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Showing result 1 - 5 of 9 essays matching the above criteria.

  1. 1. Lorenz Curve for Profitable Insurance Portfolio Management

    University essay from KTH/Matematik (Avd.)

    Author : Gustaf Törner; Erik Sävenäs; [2023]
    Keywords : Lorenz curve; Gini index; multi-linerar regression analysis; Box-Cox; Insurance; Lorenzkurva; Gini index; multi-linjär regressionsanalys; Box-Cox; Försäkring;

    Abstract : Since its introduction by Max Otto Lorenz, the Lorenz curve has been utilizedin several financial contexts. By using regression analysis to approximate theclaim cost of policyholders, a vector consisting of policyholder characteristics canbe obtained. READ MORE

  3. 2. Behavior and Performance of Some Inference Tools in Beta Regression

    University essay from Uppsala universitet/Geometri och fysik

    Author : Max Raner; [2022]
    Keywords : ;

    Abstract : Finite interval data, such as proportions, concentrations or rates, often exhibits asymmetryand heteroscedasticy in a regression setting, which can cause issues when tryingto model such data using common modelling approaches. Ferrari and Cribari-Neto, 2004 proposed a modeling approach similar to a generalized linear model, inwhich the response is assumed to be beta distributed, using an alternative parameterisationin terms of a mean and a precision parameter, and then modeled via a linkfunction depending on a linear predictor. READ MORE

  4. 3. Satisfaction of the full time employed Latvian adult population with general practitioners

    University essay from Högskolan Kristianstad/Fakulteten för hälsovetenskap

    Author : Lāsma Wisper; [2019]
    Keywords : Primary care; general practitioners; satisfaction; communication; availability; full time employees; Latvia;

    Abstract : Introduction: Satisfaction of primary care is important factor that improve persons trust to primary care and encourage visiting their GP more often. Therefore it is one of key point to provide society with lasting and continuous medical care. Good access to GPs is even more important to full time employed persons because of limited time resources. READ MORE

  5. 4. Inference of buffer queue times in data processing systems using Gaussian Processes : An introduction to latency prediction for dynamic software optimization in high-end trading systems

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : Otto Hall; [2017]
    Keywords : gaussian processes; latency prediction; buffer queue times; non-parametric models; machine learning; direct market access; trading systems; microstructure market data; dynamic software optimisation;

    Abstract : This study investigates whether Gaussian Process Regression can be applied to evaluate buffer queue times in large scale data processing systems. It is additionally considered whether high-frequency data stream rates can be generalized into a small subset of the sample space. READ MORE

  6. 5. Mean-Variance Portfolio Optimization : Challenging the role of traditional covariance estimation

    University essay from KTH/Industriell Marknadsföring och Entreprenörskap

    Author : ZAKARIA MARAKBI; [2016]
    Keywords : portfolio allocation; mean-variance optimization; efficient frontier; covariance ma- trix; estimation error; optimization enigma; random matrix theory; shrinking; robust statistics;

    Abstract : Ever since its introduction in 1952, the Mean-Variance (MV) portfolio selection theory has remained a centerpiece within the realm of e_cient asset allocation. However, in scienti_c circles, the theory has stirred controversy. READ MORE