Sökning: "distributions for insurance claims"

Visar resultat 1 - 5 av 8 uppsatser innehållade orden distributions for insurance claims.

  1. 1. Risk Assessment of Digital Assets – Insurance Applications in Cryptocurrencies and NFTs

    Master-uppsats, Lunds universitet/Institutionen för elektro- och informationsteknik

    Författare :Roberto Delgado Ferrezuelo; [2023]
    Nyckelord :Blockchain; NFTs; private key; phishing; floor price; rarity; cold wallet; hot wallet; risk premium; Technology and Engineering;

    Sammanfattning : The aim of the project is to develop a framework for an insurance policy for digital assets. The project comprised several stages, starting with the identification of risks associated with these assets. Policyholders were then categorized into two groups based on a predefined rating factor. LÄS MER

  3. 2. 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

  4. 3. Micro-Level Loss Reserving in Economic Disability Insurance

    Master-uppsats, KTH/Matematisk statistik

    Författare :Robin Borgman; Axel Hellström; [2018]
    Nyckelord :Micro Model; IBNR; RBNS; Loss Reserving; Micro modell; IBNR; RBNS; Reservsättning;

    Sammanfattning : In this thesis we provide a construction of a micro-level reserving model for an economic disability insurance portfolio. The model is based on the mathematical framework developed by Norberg (1993). The data considered is provided by Trygg-Hansa. The micro model tracks the development of each individual claim throughout its lifetime. LÄS MER

  5. 4. Modelling Large Claims in Property and Home Insurance - Extreme Value Analysis

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Henrik Paldynski; [2015]
    Nyckelord :Mathematics and Statistics;

    Sammanfattning : It is of paramount interest for insurance companies to have an estimate of the probability of being exposed to extremely large claims that could render them directly insolvent or decrease the size of their regulatory capital to the point of non-viability. The difficulty with finding such an estimate is that extreme events are by definition rare and therefore difficult to model. LÄS MER

  7. 5. Insurance Loss Reserving

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Theodor Bjarnason; Marcus Sjögren; [2014]
    Nyckelord :Mathematics and Statistics;

    Sammanfattning : The concept of run-o triangles is widely used within the actuarial eld. Its purpose is to estimate Incurred But Not Reported claims for insurance portfolios, in order to set appropriate reserves that are in compliance with regulatory requirements as well as the company's risk appetite. LÄS MER