Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Guterstam, Rasmus"'
Evaluating Markov Chain Monte Carlo Methods for Estimating Systemic Risk Measures Using Vine Copulas
Autor:
Guterstam, Rasmus, Trojenborg, Vidar
This thesis attempts to evaluate the Markov Chain Monte Carlo (MCMC) methods Metropolis-Hastings (MH) and No-U-Turn Sampler (NUTS) to estimate systemic risk measures. The subject of analysis is an equity portfolio provided by a Nordic asset managemen
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-304674
Exploring a personal property pricing method in insurance context using multiple regression analysis
Autor:
Guterstam, Rasmus, Trojenborg, Vidar
In general, insurance companies and especially their clients face long and complicated claims processes where payments rarely, and almost reluctantly, are made the same day. A part of this slow moving procedure is the fact that in some cases the insu
Externí odkaz:
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-254300
Autor:
Guterstam, Rasmus, Trojenborg, Vidar
This thesis attempts to evaluate the Markov Chain Monte Carlo (MCMC) methods Metropolis-Hastings (MH) and No-U-Turn Sampler (NUTS) to estimate systemic risk measures. The subject of analysis is an equity portfolio provided by a Nordic asset managemen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::9908d657a378d81a5b6011b63407e991
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-304674
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-304674
Autor:
Guterstam, Rasmus, Trojenborg, Vidar
In general, insurance companies and especially their clients face long and complicated claims processes where payments rarely, and almost reluctantly, are made the same day. A part of this slow moving procedure is the fact that in some cases the insu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::bc2ff562a1a4b757ffd14b03ccf1a223
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-254300
http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-254300