Essays about: "Liability insurance"

Showing result 1 - 5 of 24 essays containing the words Liability insurance.

  1. 1. Navigating the Volatility Adjustment in Solvency II : Portfolio Optimization for Balance Sheet Stability

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Max Thorendal; [2023]
    Keywords : ;

    Abstract : This thesis investigates volatility adjustment from the Solvency II regulation and portfolio allocation methods for pension- and life insurance companies aiming to maintain a stable balance sheet. The volatility adjustment is a component added to the risk-free rate for discounting the present value of future liabilities, and it is calculated monthly based on the spread levels in the fixed-income market. READ MORE

  3. 2. 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

  4. 3. The impact of pension financing on company performance

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : David Elvingsson; Simon Danielsson; [2018]
    Keywords : Pensions; ITP2; Discount rate; PRI; Alecta;

    Abstract : The aim of this study is to examine whether the risk and return of Swedish companies differ depending on the way they meet their pensions obligations. In particular we compare the two possible solutions for financing ITP2, that is the PRI-method, where pension provisions are invested in the companies' assets and kept as a liability on the balance sheet, and the Alecta-method, where pension provisions are invested in a pension fund by the insurance company Alecta. READ MORE

  5. 4. A Case Study on Long-tail Risks and Risk Mitigation in Risk Management : How can AGCS make best use of risk mitigation measures for drafting product liability policy wordings?

    University essay from Umeå universitet/Företagsekonomi

    Author : Pierre Rinaldo Iversen; [2018]
    Keywords : Insurance; Risk Management; Long-tail Risk; Policy Wording;

    Abstract : A Case Study on Long-tail Risks and Risk Mitigation in Risk Management.   How can Allianz Global Corporate and Specialty (AGCS) make best use of risk mitigation measures for drafting product liability policy wordings? A case study on Triclosan as a possible Endocrine Disruptor with the potential for Mass Litigation. READ MORE

  6. 5. Asset-Liability Management with in Life Insurance

    University essay from KTH/Matematisk statistik

    Author : Jakob Gip Orreborn; [2017]
    Keywords : Asset-liability management; Participating life insurance policies; Bonus policy; Ssurrender;

    Abstract : In recent years, new regulations and stronger competition have further increased the importance of stochastic asset-liability management (ALM) models for life insurance firms. However, the often complex nature of life insurance contracts makes modeling to a challenging task, and insurance firms often struggle with models quickly becoming too complicated and inefficient. READ MORE