Modelling of Financial Contracts Production in the Employer’s Market

Modelling of Financial Contracts Production in the Employer’s Market: Relationship between performance and production of new financial contracts

Hartel, Wout (TU Delft Electrical Engineering, Mathematics and Computer Science)

Cirillo, Pasquale (mentor)
Oosterlee, Kees (graduation committee)
Hoekman, Jaap (graduation committee)

Delft University of Technology

Applied Mathematics | Financial Engineering

2019-07-26

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.

modelling
financial contracts
performance
logistic regression

http://resolver.tudelft.nl/uuid:3f785788-7311-43f8-8064-7ac5027e1da5

Student theses

master thesis

© 2019 Wout Hartel