Essays about: "insurance markets"

Showing result 1 - 5 of 45 essays containing the words insurance markets.

  1. 1. Portfolio Theories: A Comparison Between General and Sustainable Portfolios

    University essay from Umeå universitet/Institutionen för fysik

    Author : Axel Zetterfeldt; [2023]
    Keywords : ;

    Abstract : Insurance companies hold large amounts of assets to ensure that they can meet the claims of policyholders. They prefer safer investments with lower risk to guarantee future payouts. Sustainability has become a growing topic over the last couple of years and insurance companies have the possibilities to make the world more sustainable. READ MORE

  3. 2. A Causal Analysis of Cat Bond Markets

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Tim Matheis; [2023]
    Keywords : Cat bonds; Insurance-linked securities; Causal machine learning; Random forests;

    Abstract : This work is a contribution to the causal analysis of the catastrophe bond market, which has generated high excess returns over the last two decades. Since these excess returns remain partially unexplainable and the interest in catastrophe bonds is increasing, the causal study of the factors affecting their premiums is of high relevance. READ MORE

  4. 3. Investigation of portfolio strategies by means of simulation

    University essay from Göteborgs universitet/Institutionen för matematiska vetenskaper

    Author : Alexander Schälin; [2022-07-01]
    Keywords : Constant proportion portfolio insurance; Option based portfolio insurance; Irrational fraction brownian motion; Constant elasticity of variance; Ho-Lee; Black- Derman-Toy;

    Abstract : Portfolio insurance strategies are constructed to limit an investors loss but still reward them when the market goes up. In this thesis we compare two portfolio insurance strategies, Constant proportion portfolio insurance (CPPI) and Option based portfolio insurance. READ MORE

  5. 4. The Impact of Financial Crises and Natural Disasters on the US Catastrophe Bond Market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Martina Scaroni; Felicitas Gesa Lore Elisabeth Schulze-Steinen; [2022]
    Keywords : Catastrophe Bond; Atlantic Hurricanes; Natural Disasters; Financial Crisis; Business and Economics;

    Abstract : Catastrophe (CAT) bonds bring the needs of (re)insurance companies and investors together: They insure against natural disasters by transferring risk to the capital market while at the same time promising high returns and a certain detachment from financial markets. Being an alternative investment class that has been on the rise only in recent years, academic research on CAT bonds is comparatively limited. READ MORE

  6. 5. Optimizing the Cash Reserve in a Portfolio of US Life Insurance Policies

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Alva Happe; Wassim Seifeddine; [2022]
    Keywords : portfolio optimization; risk management; monte carlo; value at risk; life settlements; longevity risk; cash reserve; closed-end fund;

    Abstract : Hoarding a too large cash reserve is often unfavourable due to lost investment opportunities. Similarly, an insufficient cash reserve can be detrimental, as one might fail to meet payment obligations. Finding the optimal balance is nothing that is done in the blink of an eye, particularly when the underlying variable is stochastic, e.g. READ MORE