Essays about: "risk management solvency"
Showing result 1 - 5 of 12 essays containing the words risk management solvency.
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1. Black Box Optimization Framework for Reinsurance of Large Claims
University essay from Stockholms universitet/Statistiska institutionenAbstract : 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
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2. Solvency Capital Requirement Coverage Ratio at Risk
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : The Solvency II regulation is an important part of a property insurance company's reality. There is a need to complement the risk management focus on value changes and the financial result with a focus on the regulatory consequences of the value changes. READ MORE
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3. Asset and Liability Management: Optimization using Least-Squares Monte Carlo
University essay from Lunds universitet/Matematisk statistikAbstract : This thesis aims to examine an efficient asset and liability management method under Solvency II regulations, and to find an optimization framework that takes complex interactions between assets and liabilities into account. The investigated approach consists of a least-squares Monte Carlo method, where least-squares regression is used to obtain a proxy function for future net asset values. READ MORE
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4. Investment Opportunities for Swedish Life Insurance Companies
University essay from KTH/Matematisk statistikAbstract : Since the new risk sensitive regulation Solvency II was enabled the 1st of January 2016 the European insurance companies have to review their investment strategies. Insurance companies are among the largest institutional investors in Europe holding EUR 6.7 trillion assets, thus major changes in their asset management can impact the capital markets. READ MORE
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5. How External Requirements Affect the InsuranceIndustry : An Investigation on Swedish Insurance Companies’Adjustments to Solvency II
University essay from KTH/Hållbarhet och industriell dynamik; KTH/Entreprenörskap och InnovationAbstract : The financial sector stands for an important part of society’s fundamental infrastructure andnational economy. Previous financial crises indicate the importance of having a well-regulatedfinancial market. Former directives of regulating the insurance industry had insufficient solvencyregulations and were lacking in risk management. READ MORE