is defined as the cost and time required to liquidate a position. READ MORE

  3. 2. Analysis of uncoordinated versus coordinated inventory control

    University essay from Lunds universitet/Produktionsekonomi

    Author : Mirja Björning Engström; Johanna Rådemar; [2020]
    Keywords : Inventory management; uncoordinated versus coordinated inventory control; single-echelon versus multi-echelon inventory control; Technology and Engineering;

    Abstract : This master thesis has been completed at the Faculty of Engineering, Production Management in collaboration with the company Duni Group. The overall objective has been to provide guidance to Duni and analyze how they should control their inventory at each node in their new supply chain set up. READ MORE

  4. 3. Inventory management in a customer landscape with diverse requirements on flexibility - A case study at Atria Sweden AB

    University essay from Lunds universitet/Produktionsekonomi

    Author : Annika Fredriksson; Andreas Pettersson; [2019]
    Keywords : Inventory management; fill rate; gamma distribution; MTS; MTO; R; Q – policy; food industry; perishable goods; reorder points; process analysis.; Business and Economics;

    Abstract : Abstract Title Inventory management in a customer landscape with diverse requirements on flexibility - A case study at Atria Sweden AB. Course Degree Project in Production Management – MIOM01. Authors Annika Fredriksson and Andreas Pettersson. Supervisor Johan Marklund. READ MORE

  5. 4. Predicting Large Claims within Non-Life Insurance

    University essay from KTH/Matematisk statistik

    Author : Jacob Barnholdt; Josefin Grafford; [2018]
    Keywords : Mathematical Statistics; Regression Analysis; Generalized Linear Model; Logistic Regression; Data Analysis; Non-life Insurance; Insurance Pricing; Large claims; Matematisk statistik; Regressionsanalys; Generaliserad linjär modell; Logistisk Regression; Dataanalys; Sakförsäkring; Försäkringsprissättning; Storskador;

    Abstract : This bachelor thesis within the field of mathematical statistics aims to study the possibility of predicting specifically large claims from non-life insurance policies with commercial policyholders. This is done through regression analysis, where we seek to develop and evaluate a generalized linear model, GLM. READ MORE

  6. 5. Spatial Statistical Modeling of Insurance Risk

    University essay from Lunds universitet/Matematisk statistik

    Author : Oskar Tufvesson; [2017]
    Keywords : Insurance; Spatial modeling; Geographical pricing; Bayesian hierarchical modeling; Integrated Nested Laplace Approximation; Mathematics and Statistics;

    Abstract : The aim of this thesis is to provide a statistical method for assessing the relative insurance risk associated with the policyholders geographical location. Number of claims and claims cost are modeled separately, where the Poisson distribution is assumed for the former and the Gamma distribution is assumed for the latter. READ MORE