A Data Driven Approach to Calculate Optimum Collateral Amount for Vulnerable Option
نویسندگان
چکیده
منابع مشابه
a new approach to credibility premium for zero-inflated poisson models for panel data
هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...
15 صفحه اولa benchmarking approach to optimal asset allocation for insurers and pension funds
uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...
15 صفحه اولProposing an approach to calculate headway intervals to improve bus fleet scheduling using a data mining algorithm
The growth of AVL (Automatic Vehicle Location) systems leads to huge amount of data about different parts of bus fleet (buses, stations, passenger, etc.) which is very useful to improve bus fleet efficiency. In addition, by processing fleet and passengers’ historical data it is possible to detect passenger’s behavioral patterns in different parts of the day and to use it in order to improve fle...
متن کاملA New Method to Calculate the Absolute Amount of High-Pressure Adsorption of Supercritical Fluid
In the paper we developed a new method to determine the absolute amount of adsorption. This method relies on the excess adsorption isotherm and the density profile in the pore of one material. To compute the density profile and decrease complex calculation of obtaining the absolute amount of adsorption we introduced Simplified Local-Density (SLD) model. A few of appropriate parameters were ...
متن کاملA Data-Driven Approach for Mapping Multivariate Data to Color
A wide variety of color schemes have been devised for mapping scalar data to color. Some use the data value to index a color scale. Others assign colors to different, usually blended disjoint materials, to handle areas where materials overlap. A number of methods can map low-dimensional data to color, however, these methods do not scale to higher dimensional data. Likewise, schemes that take a ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Indian Journal of Science and Technology
سال: 2016
ISSN: 0974-5645,0974-6846
DOI: 10.17485/ijst/2016/v9i17/93040