Essays about: "Björn Widing"

Found 2 essays containing the words Björn Widing.

  1. 1. Valuation Practices of IFRS 17

    University essay from KTH/Matematisk statistik

    Author : Björn Widing; Jimmy Jansson; [2018]
    Keywords : IFRS 17; Valuation; Life insurance; Insurance contracts; Contractual service; IFRS 17; Värdering; Livförsäkring; Försäkringskontrakt; Avtalsmässig servicemarginal;

    Abstract : This research assesses the IFRS 17 Insurance Contracts standard from a mathematical and actuarial point of view. Specifically, a valuation model that complies with the standard is developed in order to investigate implications of the standard on financial statements of insurance companies. READ MORE

  3. 2. Solvency Capital Requirement (SCR) for Market Risks : A quantitative assessment of the Standard formula and its adequacy for a Swedish insurance company

    University essay from KTH/Matematisk statistik

    Author : Björn Widing; [2016]
    Keywords : Solvency II; Standard formula; Solvency Capital Requirement; Value at Risk; Principal Component Analysis; Cornish Fisher expansion; Solvens II; Standardformeln; Kapitalbaskrav; Value at Risk; Principalkomponents analys; Cornish Fisher expansion;

    Abstract : The purpose of this project is to validate the adequacy of the Standard formula, used to calculate the Solvency Capital Requirement (SCR), with respect to a Swedish insurance company. The sub-modules evaluated are Equity risk (type 1) and Interest rate risk. The validation uses a quantitative assessment and the concept of Value at Risk (VaR). READ MORE