Modelling of Financial Contracts Production in the Employer’s Market

Relationship between performance and production of new financial contracts

Master thesis (2019)

Authors

W.M. Hartel Electrical Engineering, Mathematics and Computer Science

Contributors

P. Cirillo Applied Probability - EEMCS (mentor)
C.W. Oosterlee Numerical Analysis - EEMCS (graduation committee member)
Jaap Hoekman (coach)
Faculty
Electrical Engineering, Mathematics and Computer Science, Electrical Engineering, Mathematics and Computer Science
Copyright: © 2019 Wout Hartel
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Published Date

26-07-2019

Language

English

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Faculty

Electrical Engineering, Mathematics and Computer Science

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.