Sökning: "Generaliserade linjära modeller"

Visar resultat 1 - 5 av 13 uppsatser innehållade orden Generaliserade linjära modeller.

  1. 1. Modeling risk and price of all risk insurances with General Linear Models

    Kandidat-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik

    Författare :Ellinor Drakenward; Emelie Zhao; [2020]
    Nyckelord :Bachelor Thesis; Mathematical statistics; Generalized Linear Model; Multiplicative GLM; Regression analysis; Insurance Pricing; Claims; Tariff; Kandidatexamensarbete; Matematisk statistik; Generaliserad linjär modell; Försäkringsanspråk; Multiplikativ GLM; Regressionsanalys; Försäkring; Prissättning;

    Sammanfattning : This bachelor thesis lies within the field of mathematical statistics. In collaboration with the insurance company Hedvig, this thesis aims to explore a new method of handling Hedvig's insurance data by building a pricing model for all risk insurances, with Generalized Linear Models. LÄS MER

  2. 2. Simulation-Based Portfolio Optimization with Coherent Distortion Risk Measures

    Master-uppsats, KTH/Matematisk statistik

    Författare :Andreas Prastorfer; [2020]
    Nyckelord :Risk Management; Portfolio Optimization; Conditional Value-at-Risk; Coherent Distortion Riks Measures; Elliptical Distribution; GARCH model; Normal Copulas; Extreme Value Theory; Risk Contributions; Riskhantering; Portföljoptimering; Conditional Value-at-Risk; Koherenta distortionsriskmått; Elliptiska fördelningar; GARCH modeller; Normal-copula; Extremvärdes teori; Riskbidrag;

    Sammanfattning : This master's thesis studies portfolio optimization using linear programming algorithms. The contribution of this thesis is an extension of the convex framework for portfolio optimization with Conditional Value-at-Risk, introduced by Rockafeller and Uryasev. LÄS MER

  3. 3. The Impact of Weather on Residential Fires in Sweden: A Regression Analysis

    Kandidat-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik

    Författare :Viktor Reineck; Folke Ulfsparre; [2019]
    Nyckelord :Regression; Poisson; Negative binomial; Generalized linear models; Organizational theory; Regression; Poisson; Negativ binomial; Generaliserade linjära modeller; Organisationsteori;

    Sammanfattning : The purpose of this report is to investigate possible relationships between the number of residential fires in Sweden and various weather parameters. The study is conducted based on a hypothesis as stated by the MSB, the Swedish Civil Contingencies Agency, that behavioral factors related to weather can have an influence on the number of residential fires. LÄS MER

  4. 4. Purchase behaviour analysis in the retail industry using Generalized Linear Models

    Master-uppsats, KTH/Matematisk statistik

    Författare :Sofia Karlsson; [2018]
    Nyckelord :Generalized linear models; Algorithm; Historical transaction; Retail; Fashion; Recommendation engine;

    Sammanfattning : This master thesis uses applied mathematicalstatistics to analyse purchase behaviour based on customer data of the Swedishbrand Indiska. The aim of the study is to build a model that can helppredicting the sales quantities of different product classes and identify whichfactors are the most significant in the different models and furthermore, tocreate an algorithm that can provide suggested product combinations in thepurchasing process. LÄS MER

  5. 5. Claims Reserving using Gradient Boosting and Generalized Linear Models

    Master-uppsats, KTH/Matematisk statistik

    Författare :Marcus Ahlgren; [2018]
    Nyckelord :;

    Sammanfattning : One fundamental function of an insurance company revolves around calculating the expected claims costs for which the insurer has to compensate its policyholders for. This is the process of claims reserving which is practised by actuaries using statistical methods. LÄS MER