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Browsing Capstone Projects by Author "Wei, Dongming"

Browsing Capstone Projects by Author "Wei, Dongming"

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  • Copula functions in Credit Metrics’ VaR estimation 
    Magzanov, Shynggys (Nazarbayev University School of Science and Technology, 2019-08-08)
    Credit risk modelling of a portfolio of exposures is essential part of activity of every financial institution. However this procedure is complicated since the joint behavior of chosen exposures must be known. In this paper ...
  • Nonlinear Regression Analysis of the generalized Logistic Model as an Actuarial life contingency model 
    Kadenova, Aida (Nazarbayev University School of Science and Technology, 2019-08-08)
    The aim of this project is to analyze three different population models such as Gompertz, Logistic and Generalized Logistic based USA population data. Finding the appropriate model is essential in actuarial application. ...