Browsing Student Projects by Author "Yayavaram, Anish Pratik"
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A bilevel optimization formulation for the setting of minimum required maintenance margins in stock exchanges
Yayavaram, Anish Pratik; Sandeep, Nagamalla Sai (Indian Institute of Management Ahmedabad, 2020)This report addresses a hierarchical margin setting decision problem. There are two decision makers, namely, the stock exchange and the investor. The stock exchange, which is the leader in the hierarchical process, controls ... -
IBNR loss forecasting for Indian insurance companies - analysis of IBNR loss forecasting for Indian insurance companies and related regulatory reporting
Yayavaram, Anish Pratik (Indian Institute of Management Ahmedabad, 2020)Insurance is an inherently risky industry, since its fundamental premise is centered around people paying “premiums” to offset their exposure to various specific categories of risk by placing the burden of that risk on an ...