Sökning: "Risk estimates"

Visar resultat 11 - 15 av 404 avhandlingar innehållade orden Risk estimates.

  1. 11. Essays on Financial Risks and Derivatives with Applications to Electricity Markets and Credit Markets

    Författare :Rikard Green; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Markov Chain Monte Carlo; Jump Diffusion Process; Stochastic Volatility; VaR; Electricity Markets; Market Risk; Forward Curve; Credit Risk; Currency Effects;

    Sammanfattning : Contracts traded on international financial and commodity markets are associated with complex risk structures. In this dissertation we are concerned with two specific types of risks; market risks and credit risks. The first chapter investigates market risks in the context of the Nordic electricity market. LÄS MER

  3. 12. On Uncertainty and Data Worth in Decision Analysis for Contaminated Land

    Författare :Pär-Erik Back; Chalmers tekniska högskola; []
    Nyckelord :LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; uncertainty; decision analysis; risk; sampling; data worth; soil sampling; contaminated land;

    Sammanfattning : Contaminated soil and groundwater is a problem that has received increased attention in the last decade. Decision-making about investigation strategies, protective actions, and remedial actions is based on sparse and uncertain information, primarily data of contaminant concentrations and geological information. LÄS MER

  4. 13. Essays on credit markets and banking

    Författare :Ulf Holmberg; Kurt Brännäs; Jörgen Hellström; Peter Englund; Umeå universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; financial stability; credit market; banking; agent based model; simulations; disequilibrium; clearing market; business cycle; risk; organization; ekonometri; Econometrics; nationalekonomi; Economics;

    Sammanfattning : This thesis consists of four self-contained papers related to banking, credit markets and financial stability.    Paper [I] presents a credit market model and finds, using an agent based modeling approach, that credit crunches have a tendency to occur; even when credit markets are almost entirely transparent in the absence of external shocks. LÄS MER

  5. 14. Modelling and inference of relative collision safety in cars

    Författare :Anna Vadeby; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Collision; Mathematical model; Head on collision; Injury; Risk; Car; 91 Road: Vehicle design and construction; 91 Road: Vehicle design and construction; 85 Road: Personal injuries; 85 Road: Personal injuries;

    Sammanfattning : We propose a new mathematical model for relative collision safety in cars. Our present research is restricted to head-on crashes between two cars and we try to determine how much of the injury risk in a crash that depends on car model. The relative risks include the driver populations of the different car models. LÄS MER

  7. 15. Speed Choice : The Driver, the Road and Speed Limits

    Författare :Mats Haglund; Nils Petter Gregersen; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Psychology; Driving behaviour; Speed choice; Risk estimates; Enforcement; Attitudes; Psykologi; Psychology; Psykologi; Psychology; psykologi;

    Sammanfattning : Speed choice is one of the more characteristic features of driver behaviour. The speed a driver chooses to travel at determines the degree of difficulty he or she operates under. Higher speeds lead to more accidents, higher accident risk and more severe consequences of an accident. LÄS MER