Sökning: "Paula Isacson"

Hittade 2 uppsatser innehållade orden Paula Isacson.

  1. 1. Optimization of Collateral Allocation for Corporate Loans : A nonlinear network problem minimizing the expected loss in case of default

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Sofia Grägg; Paula Isacson; [2022]
    Nyckelord :Nonlinear optimization; network problem; transportation problem; Markowitz; credit risk; Loss Given Default; Loan to Value; collateral management; many-to-many relations; modern portfolio theory; expected loss; risk management; optimization; allocation; portfolio; modeling; Icke-linjär optimering; nätverksproblem; transportproblem; Markowitz; kreditrisk; förlust givet fallisemang; belåningsgrad; säkerhetshantering; många-till-många relationer; modern portföljteori; förväntad förlust; riskhantering; optimering; allokering; portfölj; modellering.;

    Sammanfattning : Collateral management has become an increasingly valuable aspect of credit risk. Managing collaterals and constructing accurate models for decision making can give any lender a competitive advantage and decrease overall risks. LÄS MER

  3. 2. Optimisation of the Distribution of COVID-19 Vaccines

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Paula Isacson; Daniel Maslov; [2021]
    Nyckelord :Mixed-integer program; stochastic program; supply chain management; reliability; Blandad heltalsprogrammering; stokastisk programmering; logistik av försörjningskedja; tillförlitlighet;

    Sammanfattning : This paper explores how to optimally distribute vaccines by deciding what middle warehouses to use for storage. For this purpose, a network has been designed with a central warehouse, a set of middle warehouses and a set of local hospitals. LÄS MER