Print Email Facebook Twitter Modelling of Financial Contracts Production in the Employer’s Market Title Modelling of Financial Contracts Production in the Employer’s Market: Relationship between performance and production of new financial contracts Author Hartel, Wout (TU Delft Electrical Engineering, Mathematics and Computer Science) Contributor Cirillo, Pasquale (mentor) Oosterlee, Kees (graduation committee) Hoekman, Jaap (graduation committee) Degree granting institution Delft University of Technology Programme Applied Mathematics | Financial Engineering Date 2019-07-26 Abstract This thesis is a research into the relationship between performance and sales of new financial contracts of financial products providers in the employer’s market. This thesis is written in collaboration with IG&H Consulting. Combining the performance scores given by advisors on financial providers and the production of new contracts over the past two years, a logistic regression is fitted with a selected group of performance variables. The results show a significant positive effect of the performance on the production of new financial contracts. The model predicts a potential growth in the number of contracts when there is an improvement in the performance of providers in the eyes of advisors. The performance of the model is not fully satisfying but it is a good starting point. It can be ameliorated in the future with the collection of contract specific information. Subject modellingfinancial contractsperformancelogistic regression To reference this document use: http://resolver.tudelft.nl/uuid:3f785788-7311-43f8-8064-7ac5027e1da5 Part of collection Student theses Document type master thesis Rights © 2019 Wout Hartel Files PDF Modelling_of_Financial_Co ... Market.pdf 224.29 KB Close viewer /islandora/object/uuid:3f785788-7311-43f8-8064-7ac5027e1da5/datastream/OBJ/view