Avancerad sökning
Visar resultat 1 - 5 av 12 uppsatser som matchar ovanstående sökkriterier.
1. Solvency Capital Requirement Coverage Ratio at Risk
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : 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
2. Asset and Liability Management: Optimization using Least-Squares Monte Carlo
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : 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. LÄS MER
3. Application and Evaluation of Artificial Neural Networks in Solvency Capital Requirement Estimations for Insurance Products
Master-uppsats, KTH/Matematisk statistikSammanfattning : The least squares Monte Carlo (LSMC) approach is commonly used in the estimation of the solvency capital requirement (SCR), as a more computationally efficient alternative to a full nested Monte Carlo simulation. This study compares the performance of artificial neural networks (ANNs) to that of the LSMC approach in the estimation of the SCR of various financial portfolios. LÄS MER
4. Solvency Capital Requirement (SCR) for Market Risks : A quantitative assessment of the Standard formula and its adequacy for a Swedish insurance company
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : The purpose of this project is to validate the adequacy of the Standard formula, used to calculate the Solvency Capital Requirement (SCR), with respect to a Swedish insurance company. The sub-modules evaluated are Equity risk (type 1) and Interest rate risk. The validation uses a quantitative assessment and the concept of Value at Risk (VaR). LÄS MER
5. Optimering av lagernivåer vid distributionscentralen Bygg Ole
Kandidat-uppsats, KTH/Optimeringslära och systemteoriSammanfattning : Detta examensarbetes syfte var att undersöka möjligheter till förbättring av hantering av lagernivåer för Bygg Ole Saltsjö-Boo. En kombination av aspekter från både systemteknik och industriell ekonomi har använts. LÄS MER