Search for dissertations about: "non life insurance thesis"

Showing result 1 - 5 of 27 swedish dissertations containing the words non life insurance thesis.

2. 1. Life after death : The diffusion of Swedish life insurance - Dynamics of financial and social modernization 1830-1950

   Author : Liselotte Eriksson; Magnus Lindmark; Robin Pearson; Umeå universitet; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; economic history; life insurance; married women s property rights; industrial life insurance; funeral cost; sales promotion; policyholder; Sweden; culture; financial system; women; ekonomisk historia; Economic History;

   Abstract : The aim of this thesis is to understand the diffusion process of Swedish life insurance during the period c. 1830-1950, with the specific aim to understand financial modernization and social mobilization as reflected in the diffusion of life insurance to less well-to-do classes and women. READ MORE

4. 2. Stochastic claims reserving in non-life insurance : Bootstrap and smoothing models

   Author : Susanna Björkwall; Ola Hössjer; Esbjörn Ohlsson; Peter England; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Bootstrap; Chain-ladder; Generalized linear model; Separation method; Smoothing; Stochastic claims reserving; Mathematical statistics; Matematisk statistik; Mathematical Statistics; matematisk statistik;

   Abstract : In practice there is a long tradition of actuaries calculating reserve estimates according to deterministic methods without explicit reference to a stochastic model. For instance, the chain-ladder was originally a deterministic reserving method. READ MORE

5. 3. 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

6. 4. Tree-based machine learning methods with non-life insurance applications

   Author : Henning Zakrisson; Mathias Lindholm; Filip Lindskog; Julien Trufin; Stockholms universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; matematisk statistik; Mathematical Statistics;

   Abstract : Non-life insurance is a field which has been data-driven for a long time, with the statistical framework behind modern-day actuarial sciences laid out at the beginning of the 20th century. Problems regarding the estimation and prediction of risk are relevant to the insurance industry specifically, but also for society as a whole. READ MORE

7. 5. 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