Essays about: "Héloïse de Sauvage Vercour"

Found 1 essay containing the words Héloïse de Sauvage Vercour.

  1. 1. Analysis and comparison of capital allocation techniques in an insurance context

    University essay from KTH/Matematisk statistik

    Author : Héloïse de Sauvage Vercour; [2013]
    Keywords : Insurer balance sheet; Capital allocation; Surplus; Diversification; Value-at-Risk; Option pricing theory; Capital Asset Pricing Model; Marginal capital allocation; Default value.;

    Abstract : Companiesissuing insurance cover, in return for insurance premiums, face the payments ofclaims occurring according to a loss distribution. Hence, capital must be heldby the companies so that they can guarantee the fulfilment of the claims ofeach line of insurance. READ MORE