Search for dissertations about: "Patrick Cheridito"

Found 1 swedish dissertation containing the words Patrick Cheridito.

2. 1. Dynamic valuation of insurance cash flows subject to capital requirements

   Author : Hampus Engsner; Filip Lindskog; Mathias Lindholm; Patrick Cheridito; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Valuation; Risk measures; Mathematical Statistics; matematisk statistik;

   Abstract : Insurance companies are required by regulation to be in possession of liquid assets that ensure that they can meet their obligations to policyholders with high probability. The amount is usually determined by an actuarial valuation, with for instance the Solvency II regulatory framework providing standard formulae. READ MORE