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Showing result 1 - 5 of 7 swedish dissertations matching the above criteria.
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1. The Solvency II Capital Requirement for Insurance Groups : On the Tension Between Regulatory Law and Company Law
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
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2. Insurance: solvency and valuation
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
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3. Topics in life and disability insurance
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
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4. Dynamic valuation of insurance cash flows subject to capital requirements
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
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5. Polyelectrolyte - Surfactant Interactions in Dilute Suspensions. A Study Based on Monte Carlo simulations and Mean-Field Calcultations
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