Search for dissertations about: "solvency capital requirement"

Found 2 swedish dissertations containing the words solvency capital requirement.

  1. 1. 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

  2. 2. 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