Search for dissertations about: "Solvency"

Showing result 1 - 5 of 13 swedish dissertations containing the word Solvency.

2. 1. Insurance: solvency and valuation

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

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

   Author : Britta Behrendt Jonsson; Jan Kellgren; Herbert Jacobson; Jens Gal; Linköpings universitet; []
   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

5. 3. Topics in life and disability insurance

   Author : Björn Löfdahl Grelsson; Boualem Djehiche; Jostein Paulsen; KTH; []
   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

6. 4. Cellulose Dissolution and Amphiphilicity : Insights on the Emulsion Formation and Stabilization

   Author : Carolina Costa; Magnus Norgren; Håkan Edlund; Orlando Rojas; Mittuniversitetet; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

   Abstract : An amphiphilic polymer is expected to adsorb at the oil-water interface and be capable of stabilizing emulsions. Cellulose derivatives, cellulose nanoparticles and regenerated cellulose particles show an intrinsic amphiphilic character by self-assembling at oil-water interfaces and stabilizing emulsions without the aid of surfactants or any other co-stabilizers. READ MORE

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

   Author : Torsten Wallin; Fysikalisk kemi; []
   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