Essays about: "Återförsäkring"

Found 4 essays containing the word Återförsäkring.

1. 1. Pricing and Modeling Heavy Tailed Reinsurance Treaties - A Pricing Application to Risk XL Contracts

   University essay from KTH/Matematisk statistik

   Author : Ormia Abdullah Mohamad; Anna Westin; [2023]
   Keywords : Reinsurance; Extreme Value Theory; POT-model; Hill estimator; Risk XL contracts; Generalized Pareto distribution; Method of Moments.; Återförsäkring; Extremevärdesteori; POT-modellen; Hill estimatorn; Risk XL kontrakt; generella Paretofördelningen; Momentmetoden.;

   Abstract : To estimate the risk of a loss occurring for insurance takers is a difficult task in the insurance industry. It is an even more difficult task to price the risk for reinsurance companies which insures the primary insurers. READ MORE

3. 2. An Extreme Value Approach to Modelling Construction Defect Insurance Claims

   University essay from Lunds universitet/Matematisk statistik

   Author : Matilda Ekermann; Ida Swartling; [2022]
   Keywords : Extreme value theory; insurance; block-maxima; peaks over threshold; Poisson process; Mathematics and Statistics;

   Abstract : Predicting future large claims, as well as the total cost, of a specific insurance is essential for insurance companies, for example when setting premium levels or purchasing reinsurance coverage. The purpose of this thesis is to investigate if extreme value theory can be applied to construction defect insurance claims. READ MORE

4. 3. Retrocession for Portfolio Optimization in Reinsurance

   University essay from KTH/Optimeringslära och systemteori

   Author : Erik Rasmusson; [2014]
   Keywords : Reisurance; Retrocession; Portfolio Optimization; Risk Measures;

   Abstract : Reinsurance is the insurance protection of an insurance company. Retrocession is reinsurance for a portfolio of reinsurance contracts. Reinsurance portfolios can comprise several thousand contracts that may be contingent on the same events, which makes retrocession a complex decision. READ MORE

5. 4. Corporate Social Networks within the Financial Sector : A tool to enhance unity and knowledge sharing

   University essay from KTH/Industriell ekonomi och organisation (Avd.); KTH/Skolan för datavetenskap och kommunikation (CSC); KTH/Skolan för informations- och kommunikationsteknik (ICT)

   Author : Simon Janghede; David Bradka; [2013]
   Keywords : corporate social networks; enterprise social networks; platforms; financial sector; financial business; financial services; insurance; reinsurance; knowledge sharing; social; knowledge management; knowledge management systems; information spreading; system evaluation; företagsbaserade sociala nätverk; företagsinriktade sociala nätverk; plattformar; finansbranchen; finansiella sectorn; försäkring; återförsäkring; kunskapsspridning; kunskapsdelning; social; kunskapshantering; kunskapshanteringssystem; informationsspridning; systemutvärdering;

   Abstract : This study has been conducted with Sirius International as a case company. The investigation has revolved around the weaknesses Sirius, along with the authors, have identified concerning the international collaboration and communication. READ MORE