Sökning: "Solvency II"

Visar resultat 1 - 5 av 39 uppsatser innehållade orden Solvency II.

  1. 1. Navigating the Volatility Adjustment in Solvency II : Portfolio Optimization for Balance Sheet Stability

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Max Thorendal; [2023]
    Nyckelord :;

    Sammanfattning : This thesis investigates volatility adjustment from the Solvency II regulation and portfolio allocation methods for pension- and life insurance companies aiming to maintain a stable balance sheet. The volatility adjustment is a component added to the risk-free rate for discounting the present value of future liabilities, and it is calculated monthly based on the spread levels in the fixed-income market. LÄS MER

  3. 2. Förbudet mot försäkringsfrämmande verksamhet : En undersökning av tillåten verksamhet i ljuset av FRL:s riskspecifika reglering och stabilitets- samt aktsamhetsprincipen.

    Uppsats för yrkesexamina på avancerad nivå, Stockholms universitet/Juridiska institutionen

    Författare :Erica Rinaldo; [2022]
    Nyckelord :Försäkringsfrämmande verksamhet; Försäkringsrörelse; Försäkringsnäringsrätt; Finansiell reglering; Förbudet mot försäkringsfrämmande verksamhet;

    Sammanfattning : The field of insurance fulfills many important functions. One of them is to provide policyholders and other persons entitled to compensation with a financial protection in the event of damage or other financial loss. At the same time, insurance companies accumulate enormous amounts of money, in the form of premiums paid, which they shall manage. 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. Consolidating Multi-Factor Models of Systematic Risk with Regulatory Capital

    Master-uppsats, KTH/Matematisk statistik

    Författare :Henrik Ribom; [2018]
    Nyckelord :Economic Capital; Regulatory Capital; Basel Pillar II; Systematic Risk; Ekonomisk kapital; Regulatoriskt kapital; Basel pelare II; Systematisk risk;

    Sammanfattning : To maintain solvency intimes of severe economic downturns banks and financialinstitutions keep capital cushions that reflect the risks in the balance sheet.Broadly,how much capital that is being held is a combination of external requirementsfromregulators and internal assessments of credit risk. LÄS MER

  7. 5. 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