Sökning: "Threshold Pricing"

Visar resultat 1 - 5 av 12 uppsatser innehållade orden Threshold Pricing.

  1. 1. Pricing and Modeling Heavy Tailed Reinsurance Treaties - A Pricing Application to Risk XL Contracts

    Master-uppsats, KTH/Matematisk statistik

    Författare :Ormia Abdullah Mohamad; Anna Westin; [2023]
    Nyckelord :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.;

    Sammanfattning : 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. LÄS MER

  3. 2. Paving the Path to Self-Sufficiency : Optimizing Photovoltaic Installations on Facilities with Emphasis on Consumption Patterns and Economic Viability

    Kandidat-uppsats, Uppsala universitet/Institutionen för samhällsbyggnad och industriell teknik

    Författare :Filippa Backman; Amanda Stafberg; Erik Sterner; Alva Wesslén; [2023]
    Nyckelord :;

    Sammanfattning : This bachelor's thesis explores the potential of Skolfastigheter's facilities to achieve self-sufficiency through solar power while maintaining economic feasibility. The study specifically examines the economic feasibility of various solar power installation sizes, while also exploring key characteristics of school facilities that influence their level of self-sufficiency. LÄS MER

  4. 3. Teoretisk undersökning om relationen mellan Big Data och ekologisk hållbarhet i tillverkande industri

    Kandidat-uppsats, KTH/Maskinkonstruktion (Inst.)

    Författare :Anton Pergert; William George; [2021]
    Nyckelord :;

    Sammanfattning : Industriella revolutionen hade sin begynnelse under mitten av 1700-talet. Idag befinner vi oss i början av den fjärde revolutionen, även känd som Industri 4.0 där smarta teknologier integreras i fabriker. Ett resultat av detta är insamlandet och hanteringen av stora mängder data, vilket introducerat Big Data i den tillverkande industrin. LÄS MER

  5. 4. The Implications of Increased Passive Investment: A Theoretical Approach

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Henrik Taro Hansson; Lisa-Maria Jonsson; [2020]
    Nyckelord :Passive Investment; Capital Markets; Market Efficiency; Asset Market Simulation;

    Sammanfattning : In this thesis, a theoretical model is constructed to assess potential implications of increased passive investment on capital market efficiency and stability. A population of active and passive investors is simulated in an artificial asset market to examine how the share of passive investment affects pricing efficiency, volatility, and comovement between assets. LÄS MER

  7. 5. An Application of A Bayesian Extreme Value Mixture Model to Reinsurance Excess-of-Loss Pricing and Extreme Value Threshold Selection

    Kandidat-uppsats, Uppsala universitet/Tillämpad matematik och statistik

    Författare :Asmir Prepic; [2018]
    Nyckelord :;

    Sammanfattning : .... LÄS MER