Essays about: "prissättningsmodeller."

Showing result 1 - 5 of 10 essays containing the word prissättningsmodeller..

  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. The Predictive Power of Implied Volatility in Option Pricing

    University essay from KTH/Matematisk statistik

    Author : Lovisa Berglund; [2023]
    Keywords : Option Pricing; Black-Scholes; Finance; Implied Volatility; Applied Mathematics; Machine Learning; Optionsprissättning; Black-Scholes; Finans; Implicit Volatilitet; Tillämpad Matematik; Maskininlärning;

    Abstract : During the last few years, financial derivatives have been growing in trading volume. There seem to be a high demand and supply of derivatives on the market and one common derivative is the option contract. The option contract is frequently the subject of studies and many different pricing models have been created for options. READ MORE

  4. 3. Property Valuation by Machine Learning and Hedonic Pricing Models : A Case study on Swedish Residential Property

    University essay from KTH/Fastigheter och byggande

    Author : Kanha Teang; Yiran Lu; [2021]
    Keywords : Real estate valuation; Machine learning; Hedonic Pricing Models; Random Forest; Stockholm; Fastighetsvärderingar; Maskininlärning; hedoniska prissättningsmodeller; Random Forest; Stockholm;

    Abstract : Property valuation is a critical concept for a variety of applications in the real estate market such as transactions, taxes, investments, and mortgages. However, there is little consistency in which method is the best for estimating the property value. READ MORE

  5. 4. Implementation of a Value-Based Pricing Model for a Customised Metal Recycling Solution

    University essay from KTH/Industriell ekonomi och organisation (Inst.); KTH/Maskinkonstruktion (Inst.)

    Author : Melika Abedi; Elin Thun; [2020]
    Keywords : Stainless Steel Industry; Metal Recovery; Sustainability; Material Reuse; Circular Economy; Customer Value; Pricing Management; Pricing Models; Value-Based Pricing; Rostfria Stålindustrin; Metallåtervinning; Hållbarhet; Materialåteranvändning; Cirkulär Ekonomi; Kundvärde; Prishantering; Prissättningsmodeller; Värdebaserad Prissättning;

    Abstract : As the stainless steel industry continues to grow, so does the environmental impacts generated by the various production processes. Such impacts not only affect the environment but pose great health concerns for humans and other living things. Therefore, it is necessary for all stakeholders to continuously improve their sustainability work. READ MORE

  6. 5. Machine Learning and Telematics for Risk Assessment in Auto Insurance

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Frithiof Ekström; Anton Chen; [2020]
    Keywords : Telematics for car insurance; Gradient Boosting Machine; Neural Network; Machine Learning;

    Abstract : Pricing models for car insurance traditionally use variables related to the policyholder and the insured vehicle (e.g. car brand and driver age) to determine the premium. READ MORE