Search for dissertations about: "insurance: solvency and valuation"

Found 5 swedish dissertations containing the words insurance: solvency and valuation.

  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. 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

  5. 3. Modern developments in insurance mathematics

    Author : Lina Palmborg; Filip Lindskog; Mathias Lindholm; Vali Asimit; Stockholms universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; matematisk statistik; Mathematical Statistics;

    Abstract : Arguably the most important developments in the insurance industry in the last decade have been centered around two themes: regulation and machine learning. Regulation has affected both actuarial work and research in insurance mathematics through the introduction of Solvency II in 2016, and more recently IFRS 17. READ MORE

  6. 4. Essays in financial guarantees and risky debt

    Author : Gunnar Dahlfors; Peter Jansson; Handelshögskolan i Stockholm; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Abstract : This dissertation consists of six separate papers dealing with the valuation of financial guarantees and risky debt contract. Each of these papers is independent and distinct. The main theme is the valuation of securities by contingent claims analysis (CCA). Paper 1: Valuation of Financial Guarantees A Presentation and a Critique. READ MORE

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

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

    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