Search for dissertations about: "Solvency II"

Found 5 swedish dissertations containing the words Solvency II.

  1. 1. The Solvency II Capital Requirement for Insurance Groups : On the Tension Between Regulatory Law and Company Law

    University dissertation from Linköping : Linköping University Electronic Press

    Author : Britta Behrendt Jonsson; Jan Kellgren; Herbert Jacobson; Jens Gal; [2018]
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Solvency II; insurance group; group SCR; solo SCR; own funds; hierarchy of norms; group supervision; Insurance Business Act; consolidation method; limited liability; German company law; Swedish company law; Limited Liability Put Option; Solvens II; försäkringsgrupp; gruppbaserat solvenskapitalkrav; egna medel; normhierarki; grupptillsyn; FRL; konsolideringsmetod; aktieägares ansvarsbegränsning; tysk bolagsrätt; svensk bolagsrätt; svensk associationsrätt; ömsesidiga försäkringsbolag; hybridbolag;

    Abstract : Since 2016, supervision of insurance undertakings in the European Union has been based on the Solvency II legal Since 2016, supervision of insurance undertakings in the European Union has been based on the Solvency II legal framework. Insurance undertakings that are part of an insurance group must be sufficiently capitalized both at company level and at group level. READ MORE

  2. 2. Insurance: solvency and valuation

    University dissertation from Göteborg : Chalmers University of Technology

    Author : Jonas Alm; Göteborgs universitet.; Gothenburg University.; [2015]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; risk aggregation; dependence modeling; solvency capital requirement; market-consistent valuation; market-consistent valuation; dependence modeling; solvency capital requirement;

    Abstract : This thesis concerns mathematical and statistical concepts useful to assess an insurer's risk of insolvency. We study company internal claims payment data and publicly available market data with the aim of estimating (the right tail of) the insurer's aggregate loss distribution. READ MORE

  3. 3. Topics in life and disability insurance

    University dissertation from Stockholm : KTH Royal Institute of Technology

    Author : Björn Löfdahl Grelsson; Boualem Djehiche; Jostein Paulsen; [2015]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Abstract : This thesis consists of five papers, presented in Chapters A-E, on topics in life and disability insurance. It is naturally divided into two parts, where papers A and B discuss disability rates estimation based on historical claims data, and papers C-E discuss claims reserving, risk management and insurer solvency. READ MORE

  4. 4. Polyelectrolyte - Surfactant Interactions in Dilute Suspensions. A Study Based on Monte Carlo simulations and Mean-Field Calcultations

    University dissertation from Department of Physical Chemistry, Lund University

    Author : Torsten Wallin; [1998]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; aggregation number; linear charge density; chain flexibility; mean-field; calculation; simulation; Monte Carlo; cmc; cac; interaction; electrostatic; charged; micelle; polyelectrolyte; surfactant; hydrophilic; hydrophobic; Physical chemistry; Fysikalisk kemi;

    Abstract : The complexation of macroions or charged micelles and oppositely charged polyelectrolytes was studied by the use of Monte-Carlo simulations and mean field calculations. The Monte-Carlo simulations were performed on a simple model system with the emphasis on the electrostatic interaction, (i) polyelectrolyte rigidity, (ii) polyelectrolyte linear charge density, (iii) surfactant tail length, and (iv) the polyelectrolyte concentration. READ MORE

  5. 5. Micro-level claims reserving in non-life insurance

    University dissertation from Stockholm : Department of Mathematics, Stockholm University

    Author : Felix Wahl; Mathias Lindholm; Filip Lindskog; Katrien Antonio; [2019]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; matematisk statistik; Mathematical Statistics;

    Abstract : Actuarial reserving deals with the problem of predicting outstanding claims payments on policies issued up to today to find an appropriate amount of capital, the claims reserve or technical provisions, to set aside in order to be able to meet obligations to policyholders. Historically, and commonly still today, this has been approached using purely algorithmic and deterministic methods, not based in any statistical models. READ MORE