Sökning: "Extreme Value Theory"
Visar resultat 1 - 5 av 56 uppsatser innehållade orden Extreme Value Theory.
1. Avrinningskoefficienten – dess relation till regnintensitet och bidragskoefficienten utifrån fallstudier i södra SverigeMaster-uppsats, Lunds universitet/Kemiteknik (CI)
Sammanfattning : In order to increase the knowledge regarding how the runoff coefficient varies with increased rainfall intensity, a literature study and calculations in Excel were conducted. The background to how the tabled values of the runoff coefficient have been determined was found to be a book based on an assembly of answers to a survey collected from different companies in USA. LÄS MER
- Kandidat-uppsats, Lunds universitet/Matematisk statistik
Sammanfattning : The extreme value theory has been applied on daily rainfall in the five most exposed areas of Bangladesh between the years 1980-2016 in order to esti- mate extreme rainfalls for the next 10, 50 and 100 years. These types of computations are necessary for optimising planning and preparations for ex- treme future rainfalls which can lead to minimising property damage and ultimately saving lives. LÄS MER
3. Investigating usefulness of portfolio optimization with respect to prospect utility in financial advisoryMaster-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik
Sammanfattning : In this paper we derive and analyze the usefulness of a prospect theory based model for selecting optimal portfolios with respect to multiple investment goals. The focus is to determine whether or not the model would be suitable for the advisory process by investigating the result given by the optimal portfolio values and proportion in risky assets in continuous time. LÄS MER
4. The Performance of Market Risk Models for Value at Risk and Expected Shortfall Backtesting : In the Light of the Fundamental Review of the Trading BookMaster-uppsats, KTH/Matematisk statistik
Sammanfattning : The global financial crisis that took off in 2007 gave rise to several adjustments of the risk regulation for banks. An extensive adjustment, that is to be implemented in 2019, is the Fundamental Review of the Trading Book (FRTB). LÄS MER
- Master-uppsats, Lunds universitet/Matematisk statistik
Sammanfattning : Coastal protection is vital for protecting infrastructure, coastal environments and human lives against flooding. Building ecient coastal protection requires a good understanding of maximum sea levels which might occur indifferent time periods in the future. Extreme value theory provides a mathematical framework for such analyses. LÄS MER
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