Sökning: "Reinsurance"

Visar resultat 1 - 5 av 20 uppsatser innehållade ordet Reinsurance.

  1. 1. Pricing and Modeling Heavy Tailed Reinsurance Treaties - A Pricing Application to Risk XL Contracts

    Master-uppsats, KTH/Matematisk statistik

    Författare :Ormia Abdullah Mohamad; Anna Westin; [2023]
    Nyckelord :Reinsurance; Extreme Value Theory; POT-model; Hill estimator; Risk XL contracts; Generalized Pareto distribution; Method of Moments.; Återförsäkring; Extremevärdesteori; POT-modellen; Hill estimatorn; Risk XL kontrakt; generella Paretofördelningen; Momentmetoden.;

    Sammanfattning : To estimate the risk of a loss occurring for insurance takers is a difficult task in the insurance industry. It is an even more difficult task to price the risk for reinsurance companies which insures the primary insurers. LÄS MER

  3. 2. An Extreme Value Approach to Modelling Construction Defect Insurance Claims

    Kandidat-uppsats, Lunds universitet/Matematisk statistik

    Författare :Matilda Ekermann; Ida Swartling; [2022]
    Nyckelord :Extreme value theory; insurance; block-maxima; peaks over threshold; Poisson process; Mathematics and Statistics;

    Sammanfattning : Predicting future large claims, as well as the total cost, of a specific insurance is essential for insurance companies, for example when setting premium levels or purchasing reinsurance coverage. The purpose of this thesis is to investigate if extreme value theory can be applied to construction defect insurance claims. LÄS MER

  4. 3. Black Box Optimization Framework for Reinsurance of Large Claims

    Master-uppsats, Stockholms universitet/Statistiska institutionen

    Författare :Sina Mozayyan; [2022]
    Nyckelord :augmented Lagrangian; constraint optimization by linear interpolation; derivative-free black box optimization; DIRECT L ; evolutionary optimization; NLopt package; mean-variance premium principle; risk management; Solvency II;

    Sammanfattning : 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. LÄS MER

  5. 4. Värdering av klimatrisk inom försäkringsbranschen - En kvalitativ studie om värdering av klimatrisker och implikationer av klimatförändringar för försäkringsbolag i Sverige

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Aron Holmgren; Robin Karlsson; [2020-07-07]
    Nyckelord :;

    Sammanfattning : Global costs due to natural disasters have increased by staggering proportions over recent years. Rising temperatures and increased precipitation contribute to more extreme weather events where climate-related damage is becoming more common. LÄS MER

  7. 5. An Application of A Bayesian Extreme Value Mixture Model to Reinsurance Excess-of-Loss Pricing and Extreme Value Threshold Selection

    Kandidat-uppsats, Uppsala universitet/Tillämpad matematik och statistik

    Författare :Asmir Prepic; [2018]
    Nyckelord :;

    Sammanfattning : .... LÄS MER