Modelling of Financial Contracts Production in the Employer’s Market

Relationship between performance and production of new financial contracts

Master Thesis (2019)
Author(s)

W.M. Hartel (TU Delft - Electrical Engineering, Mathematics and Computer Science)

Contributor(s)

P. Cirillo – Mentor (TU Delft - Applied Probability)

Cornelis W. Oosterlee – Graduation committee member (TU Delft - Numerical Analysis)

Jaap Hoekman – Coach

Faculty
Electrical Engineering, Mathematics and Computer Science
Copyright
© 2019 Wout Hartel
More Info
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Publication Year
2019
Language
English
Copyright
© 2019 Wout Hartel
Graduation Date
26-07-2019
Awarding Institution
Delft University of Technology
Programme
['Applied Mathematics | Financial Engineering']
Faculty
Electrical Engineering, Mathematics and Computer Science
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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.

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