Essays about: "Insurance market"

Showing result 1 - 5 of 167 essays containing the words Insurance market.

  1. 1. 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

  3. 2. Model for Central Counterparty Risk with Stochastic Default Intensities

    University essay from Göteborgs universitet/Graduate School

    Author : Francesco Marconi; [2021-09-30]
    Keywords : ;

    Abstract : In this thesis we use a dynamic model to compute several margins required by a central counterparty, the central clearing house (CCP), to the participants, called clearing members (CM). These margins form the so called default waterfall. In this market only credit default swaps (CDS) are exchanged. READ MORE

  4. 3. The CCE model applied to the nexus of real GDP and the insurance market

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Isak Werner; [2021]
    Keywords : Insurance market; economic development; cross-sectional dependence; cointegration; CCE estimation.; Business and Economics;

    Abstract : Existing studies on the relationship between the insurance market and economic development tend to use empirical methods that rely on the unrealistic assumption of cross-sectional independence. This thesis aims to highlight the drawbacks of this assumption. READ MORE

  5. 4. Leadership in the Internal Employer Branding Process. A hermeneutic study of leadership and internal employer branding from a managerial perspective

    University essay from Lunds universitet/Pedagogik

    Author : Daniella Möller Almasidou; [2021]
    Keywords : Leadership; Management; Internal Employer Branding; Employees; Employer Value Proposition; Social Sciences;

    Abstract : Today's society is in constant change and development where globalisation and technology have affected the labour market. As a result, the labour market is different and the employees set higher demands with new requirements for the employer to satisfy. READ MORE

  6. 5. Combined Actuarial Neural Networks in Actuarial Rate Making

    University essay from KTH/Matematisk statistik

    Author : Axel Gustafsson; Jacob Hansén; [2021]
    Keywords : Insurance; insurance pricing; rate making; pure premium modelling; generalised linear model; neural network; combined actuarial neural network; black box model interpretability; Försäkring; försäkringsprissättning; tariffanalys; pure premium modellering; generalised linear model; neurala nätverk; kombinerat aktuariskt neurala nätverk; black box modelltolkning;

    Abstract : Insurance is built on the principle that a group of people contributes to a common pool of money which will be used to cover the costs for individuals who suffer from the insured event. In a competitive market, an insurance company will only be profitable if their pricing reflects the covered risks as good as possible. READ MORE