Sökning: "Solvency II"

Visar resultat 1 - 5 av 7 avhandlingar innehållade orden Solvency II.

1. 1. The Solvency II Capital Requirement for Insurance Groups : On the Tension Between Regulatory Law and Company Law

   Författare :Britta Behrendt Jonsson; Jan Kellgren; Herbert Jacobson; Jens Gal; Linköpings universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Solvency II; insurance group; group SCR; solo SCR; own funds; hierarchy of norms; group supervision; Insurance Business Act; consolidation method; limited liability; German company law; Swedish company law; Limited Liability Put Option; Solvens II; försäkringsgrupp; gruppbaserat solvenskapitalkrav; egna medel; normhierarki; grupptillsyn; FRL; konsolideringsmetod; aktieägares ansvarsbegränsning; tysk bolagsrätt; svensk bolagsrätt; svensk associationsrätt; ömsesidiga försäkringsbolag; hybridbolag;

   Sammanfattning : Since 2016, supervision of insurance undertakings in the European Union has been based on the Solvency II legal Since 2016, supervision of insurance undertakings in the European Union has been based on the Solvency II legal framework. Insurance undertakings that are part of an insurance group must be sufficiently capitalized both at company level and at group level. LÄS MER

3. 2. Insurance: solvency and valuation

   Författare :Jonas Alm; Göteborgs universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; risk aggregation; dependence modeling; solvency capital requirement; market-consistent valuation; market-consistent valuation;

   Sammanfattning : This thesis concerns mathematical and statistical concepts useful to assess an insurer's risk of insolvency. We study company internal claims payment data and publicly available market data with the aim of estimating (the right tail of) the insurer's aggregate loss distribution. LÄS MER

4. 3. Topics in life and disability insurance

   Författare :Björn Löfdahl Grelsson; Boualem Djehiche; Jostein Paulsen; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

   Sammanfattning : This thesis consists of five papers, presented in Chapters A-E, on topics in life and disability insurance. It is naturally divided into two parts, where papers A and B discuss disability rates estimation based on historical claims data, and papers C-E discuss claims reserving, risk management and insurer solvency. LÄS MER

5. 4. Polyelectrolyte - Surfactant Interactions in Dilute Suspensions. A Study Based on Monte Carlo simulations and Mean-Field Calcultations

   Författare :Torsten Wallin; Fysikalisk kemi; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; aggregation number; linear charge density; chain flexibility; mean-field; calculation; simulation; Monte Carlo; cmc; cac; interaction; electrostatic; charged; micelle; polyelectrolyte; surfactant; hydrophilic; hydrophobic; Physical chemistry; Fysikalisk kemi;

   Sammanfattning : The complexation of macroions or charged micelles and oppositely charged polyelectrolytes was studied by the use of Monte-Carlo simulations and mean field calculations. The Monte-Carlo simulations were performed on a simple model system with the emphasis on the electrostatic interaction, (i) polyelectrolyte rigidity, (ii) polyelectrolyte linear charge density, (iii) surfactant tail length, and (iv) the polyelectrolyte concentration. LÄS MER

7. 5. Dynamic valuation of insurance cash flows subject to capital requirements

   Författare :Hampus Engsner; Filip Lindskog; Mathias Lindholm; Patrick Cheridito; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Valuation; Risk measures; Mathematical Statistics; matematisk statistik;

   Sammanfattning : Insurance companies are required by regulation to be in possession of liquid assets that ensure that they can meet their obligations to policyholders with high probability. The amount is usually determined by an actuarial valuation, with for instance the Solvency II regulatory framework providing standard formulae. LÄS MER