Essays about: "insurance company"

Showing result 1 - 5 of 179 essays containing the words insurance company.

1. 1. ON THE CVA OF CREDIT DEFAULT SWAPS: THE IMPLICATION OF DEPENDENCE USING A COPULA APPROACH

   University essay from Göteborgs universitet/Graduate School

   Author : Sebastian Alm; Joel Fredriksson Pregmark; [2023-06-29]
   Keywords : Credit Value Adjustment; Counterparty Credit Risk; Wrong Way Risk; Credit Default Swap; Semi-Analytical Model; Interest Rate Swap;

   Abstract : This study examines the nature and background to the Credit Value Adjustment(CVA), a concept that has gained focus due the it’s heightened importance for financial institutions subsequent to the 2008 financial crisis. CVA can be defined as the the price that should be added to the bilateral defaultable contract to adjust for the existing Counterparty Credit Risk (CCR) so that the contract will have the same value as a corresponding risk-free contract. READ MORE

3. 2. Double Machine Learning for Insurance Price Optimization

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : Jakob Kristiansson; [2023]
   Keywords : DML; Double Machine Learning; Price Optimization; Insurance Pricing; DML; Dubbel Maskininlärning; Prisoptimering; Försäkringsprissättning;

   Abstract : This thesis examines how recent advances in debaised machine learning can be used for estimating price elasticities of demand within the automotive insurance field. Traditional methods such as generalized linear model (GLM) to estimate demand has no way of ensuring there are no biases in the underlying data selection, especially when the confounding variables are many. READ MORE

4. 3. A Predictive Analysis of Customer Churn

   University essay from KTH/Matematisk statistik

   Author : Olivia Eskils; Anna Backman; [2023]
   Keywords : Churn prediction; CRM; optimization; applied mathematics; machine learning; gradient boosting; random forest; logistic regression; insurance industry; Kundbortfall; CRM; optimering; tillämpad matematik; maskininlärning; gradient boosting; random forest; logistisk regression; försäkringsbranschen;

   Abstract : Churn refers to the discontinuation of a contract; consequently, customer churn occurs when existing customers stop being customers. Predicting customer churn is a challenging task in customer retention, but with the advancements made in the field of artificial intelligence and machine learning, the feasibility to predict customer churn has increased. READ MORE

5. 4. Rapid expansion of roof mounted PV systems in commercial facilities - How can they be insured?

   University essay from Lunds universitet/Riskhantering (CI); Lunds universitet/Avdelningen för Riskhantering och Samhällssäkerhet

   Author : Erik Lindén; [2023]
   Keywords : PV system fires; PV component failures; PV regulations; future PV regulations; PV risk assessment; PV risk evaluation; PV insurance price; Technology and Engineering;

   Abstract : PV system components that are exposed to unmanageable strain can be overheated, which subsequently results in a fire ignition. Common failure factors are poor component quality, mechanical exposure due to natural phenomena and poor craftmanship. The underlying problem is that PV regulations are lacking in quality or are non-existent. READ MORE

6. 5. 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