Sökning: "Extreme Value Theory"

Visar resultat 21 - 25 av 93 uppsatser innehållade orden Extreme Value Theory.

  1. 21. Extremvärdesanalys av havsvattennivån i Skanör

    Magister-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Viktor Karlberg; [2021]
    Nyckelord :Extreme Value Statistics; Extreme Value Theory; Extreme Value Analysis; Block Maxima; Peaks over Thresholds; Sea Water Level; Climate Statistics; Sea Level; Sea Level Rise; Climate Change; Mathematics and Statistics;

    Sammanfattning : In May 2020 the Land and Environment Court concluded that Vellinge municipality are granted the right to build a total of 21 kilometers of walls and embankments for protection against a rising sea water level. To analyse this problem an Extreme Value approach is applied to sea level data from the area. LÄS MER

  3. 22. A European CSR study about the deviation of valuation

    Master-uppsats, Umeå universitet/Företagsekonomi

    Författare :Pontus Persson; Tatiana Dykina; [2021]
    Nyckelord :“ESG”; “sustainability”; “CSR”; “Market value”; “intrinsic value”; “Beta”; “CAPM”; “Cost of Equity”; “residual earning”;

    Sammanfattning : For the last decades, public authorities and private firms have emphasized their focus on integrating sustainability into corporate disclosure. The shift towards CSR instead of the traditional profit maximization narratives is evident in increased demand among various stakeholders for sustainability awareness. LÄS MER

  4. 23. Investigating some GARCH(1,1)-type value-at-risk models pre-Covid-19 and intra-Covid-19

    Master-uppsats, Linnéuniversitetet/Institutionen för matematik (MA)

    Författare :Benjamin Ringdahl; [2021]
    Nyckelord :;

    Sammanfattning : Value-at-risk quantifies the amount of capital needed to handle future losses on investments at a given confidence level. The Covid-19 pandemic greatly increased market volatility, which motivates us to investigate value-at-risk models during this time period. LÄS MER

  5. 24. Estimating expected shortfall using an unconditional peaks-over-threshold method under an extreme value approach

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Rikard Wahlström; [2021]
    Nyckelord :expected shortfall; peaks-over-threshold; extreme value theory;

    Sammanfattning : Value-at-Risk (VaR) has long been the standard risk measure in financial risk management. However, VaR suffers from critical shortcomings as a risk measure when it comes to quantifying the most severe risks, which was made especially apparent during the financial crisis of 2007–2008. LÄS MER

  7. 25. An extreme value approach to modelling number of causalities in earthquakes

    Kandidat-uppsats, Lunds universitet/Matematisk statistik

    Författare :Henrik Steneld; [2021]
    Nyckelord :Extreme Value Theory; Point Process; Earthquakes; Mathematics and Statistics;

    Sammanfattning : Earthquakes occur around the globe all the time. Most are weak enough to just pass by, some are strong enough to be felt by us humans, and some very few are completely devastating. A comprehensive database distributed by NOAA National Centers for Environmental Information provides a means for reviewing devastating earthquakes over the past. LÄS MER