Essays about: "Capital Insurance"

Showing result 1 - 5 of 59 essays containing the words Capital Insurance.

1. 1. Impact of Covid-19 on students' financial asset allocation: A Jönköping University study : Quantitative research study on students’ attending Jönköping University financial asset allocation prior and post Covid-19 with different risk attitudes.

   University essay from Jönköping University/IHH, Företagsekonomi

   Author : Axel Koch; [2023]
   Keywords : Financial asset allocation; Risk-averse; risk-neutral risk-preference; economic uncertainty; Market fluctuations; Expected utility theory.;

   Abstract : Background: Since the emergence of Covid-19 has it reaped and created havoc within every segment of society on a national and global scale. The financial market experienced significant declines and losses but some asset items handled the fluctuations better than others. READ MORE

3. 2. 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

4. 3. 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

5. 4. Climate change and Banking regulation: How Swedish professionals think about regulating climate-related risk drivers

   University essay from Lunds universitet/Miljö- och energisystem

   Author : Jakob Gustafsson; [2022]
   Keywords : Climate-related risk drivers; physical risk; transition risk; financian risk; banking regulation; interview study; Technology and Engineering;

   Abstract : Syfte: Denna masteruppsats ämnar att deskriptivt beskriva hur bankanställda och experter på bankregleringsområdet ser på de regleringen av de finansiella risker som härrör från klimatförändringarna. Material och metod: Semistrukturerade expertintervjuer genomfördes med fem bankanställda från svenska banker av olika storlek samt med fyra experter på bankreglering och en expert på översvämningar och havsnivåhöjning. READ MORE

6. 5. Black Box Optimization Framework for Reinsurance of Large Claims

   University essay from Stockholms universitet/Statistiska institutionen

   Author : Sina Mozayyan; [2022]
   Keywords : augmented Lagrangian; constraint optimization by linear interpolation; derivative-free black box optimization; DIRECT L ; evolutionary optimization; NLopt package; mean-variance premium principle; risk management; Solvency II;

   Abstract : A framework for optimization of reinsurance strategy is proposed for an insurance company with several lines of business (LoB), maximizing the Economic Value of purchasing reinsurance. The economic value is defined as the sum of the average ceded loss, the deducted risk premium, and the reduction in the cost of capital. READ MORE