Sökning: "Solvency Capital Requirement Coverage Ratio at Risk"

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  1. 1. Solvency Capital Requirement Coverage Ratio at Risk

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Joakim Kjeller; [2018]
    Nyckelord :Solvency Capital Requirement Coverage Ratio at Risk; Monte Carlo Simulation; Value at Risk; Solvency II; Mathematical Finance;

    Sammanfattning : 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. LÄS MER