Sökning: "solvency capital requirement"

Hittade 2 avhandlingar innehållade orden solvency capital requirement.

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