subject:(Solvency)

University of Nairobi

1. Komen, Dickson K. Determinants of solvency margins of insurance companies in Kenya .

Degree: 2012, University of Nairobi

URL: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/13218

► The objective of this study was to establish the determinants of solvency margins of insurance companies in Kenya. The research design was a census survey… (more)

Subjects/Keywords: solvency margins of insurance companies

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Komen, D. K. (2012). Determinants of solvency margins of insurance companies in Kenya . (Thesis). University of Nairobi. Retrieved from http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/13218

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Komen, Dickson K. “Determinants of solvency margins of insurance companies in Kenya .” 2012. Thesis, University of Nairobi. Accessed March 05, 2021. http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/13218.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Komen, Dickson K. “Determinants of solvency margins of insurance companies in Kenya .” 2012. Web. 05 Mar 2021.

Vancouver:

Komen DK. Determinants of solvency margins of insurance companies in Kenya . [Internet] [Thesis]. University of Nairobi; 2012. [cited 2021 Mar 05]. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/13218.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Komen DK. Determinants of solvency margins of insurance companies in Kenya . [Thesis]. University of Nairobi; 2012. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/13218

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

2. Hellberg, Evelina. Sju kommuners soliditetsutveckling under år 2006 till 2010.

Degree: Sustainable Development of Society and Technology, 2012, Mälardalen University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-14199

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Syftet med denna studie är att beskriva och analysera sju kommuners soliditetsutveckling under 2006 till 2010 samt analysera om ett samband finns mellan låg… (more)

Subjects/Keywords: Solvency; solidity; municipal economy; vulnerability; solvency development; Soliditet; kommunalekonomi; sårbarhet; soliditetsutveckling

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APA (6^th Edition):

Hellberg, E. (2012). Sju kommuners soliditetsutveckling under år 2006 till 2010. (Thesis). Mälardalen University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-14199

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Hellberg, Evelina. “Sju kommuners soliditetsutveckling under år 2006 till 2010.” 2012. Thesis, Mälardalen University. Accessed March 05, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-14199.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Hellberg, Evelina. “Sju kommuners soliditetsutveckling under år 2006 till 2010.” 2012. Web. 05 Mar 2021.

Vancouver:

Hellberg E. Sju kommuners soliditetsutveckling under år 2006 till 2010. [Internet] [Thesis]. Mälardalen University; 2012. [cited 2021 Mar 05]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-14199.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hellberg E. Sju kommuners soliditetsutveckling under år 2006 till 2010. [Thesis]. Mälardalen University; 2012. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-14199

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

3. Lages, Vânia Filipa Vieira. Solvência II: aplicação a uma companhia de seguros Não Vida.

Degree: 2010, RCAAP

URL: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/4467

►

G20, G22

Os mais recentes desenvolvimentos à volta do mercado europeu único, a ocorrência de vários escândalos financeiros e a volatilidade dos mercados financeiros criaram… (more)

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G20, G22

Os mais recentes desenvolvimentos à volta do mercado europeu único, a ocorrência de vários escândalos financeiros e a volatilidade dos mercados financeiros criaram novas exigências regulamentares para os serviços financeiros. A Directiva do Parlamento Europeu e do Conselho referente à actividade de seguros e resseguros e ao seu exercício, mais conhecido por projecto Solvência II, é um projecto estruturante para o futuro da actividade seguradora no espaço europeu, que revela para a União Europeia e para Portugal um importante desafio, sendo assim um dos temas actualmente mais debatidos na área Seguradora. Este projecto tem como principais objectivos a protecção dos segurados, o estabelecimento de um capital que esteja mais adequado aos riscos a que uma empresa de seguros se encontra exposta e que traduza o desenvolvimento dos mercados. Estas alterações introduzem uma grande e importante mudança na medição da solvência das empresas de seguros sendo que esta está organizada numa estrutura de três pilares (I - Requisitos Quantitativos de Capital, II -Processo de Revisão e Supervisão, III - Apresentação e Divulgação de informação). Tendo por base o Solvência II, é proposto nesta dissertação a aplicação do Solvency Capital Requirement (SCR) para uma dada companhia de seguros nacional. Para o efeito, apresentam-se os objectivos e as definições do Solvência II, expõe-se a fórmula de cálculo do SCR, e procede-se ao cálculo de alguns riscos que compõem este indicador, e retiram-se as conclusões face ao SCR da companhia e apresentam-se propostas de investigação futura.

Recent developments towards a general single EU market as well as turbulences in the financial markets lead to a more demanding financial services regulation. The Directive of the European Parliament and of the Council on the taking-up and pursuit of the business of insurance and reinsurance is known as Project Solvency II. This project is structuring and important of the future of insurance activity, representing, to the European Union and to Portugal, an important challenge being this one of the most debated subjects in the insurance industry The main objectives of Solvency II are related with the policyholder’s protection, the establishment of a capital requirement that better matches the insurance company risks and reflects market developments. These modifications are a great change concerning the measure on solvency of the insurance companies and the core of the Solvency II, which is a three-pillar structure organized (1st Pillar – Quantitative Requirements, 2nd pillar – Qualitative Requirements and 3rd pillar – Market Discipline). Based on the Solvency II, is proposed in this thesis the implementation of the Solvency Capital Requirement (SCR) for a given national insurance company. To this end, we present the objectives and definitions of Solvency II, set the formula for calculating the SCR, and proceed to the calculation of some risks that make up this indicator, and draw the…

Advisors/Committee Members: Inácio, Pedro Manuel Sousa Leite.

Subjects/Keywords: Projecto solvência II; Estudos de impacto quantitativo; Risco; Solvency capital requirement; Solvency II quantitative impact studies; Risk; Solvency capital requirement

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Lages, V. F. V. (2010). Solvência II: aplicação a uma companhia de seguros Não Vida. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/4467

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Lages, Vânia Filipa Vieira. “Solvência II: aplicação a uma companhia de seguros Não Vida.” 2010. Thesis, RCAAP. Accessed March 05, 2021. https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/4467.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Lages, Vânia Filipa Vieira. “Solvência II: aplicação a uma companhia de seguros Não Vida.” 2010. Web. 05 Mar 2021.

Vancouver:

Lages VFV. Solvência II: aplicação a uma companhia de seguros Não Vida. [Internet] [Thesis]. RCAAP; 2010. [cited 2021 Mar 05]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/4467.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lages VFV. Solvência II: aplicação a uma companhia de seguros Não Vida. [Thesis]. RCAAP; 2010. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/4467

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of South Africa

4. Van Huyssteen, Johan. The impact of solvency assessment and management on the short-term insurance industry in South Africa .

Degree: 2014, University of South Africa

URL: http://hdl.handle.net/10500/18367

► The financial stability of the insurers is important to fulfil its role as a risk transfer mechanism and to protect the purchasers of their products.… (more)

Subjects/Keywords: Solvency II; Solvency assessment and management; Solvency II architecture; Underwriting risk; Market risk; Counterparty default risk; Operational risk; Technical provisions; Basic solvency capital requirements; Minimum capital requirements

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Van Huyssteen, J. (2014). The impact of solvency assessment and management on the short-term insurance industry in South Africa . (Masters Thesis). University of South Africa. Retrieved from http://hdl.handle.net/10500/18367

Chicago Manual of Style (16^th Edition):

Van Huyssteen, Johan. “The impact of solvency assessment and management on the short-term insurance industry in South Africa .” 2014. Masters Thesis, University of South Africa. Accessed March 05, 2021. http://hdl.handle.net/10500/18367.

MLA Handbook (7^th Edition):

Van Huyssteen, Johan. “The impact of solvency assessment and management on the short-term insurance industry in South Africa .” 2014. Web. 05 Mar 2021.

Vancouver:

Van Huyssteen J. The impact of solvency assessment and management on the short-term insurance industry in South Africa . [Internet] [Masters thesis]. University of South Africa; 2014. [cited 2021 Mar 05]. Available from: http://hdl.handle.net/10500/18367.

Council of Science Editors:

Van Huyssteen J. The impact of solvency assessment and management on the short-term insurance industry in South Africa . [Masters Thesis]. University of South Africa; 2014. Available from: http://hdl.handle.net/10500/18367

University of Ghana

5. Ackomah, H.G. Competition, Cost Efficiency and Solvency of Non-Life Insurers in Ghana .

Degree: 2019, University of Ghana

URL: http://ugspace.ug.edu.gh/handle/123456789/33352

► This study examines the effect of competition on the solvency of non-life insurers in Ghana. It further examines the role of cost efficiency in the… (more)

Subjects/Keywords: Competition; Market Power; Underwriting Risk; Ghana; Solvency

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Ackomah, H. G. (2019). Competition, Cost Efficiency and Solvency of Non-Life Insurers in Ghana . (Masters Thesis). University of Ghana. Retrieved from http://ugspace.ug.edu.gh/handle/123456789/33352

Chicago Manual of Style (16^th Edition):

Ackomah, H G. “Competition, Cost Efficiency and Solvency of Non-Life Insurers in Ghana .” 2019. Masters Thesis, University of Ghana. Accessed March 05, 2021. http://ugspace.ug.edu.gh/handle/123456789/33352.

MLA Handbook (7^th Edition):

Ackomah, H G. “Competition, Cost Efficiency and Solvency of Non-Life Insurers in Ghana .” 2019. Web. 05 Mar 2021.

Vancouver:

Ackomah HG. Competition, Cost Efficiency and Solvency of Non-Life Insurers in Ghana . [Internet] [Masters thesis]. University of Ghana; 2019. [cited 2021 Mar 05]. Available from: http://ugspace.ug.edu.gh/handle/123456789/33352.

Council of Science Editors:

Ackomah HG. Competition, Cost Efficiency and Solvency of Non-Life Insurers in Ghana . [Masters Thesis]. University of Ghana; 2019. Available from: http://ugspace.ug.edu.gh/handle/123456789/33352

Technical University of Lisbon

6. Elias, Vânia Isabel Ramos. Reserve risk : an application to ORSA.

Degree: 2013, Technical University of Lisbon

URL: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/6309

►

Mestrado em Ciências Actuariais

Under Solvency II, insurance undertakings must have, as part of their risk management system, a regular practice of assessing their overall… (more)

Subjects/Keywords: Solvency II; ORSA; USP; Solvency Capital Requirement; Reserve Risk; Mack; Bootstrap; Munich Chain Ladder; Merz-Wüthrich

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Elias, V. I. R. (2013). Reserve risk : an application to ORSA. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/6309

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Elias, Vânia Isabel Ramos. “Reserve risk : an application to ORSA.” 2013. Thesis, Technical University of Lisbon. Accessed March 05, 2021. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/6309.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Elias, Vânia Isabel Ramos. “Reserve risk : an application to ORSA.” 2013. Web. 05 Mar 2021.

Vancouver:

Elias VIR. Reserve risk : an application to ORSA. [Internet] [Thesis]. Technical University of Lisbon; 2013. [cited 2021 Mar 05]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/6309.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Elias VIR. Reserve risk : an application to ORSA. [Thesis]. Technical University of Lisbon; 2013. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/6309

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Technical University of Lisbon

7. Ungaro, Ricardo. Evaluation of technical provisions and solvency capital requirement for life insurance.

Degree: 2016, Technical University of Lisbon

URL: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/13083

►

Mestrado em Ciências Actuariais

Na prossecução do objetivo de garantir a solidez financeira de uma empresa de seguros, é um passo fundamental assegurar que as… (more)

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Mestrado em Ciências Actuariais

Na prossecução do objetivo de garantir a solidez financeira de uma empresa de seguros, é um passo fundamental assegurar que as Provisões Técnicas e o Requisito de Capital de Solvência calculados pela seguradora correspondem adequadamente às suas obrigações e riscos a que se encontra exposta. O novo regime Europeu de solvência, Solvência II, trouxe novos desafios e implicou uma análise profunda aos valores detidos pelas seguradoras. Este relatório decorre de um estágio na Autoridade de Supervisão de Seguros e Fundos de Pensões cujo objetivo principal foi a criação de uma ferramenta capaz de calcular o valor das Provisões Técnicas e do Requisito de Capital de Solvência correspondente aos produtos do ramo Vida mais relevantes. Os tipos de produtos escolhidos foram as anuidades, os seguros de vida inteira e temporários e ainda os capitais diferidos. Os estudos de base necessários para cada um dos referidos tipos foram feitos. Um caso relevante é o estudo efetuado para os produtos com participação de resultados. Dada a sua inerente relação com os investimentos da seguradora e portanto com o mercado financeiro, foram simulados cenários financeiros na tentativa de reproduzir o possível comportamento dos referidos investimentos. Um modelo híbrido Heston-Gaussian dois fatores foi utilizado para reproduzir o comportamento da taxa de juro e de um índice acionista.

In the pursuit of assuring the financial soundness of an insurance undertaking, a fundamental step is to make sure that the Technical Provisions and Solvency Capital Requirement calculated by the undertaking correspond properly to the obligations and risks it is subjected to. The new European solvency regime, Solvency II, brought new challenges and implied a deep analysis to the values hold by the undertakings. This report follows an internship at the Portuguese Insurance and Pension Funds Supervisory Authority whose main objective was to create a tool capable of calculating the amount of Technical Provisions and Solvency Capital Requirement related to the most representative types of Life insurance products. The chosen types are annuity contracts, whole life and term insurance and finally endowment policies. The necessary background studies for each one were made. Noteworthy is the study made for endowment contracts including profit-sharing clauses. Given its inherent relationship with the undertaking's investments and thus with the financial market, economic scenarios were simulated to reproduce the possible behaviour of such investments. A hybrid Heston-Gaussian two-factor model was used to reproduce the behaviour of the interest rate and a stock index.

info:eu-repo/semantics/publishedVersion

Advisors/Committee Members: Borginho, Hugo, Frederico, Sofia.

Subjects/Keywords: Provisões Técnicas; Solvência II; Vida; Requisito de Capital; Cenários Económicos; Technical Provisions; Solvency II; Life Insurance; Solvency Capital Requirement; Economic Scenario

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Ungaro, R. (2016). Evaluation of technical provisions and solvency capital requirement for life insurance. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/13083

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Ungaro, Ricardo. “Evaluation of technical provisions and solvency capital requirement for life insurance.” 2016. Thesis, Technical University of Lisbon. Accessed March 05, 2021. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/13083.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Ungaro, Ricardo. “Evaluation of technical provisions and solvency capital requirement for life insurance.” 2016. Web. 05 Mar 2021.

Vancouver:

Ungaro R. Evaluation of technical provisions and solvency capital requirement for life insurance. [Internet] [Thesis]. Technical University of Lisbon; 2016. [cited 2021 Mar 05]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/13083.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ungaro R. Evaluation of technical provisions and solvency capital requirement for life insurance. [Thesis]. Technical University of Lisbon; 2016. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/13083

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

8. Edh, Thomas. Kapitalförvaltning i svenska sakförsäkringsbolag : Före och efter Solvens II.

Degree: Faculty of Arts and Sciences, 2011, Linköping UniversityLinköping University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-72838

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Bakgrund: 1 januari 2013 kommer Direktivet (2009/138/EG) för Solvens II att implementeras. Detta kommer ske samtidigt inom Europeiska Unionen (EU) och kommer leda till… (more)

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Bakgrund: 1 januari 2013 kommer Direktivet (2009/138/EG) för Solvens II att implementeras. Detta kommer ske samtidigt inom Europeiska Unionen (EU) och kommer leda till en harmonisering av försäkringslagstiftning i medlemsstaterna. Tidigare svensk lagstiftning, Försäkringsrörelselagen (2010:2043), kommer med andra ord att anpassas till det nya regelverket. Regeländring kan komma att påverka svenska försäkringsbolags bedrivna kapitalförvaltning. Syfte: Syftet med studien är att undersöka om svenska försäkringsbolag utifrån rådande lagstiftning kan bedriva en, enligt finansiell teori, rationell kapitalförvaltning och om möjligheten till att bedriva en rationell kapitalförvaltning kommer att förändras i och med implementeringen av Solvens II. Genomförande: En genomgång av dagens regelverk, Försäkringsrörelselagen, samt Direktivet (2009/138/EG) för Solvens II kommer att presenteras. Utöver detta har fem stycken intervjuer med svenska försäkringsbolag genomförts. Slutsats: Dagens lagstiftning ger inte möjligheter till att bedriva en rationell kapitalförvaltning fullt ut. Solvens II kommer att förbättra försäkringsbolagens möjligheter att bedriva en rationell kapitalförvaltning. Försäkringsbolagen bedriver idag en förvaltning som till stor del kan anses vara rationell utifrån finansiell teori. Dock finns det vissa områden inom förvaltningen som skiljer sig från teorins bild.

Background: January 1, 2013, Directive (2009/138/EC) of Solvency II will be implemented. This will take place simultaneously in the European Union (EU) and will lead to a harmonization of insurance laws of the member states. Former Swedish legislation, Försäkringsrörelselagen (2010:2043), will therefore be adapted to the new framework. The rule change may affect Swedish insurance companies’ asset management. Purpose: The purpose of the thesis is to examine if Swedish insurance companies can apply rational asset management theory when Solvency II is implemented and if changes will occur in the asset management strategies. Implementation: A review of current regulations, Försäkringsrörelselagen (2010:2043), and Directive (2009/138/EC) of Solvency II will be presented. In addition, five interviews with Swedish insurance companies have been done. Conclusion: The current legislation does not provide opportunities to fully apply rational asset management. Solvency II will improve the insurance companies' ability to pursue a rational asset management. The asset management in Swedish insurance companies currently adopts strategies that to high extent comply with generally accepted financial theories. However, there are certain areas within the asset management that deviate from these financial theories.

Subjects/Keywords: Solvency II; Asset Management; Försäkringsrörelselagen (2010:2043); diversification; risk control; Asset Management in Swedish insurance companies before and after Solvency II

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Edh, T. (2011). Kapitalförvaltning i svenska sakförsäkringsbolag : Före och efter Solvens II. (Thesis). Linköping UniversityLinköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-72838

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Edh, Thomas. “Kapitalförvaltning i svenska sakförsäkringsbolag : Före och efter Solvens II.” 2011. Thesis, Linköping UniversityLinköping University. Accessed March 05, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-72838.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Edh, Thomas. “Kapitalförvaltning i svenska sakförsäkringsbolag : Före och efter Solvens II.” 2011. Web. 05 Mar 2021.

Vancouver:

Edh T. Kapitalförvaltning i svenska sakförsäkringsbolag : Före och efter Solvens II. [Internet] [Thesis]. Linköping UniversityLinköping University; 2011. [cited 2021 Mar 05]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-72838.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Edh T. Kapitalförvaltning i svenska sakförsäkringsbolag : Före och efter Solvens II. [Thesis]. Linköping UniversityLinköping University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-72838

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

9. Andersson, Daniel. A Risk and Capital Requirement Model for Life Insurance Portfolios.

Degree: Mathematics and Mathematical Statistics, 2008, Umeå University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-51317

► The capital requirements for insurance companies in the Solvency I framework are based on the premium and claim expenditure. This approach does not take… (more)

Subjects/Keywords: Solvency II; Solvency Capital Requirement; life insurance.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Andersson, D. (2008). A Risk and Capital Requirement Model for Life Insurance Portfolios. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-51317

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Andersson, Daniel. “A Risk and Capital Requirement Model for Life Insurance Portfolios.” 2008. Thesis, Umeå University. Accessed March 05, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-51317.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Andersson, Daniel. “A Risk and Capital Requirement Model for Life Insurance Portfolios.” 2008. Web. 05 Mar 2021.

Vancouver:

Andersson D. A Risk and Capital Requirement Model for Life Insurance Portfolios. [Internet] [Thesis]. Umeå University; 2008. [cited 2021 Mar 05]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-51317.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Andersson D. A Risk and Capital Requirement Model for Life Insurance Portfolios. [Thesis]. Umeå University; 2008. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-51317

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

10. Yang, Chieh-ming. Personal Credit Evaluation Models For Bank Mortgage Loans.

Degree: Master, Economics, 2014, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0515114-194744

► This thesis discusses the following question: Is it enough for financial institutions to evaluate the mortgage applicants through the characteristic variables only? We find that,… (more)

Subjects/Keywords: mortgage applicants; predict the solvency; Logistic Regression; delinquency; geographical variable

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APA (6^th Edition):

Yang, C. (2014). Personal Credit Evaluation Models For Bank Mortgage Loans. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0515114-194744

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Yang, Chieh-ming. “Personal Credit Evaluation Models For Bank Mortgage Loans.” 2014. Thesis, NSYSU. Accessed March 05, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0515114-194744.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Yang, Chieh-ming. “Personal Credit Evaluation Models For Bank Mortgage Loans.” 2014. Web. 05 Mar 2021.

Vancouver:

Yang C. Personal Credit Evaluation Models For Bank Mortgage Loans. [Internet] [Thesis]. NSYSU; 2014. [cited 2021 Mar 05]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0515114-194744.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yang C. Personal Credit Evaluation Models For Bank Mortgage Loans. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0515114-194744

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

11. Silva, Tatiana Filipa Ribeiro da. A relação entre solvabilidade e o crédito bancário: o caso do Crédito Agrícola.

Degree: 2012, RCAAP

URL: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/7829

►

JEL Classification System: C1, G2

Os bancos cooperativos têm apresentado indicadores financeiros e económicos positivos ao longo dos últimos anos, provando estar bem preparados para… (more)

▼

JEL Classification System: C1, G2

Os bancos cooperativos têm apresentado indicadores financeiros e económicos positivos ao longo dos últimos anos, provando estar bem preparados para combater as consequências da crise económica e financeira que teve início em 2007. É de salientar os robustos rácios de solvabilidade que estes bancos apresentam face aos bancos comerciais, não tendo que recorrer ao Governo e a injecções rápidas de capital . Atravé s do Programa de Assistência Económica e Financeira acordado com a “Troika” em 2011, Portugal iniciou um processo de significativas mudanças a todos os níveis, nomeadamente no sistema financeiro. Uma regulação a dequada de capital e um processo de desalavan cagem do sistema bancário, são as principais medidas exigidas pelo Banco de Portugal. Um dos maiores grupos bancários portugueses, o SICAM, apresenta ao longo dos últimos cinco anos, um rácio de solvabilidade acima do mínimo exigido e um rácio de transform ação abaixo do máximo exigido pelo Banco de Portugal. Na presente dissertação procura - se compreender a relação existente entre solvabilidade e o crédito bancário no caso do Crédito Agrícola , bem como as características dos bancos cooperativos que os tornam diferentes dos bancos comerciais. Desta forma, foi utilizado um modelo econométrico com o estimador 3SLS ( Three Stage Least Square ) com os dados das 84 caixas agrícolas pertencent es ao SICAM, e foram testadas quatro hipóteses empíricas. Conclui - se que a t eoria do capital buffer tem pouca aderência no Crédito Agrícola, o que pode ser explicado possivelmente pelo perfil conservador das caixas.

Cooperative banks have shown positive economic and financial indicators over the last few years, proving to be well prepared to combat the consequences of the economic and financial crisis that began in 2007. It should be noted the robust solvency levels show that these banks face commercial banks, not having to appeal to government and fast capital injections. Through the Economic and Financial Assistance Programme agreed with the "troika" in 2011, Portugal began a process of significant changes at all levels, particularly in the financial system. A adequate regulation of capital and a process of deleveraging of the banking system, are the main measures required by the Bank of Portugal. One of the biggest Portuguese banking groups, SICAM, has over the past five years, a solvency ratio above the minimum requirement and a credit to deposits ratio below the maximum required by the Bank of Portugal. In this dissertation we seek to understand the relationship between solvency and bank cr edit in the case of Crédito Agrícola, as well as the characteristics of the cooperative banks that make them different from commercial banks. Thus, we used an econometric model with 3SLS estimator (Three Stage Least Square) with data from 84 “Caixas” belonging to SICAM, and were tested four empirical hypotheses. We conclude that the theory of capital buffer has little grip on Crédito Agrícola, which can possibly be explained by the…

Advisors/Committee Members: Lagoa, Sérgio Miguel Chilra.

Subjects/Keywords: Bancos cooperativos; Solvabilidade; Capital; Risco; Cooperative banks; Solvency; Capital; Risk

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Silva, T. F. R. d. (2012). A relação entre solvabilidade e o crédito bancário: o caso do Crédito Agrícola. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/7829

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Silva, Tatiana Filipa Ribeiro da. “A relação entre solvabilidade e o crédito bancário: o caso do Crédito Agrícola.” 2012. Thesis, RCAAP. Accessed March 05, 2021. https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/7829.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Silva, Tatiana Filipa Ribeiro da. “A relação entre solvabilidade e o crédito bancário: o caso do Crédito Agrícola.” 2012. Web. 05 Mar 2021.

Vancouver:

Silva TFRd. A relação entre solvabilidade e o crédito bancário: o caso do Crédito Agrícola. [Internet] [Thesis]. RCAAP; 2012. [cited 2021 Mar 05]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/7829.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Silva TFRd. A relação entre solvabilidade e o crédito bancário: o caso do Crédito Agrícola. [Thesis]. RCAAP; 2012. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/7829

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Edinburgh

12. Tucker, Mark. Applying high performance computing to profitability and solvency calculations for life assurance contracts.

Degree: PhD, 2018, University of Edinburgh

URL: http://hdl.handle.net/1842/31166

► Throughout Europe, the introduction of Solvency II is forcing companies in the life assurance and pensions provision markets to change how they estimate their liabilities.… (more)

Subjects/Keywords: 368.3200285; Solvency II; high performance computers; practical timescales; reserving algorithm

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APA (6^th Edition):

Tucker, M. (2018). Applying high performance computing to profitability and solvency calculations for life assurance contracts. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/31166

Chicago Manual of Style (16^th Edition):

Tucker, Mark. “Applying high performance computing to profitability and solvency calculations for life assurance contracts.” 2018. Doctoral Dissertation, University of Edinburgh. Accessed March 05, 2021. http://hdl.handle.net/1842/31166.

MLA Handbook (7^th Edition):

Tucker, Mark. “Applying high performance computing to profitability and solvency calculations for life assurance contracts.” 2018. Web. 05 Mar 2021.

Vancouver:

Tucker M. Applying high performance computing to profitability and solvency calculations for life assurance contracts. [Internet] [Doctoral dissertation]. University of Edinburgh; 2018. [cited 2021 Mar 05]. Available from: http://hdl.handle.net/1842/31166.

Council of Science Editors:

Tucker M. Applying high performance computing to profitability and solvency calculations for life assurance contracts. [Doctoral Dissertation]. University of Edinburgh; 2018. Available from: http://hdl.handle.net/1842/31166

Technical University of Lisbon

13. Panchenko, Daniil. Allocation of SCR by lines of business and RORAC optimization.

Degree: 2016, Technical University of Lisbon

URL: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/13039

►

Mestrado Ciências Actuariais

Esta investigação incide sobre o estudo do capital em risco, SCR, que é calculado através da Fórmula Padrão proposta pela EIOPA. Esta… (more)

▼

Mestrado Ciências Actuariais

Esta investigação incide sobre o estudo do capital em risco, SCR, que é calculado através da Fórmula Padrão proposta pela EIOPA. Esta fórmula calcula o SCR da seguradora como um todo, mas se se pretender fazer uma análise da concentração do risco, uma análise da sensibilidade ao risco ou da otimização do portfolio, é necessário alocar o SCR por cada uma das linhas de negócio (sub-portfolios) presentes na seguradora em análise. O objetivo do trabalho é alocar o SCR por linhas de negócio através de um método, desenvolvido por Dirk Tasche que se baseia na fórmula de Euler, e mostrar como esta alocação poderá ser usada na otimização do portfolio da seguradora de modo a que a maximização do RORAC seja atingida. A nível académico este estudo irá contribuir para uma melhor compreensão da Fórmula Padrão e do SCR, mostrar algumas propriedades do SCR, mostrar como é possível a sua alocação por linhas de negócio e a aplicar todo este modelo a um caso prático. A nível empresarial, esta investigação irá mostrar um modelo de alocação do SCR aplicado à Formula Padrão juntamente com um exemplo da sua aplicação. Penso que este trabalho será interessante para atuários, gestores de risco ou mesmo administradores, que poderão aplicá-lo nas suas decisões de gestão da empresa.

This project focuses on the study of risk-based capital, SCR, which is calculated using the standard formula proposed by EIOPA. However, the formula calculates the SCR of the insurance company as a whole. Which creates a problem for purposes like identification of risk concentration, perception of sensitivity of the risk and the optimization of the portfolio. Therefore, it is necessary to have an idea of risk-based capital that is necessary to allocate to each of the lines of business (sub-portfolios). The main goal of this project is to allocate the SCR between sub-portfolios (lines of business), using a method developed by Dirk Tasche which is based on Euler?s formula, and show how this allocation could be used in the optimization of the portfolio in such a way that the maximization of the RORAC of the company is reached. For the academic purposes this study should contribute to the better understanding of the standard formula and the SCR, show some properties that SCR follows, how it is possible to do a fair allocation of SCR between lines of business and show a practical example of this method applied to a non-life insurance company. For business purposes this investigation will show a practical step-by-step demonstration of the application of the model. In my opinion this project should support the analysis of decisions that are made by the management of the company.

info:eu-repo/semantics/publishedVersion

Advisors/Committee Members: Neuhaus, Walther, Ferreira, Ana.

Subjects/Keywords: Solvvência II; SCR; Fórmula Padrão; RORAC; Solvency II; Standard Formula

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Panchenko, D. (2016). Allocation of SCR by lines of business and RORAC optimization. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/13039

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Panchenko, Daniil. “Allocation of SCR by lines of business and RORAC optimization.” 2016. Thesis, Technical University of Lisbon. Accessed March 05, 2021. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/13039.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Panchenko, Daniil. “Allocation of SCR by lines of business and RORAC optimization.” 2016. Web. 05 Mar 2021.

Vancouver:

Panchenko D. Allocation of SCR by lines of business and RORAC optimization. [Internet] [Thesis]. Technical University of Lisbon; 2016. [cited 2021 Mar 05]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/13039.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Panchenko D. Allocation of SCR by lines of business and RORAC optimization. [Thesis]. Technical University of Lisbon; 2016. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/13039

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

14. Danielsson, Johan. Estimation, model selection and evaluation of regression functions in a Least-squares Monte-Carlo framework.

Degree: The Institute of Technology, 2014, Linköping UniversityLinköping University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-110927

► This master thesis will investigate one solution to the problem issues with nested stochastic simulation arising when the future value of a portfolio need… (more)

Subjects/Keywords: LSMC; Least Squares Monte-Carlo; Solvency; SCR; Regression

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APA (6^th Edition):

Danielsson, J. (2014). Estimation, model selection and evaluation of regression functions in a Least-squares Monte-Carlo framework. (Thesis). Linköping UniversityLinköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-110927

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Danielsson, Johan. “Estimation, model selection and evaluation of regression functions in a Least-squares Monte-Carlo framework.” 2014. Thesis, Linköping UniversityLinköping University. Accessed March 05, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-110927.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Danielsson, Johan. “Estimation, model selection and evaluation of regression functions in a Least-squares Monte-Carlo framework.” 2014. Web. 05 Mar 2021.

Vancouver:

Danielsson J. Estimation, model selection and evaluation of regression functions in a Least-squares Monte-Carlo framework. [Internet] [Thesis]. Linköping UniversityLinköping University; 2014. [cited 2021 Mar 05]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-110927.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Danielsson J. Estimation, model selection and evaluation of regression functions in a Least-squares Monte-Carlo framework. [Thesis]. Linköping UniversityLinköping University; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-110927

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Uppsala University

15. Geroukis, Asterios. Predicting Insolvency : A comparison between discriminant analysis and logistic regression using principal components.

Degree: Statistics, 2014, Uppsala University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-243289

► In this study, we compare the two statistical techniques logistic regression and discriminant analysis to see how well they classify companies based on clusters… (more)

Subjects/Keywords: Risk modelling; Discriminant analysis; Logisistic regression; Principal components; Solvency

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APA (6^th Edition):

Geroukis, A. (2014). Predicting Insolvency : A comparison between discriminant analysis and logistic regression using principal components. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-243289

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Geroukis, Asterios. “Predicting Insolvency : A comparison between discriminant analysis and logistic regression using principal components.” 2014. Thesis, Uppsala University. Accessed March 05, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-243289.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Geroukis, Asterios. “Predicting Insolvency : A comparison between discriminant analysis and logistic regression using principal components.” 2014. Web. 05 Mar 2021.

Vancouver:

Geroukis A. Predicting Insolvency : A comparison between discriminant analysis and logistic regression using principal components. [Internet] [Thesis]. Uppsala University; 2014. [cited 2021 Mar 05]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-243289.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Geroukis A. Predicting Insolvency : A comparison between discriminant analysis and logistic regression using principal components. [Thesis]. Uppsala University; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-243289

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Technical University of Lisbon

16. Castro, Ana Catarina Teixeira. Valuation of non-life claims provision and the capital requirement for reserve risk.

Degree: 2016, Technical University of Lisbon

URL: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/12905

►

Mestrado em Ciências Actuariais

Foram selecionados alguns métodos para calcular as provisões para sinistros, assim como as correspondentes medidas de variabilidade, tendo em consideração os… (more)

▼

Mestrado em Ciências Actuariais

Foram selecionados alguns métodos para calcular as provisões para sinistros, assim como as correspondentes medidas de variabilidade, tendo em consideração os princípios de avaliação de Solvência II. Para além de a literatura existente sobre provisões para sinistros ser bastante diversificada, decidimos focarmo-nos apenas nalguns dos métodos mais usados e explorados. Sendo eles: o modelo de Thomas Mack, o modelo de Bühlmann-Straub e o modelo linear generalizado com distribuição de sobre-dispersão de Poisson. O cálculo do requisito de capital do risco de provisões também foi efetuado através da implementação e comparação de diferentes abordagens, sendo eles: a fórmula padrão com e sem utilização dos parâmetros específicos da empresa e um modelo interno parcial. Por último, foram ainda implementadas duas simplificações para calcular a margem de risco. Tais métodos são baseadas na abordagem de custo de capital e referem-se às duas primeiras simplificações da hierarquia dos modelos simplificados para calcular a margem de risco estabelecidos nas orientações da EIOPA sobre a avaliação das provisões técnicas. No final, foi apresentado um caso de estudo onde se aplicou as metodologias implementadas e algumas análises de sensibilidade a uma amostra de dados para a linha de negócio Automóvel - Responsabilidade Civil.

A few selected methods to assess claims provision are applied including the corresponding variability measures, considering the Solvency II valuation principles. Besides the literature on claims reserving is very much diversified, we decided to focus on some of the methods more commonly used and explored. Being them: the Thomas Mack's model, the Bühlmann-Straub model and the Over-Dispersed Poisson Generalized Linear Model. The calculation of the reserve risk capital charge was also focused by implementing and comparing different approaches, being them: the standard formula with and without undertaking specific parameters and a partial internal model. Lastly, two different simplifications to calculate the risk margin were pursued. Such approaches are based on the cost-of-capital method and refer to the first and second simplifications of the hierarchy of simplified methods to calculate the risk margin set out in EIOPA guidelines on the valuation of technical provisions. In the end, a case study involving the methodologies implemented and some sensitivity analysis were applied to a sample of data for Motor Vehicle Liability line of business.

info:eu-repo/semantics/publishedVersion

Advisors/Committee Members: Borginho, Hugo, Ramos, Ana.

Subjects/Keywords: Solvência II; Provisão para Sinistros; Risco de Provisões; Requisito de Capital de Solvência; Margem de Risco; Solvency II; Claims Provision; Reserve Risk; Solvency Capital Requirement; Risk Margin

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APA (6^th Edition):

Castro, A. C. T. (2016). Valuation of non-life claims provision and the capital requirement for reserve risk. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/12905

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Castro, Ana Catarina Teixeira. “Valuation of non-life claims provision and the capital requirement for reserve risk.” 2016. Thesis, Technical University of Lisbon. Accessed March 05, 2021. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/12905.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Castro, Ana Catarina Teixeira. “Valuation of non-life claims provision and the capital requirement for reserve risk.” 2016. Web. 05 Mar 2021.

Vancouver:

Castro ACT. Valuation of non-life claims provision and the capital requirement for reserve risk. [Internet] [Thesis]. Technical University of Lisbon; 2016. [cited 2021 Mar 05]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/12905.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Castro ACT. Valuation of non-life claims provision and the capital requirement for reserve risk. [Thesis]. Technical University of Lisbon; 2016. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/12905

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Technical University of Lisbon

17. Rosa, Carlos Eduardo Barrenho da. An internal model for workers compensation.

Degree: 2012, Technical University of Lisbon

URL: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10941

►

Mestrado em Ciências Actuariais

O ramo Acidentes de Trabalho é um dos ramos não Vida mais interessantes de estudar em Portugal devido essencialmente à gestão… (more)

▼

Mestrado em Ciências Actuariais

O ramo Acidentes de Trabalho é um dos ramos não Vida mais interessantes de estudar em Portugal devido essencialmente à gestão das pensões que ao contrário do que é comum na maioria dos países transita para a responsabilidade da área Vida. O programa Solvência II introduz novas exigências às empresas seguradoras a fim de conferir maior proteção aos consumidores. As empresas seguradoras podem optar por desenvolver modelos internos ou adotar o modelo padrão definido pelos reguladores europeus. O nosso objetivo neste trabalho foi construir um modelo interno para o ramo Acidentes de Trabalho no qual abrangemos todas as especificidades deste ramo. Numa parte, o modelo é baseado no modelo de Merz e Wuthrich (M & W) desenvolvido especificamente para o Solvência II. O modelo M & W tem como objetivo medir possíveis flutuações ao nível das reservas entre duas previsões sucessivas realizadas. Noutra parte, o modelo é baseado no estudo de longevidade sendo este um dos riscos mais importantes discutidos hoje em dia e com elevado impacto sobre a gestão das pensões e no provisionamento realizado ao nível dos encargos de assistência vitalícia. Um modelo interno global necessita de modelar eficientemente a consequência de acidentes ocorridos e projetar a consequência de acidentes ainda não ocorridos. As seguradoras devem precaver o risco dos prémios cobrados se tornarem insuficientes para cobrir todas as obrigações assumidas. Recorremos ao uso extensivo de simulação para estimar alguns cenários extremos.

Workers Compensation is one of the most interesting Property and Casualty branches to study in Portugal. Largely influenced by Annuities management that unlike what is common in most countries is classified as Life and Savings risk. Solvency II introduces new requirements that should be fulfilled by companies in order to protect consumers. Companies can opt to develop internal models or to adopt the standard model defined by European regulators. Our goal is to build an internal model for Workers Compensation. The model must cover all specificities of this branch. In one part, the model is based on the Merz and Wüthrich (M&W) model developed for Solvency II purposes. The M&W model aims to measure possible reserves fluctuations between two successive predictions for the total ultimate claim. In the second part, the model is based on longevity study. Longevity is one of the most important risks discussed nowadays and this has large impact on annuities management and lifetime assistance. A global internal model needs not only to model the consequence of occurred accidents but also to project the ones which have not occurred yet. Companies must prevent the risk of premiums being insufficient to cover all assumed liabilities. Extensive use of simulation is made to estimate some extreme scenarios.

Advisors/Committee Members: Centeno, Maria de Lourdes.

Subjects/Keywords: Acidente de Trabalho; Solvência II; Modelo Interno; Capital de solvência; Provisão para Sinistros; Risco de Longevidade; Workers Compensation; Solvency II; Internal Model; Solvency Capital Requirement; Loss Reserving; Longevity Risk

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Rosa, C. E. B. d. (2012). An internal model for workers compensation. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10941

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Rosa, Carlos Eduardo Barrenho da. “An internal model for workers compensation.” 2012. Thesis, Technical University of Lisbon. Accessed March 05, 2021. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10941.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Rosa, Carlos Eduardo Barrenho da. “An internal model for workers compensation.” 2012. Web. 05 Mar 2021.

Vancouver:

Rosa CEBd. An internal model for workers compensation. [Internet] [Thesis]. Technical University of Lisbon; 2012. [cited 2021 Mar 05]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10941.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Rosa CEBd. An internal model for workers compensation. [Thesis]. Technical University of Lisbon; 2012. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10941

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Mykolas Romeris University

18. Kieras, Egidijus. Fizinio asmens nemokumo institutas: lyginamoji analizė.

Degree: Master, Law, 2014, Mykolas Romeris University

URL: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140603_134856-51927 ;

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Fiziniams asmenims pradedant skolintis daugiau nei jie sugeba grąžinti kyla visai visuomenei itin aktualios ir jautrios problemos, t.y. fizinio asmens nemokumo problemos. Lietuvoje fizinio asmens… (more)

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Fiziniams asmenims pradedant skolintis daugiau nei jie sugeba grąžinti kyla visai visuomenei itin aktualios ir jautrios problemos, t.y. fizinio asmens nemokumo problemos. Lietuvoje fizinio asmens nemokumo problemos pradėtos spręsti 2012 metais priėmus Fizinių asmenų bankroto įstatymą, kuris įtvirtino tik vieną fizinio asmens mokumo atkūrimo būdą – bankrotą. Šiame magistro baigiamajame darbe yra analizuojamas ir lyginamas fizinio asmens nemokumo institutas Lietuvoje, Didžiojoje Britanijoje, Vokietijoje ir Latvijoje. Kiekviena valstybė šį institutą reglamentuoja skirtingai, todėl darbe yra siekiama išanalizuoti šios reglamentacijos skirtumus ir taip nustatyti Lietuvos Respublikos fizinių asmenų bankroto įstatymo galimas pataisas. Tyrime yra remiamasi visų keturių minėtų valstybių fizinio asmens nemokumą reglamentuojančiais teisės aktais, specialiąja literatūra bei įvairių valstybinių institucijų statistiniais duomenimis. Darbe taip pat yra nagrinėjamos fizinio asmens nemokumo ir bankroto sąvokos, nustatomi fizinio asmens nemokumo instituto modeliai ir reglamentavimo kryptys, taip pat fizinio asmens nemokumo problemos ir jų sprendimo būdai. Didžiausias dėmesys yra skiriamas konkrečių fizinio asmens mokumo atkūrimo procedūrų palyginimui Lietuvoje, Didžiojoje Britanijoje, Vokietijoje ir Latvijoje. Detaliai išanalizuojamas kiekvienas konkretus nemokumo procedūrų aspektas, nustatomi skirtumai ir panašumai šių valstybių teisiniame instituto reglamentavime. Atlikus tyrimą gauti... [toliau žr. visą tekstą]

If natural persons begin borrowing more than they afford to repay, this causes sensitive problems particularly relevant to the entire society, i.e. problems of insolvency of a natural person. In Lithuania, solutions of insolvency problems of a natural person began after adopting the Law on Bankruptcy of Natural Persons in 2012 which established only one solvency restoration method of natural persons – the bankruptcy. This Master's thesis analyses and compares the insolvency institute of a natural person in Lithuania, Great Britain, Germany and Latvia. Every state has different regulation of this institute, therefore the aim of work is to analyse the differences of this regulation and determine potential amendments of the Law on Bankruptcy of Natural Persons of the Republic of Lithuania. The research is based on the legislation governing the insolvency of natural persons in all four of the aforementioned countries, specialist literature and statistics of various state institutions. The paper also analyses the concepts of natural person’s insolvency and bankruptcy, identifies the models of natural person’s insolvency institute and regulatory areas, as well as insolvency problems of natural persons and ways of addressing them. The main focus is placed on the comparison of specific procedures for restoration of solvency of natural persons in Lithuania, Great Britain, Germany and Latvia. The paper contains a detailed analysis of each specific aspect of insolvency proceedings,... [to full text]

Advisors/Committee Members: Kavalnė, Salvija (Master’s thesis supervisor), Norkus, Rimvydas (Master’s thesis reviewer), Rudėnaitė, Sigita (Master’s degree committee chair), Zapolskis, Paulius (Master’s degree committee member), Sinkevičius, Edvardas (Master’s degree committee member), Bite, Virginijus (Master’s degree committee member), Moisejevas, Raimundas (Master’s degree committee member), Gabartas, Herkus (Master’s degree committee member).

Subjects/Keywords: Fizinio asmens bankrotas; Mokumo atkūrimo planas; Skolų grąžinimo planas; Mokumo atkūrimo būdai; Natural person’s bankruptcy; Solvency restoration plan; Debt repayment plan; Solvency restoration techniques

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Kieras, Egidijus. (2014). Fizinio asmens nemokumo institutas: lyginamoji analizė. (Masters Thesis). Mykolas Romeris University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140603_134856-51927 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16^th Edition):

Kieras, Egidijus. “Fizinio asmens nemokumo institutas: lyginamoji analizė.” 2014. Masters Thesis, Mykolas Romeris University. Accessed March 05, 2021. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140603_134856-51927 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7^th Edition):

Kieras, Egidijus. “Fizinio asmens nemokumo institutas: lyginamoji analizė.” 2014. Web. 05 Mar 2021.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

Kieras, Egidijus. Fizinio asmens nemokumo institutas: lyginamoji analizė. [Internet] [Masters thesis]. Mykolas Romeris University; 2014. [cited 2021 Mar 05]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140603_134856-51927 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

Kieras, Egidijus. Fizinio asmens nemokumo institutas: lyginamoji analizė. [Masters Thesis]. Mykolas Romeris University; 2014. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2014~D_20140603_134856-51927 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

19. Vedani, Julien. Conceptualisation et mise en oeuvre du processus Own Risk and Solvency Assessment pour l’assurance vie : Conceptualization and implementation of the Own Risk and Solvency Assessment process for life insurance.

Degree: Docteur es, Sciences de gestion, 2016, Lyon

URL: http://www.theses.fr/2016LYSE1161

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La directive Solvabilité II, soumise par la Commission Européenne en 2009, est rentrée en application en janvier 2016. Elle se base sur trois piliers. Le… (more)

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La directive Solvabilité II, soumise par la Commission Européenne en 2009, est rentrée en application en janvier 2016. Elle se base sur trois piliers. Le premier pilier traite des obligations quantitatives liées au calcul du capital de solvabilité requis. Le second pilier traite de la gouvernance des risques. Le troisième pilier concerne les documents et informations requis, la discipline de marché. Pour l’assurance vie, les obligations quantitatives (pilier I et une partie du pilier II) introduisent un haut niveau de complexité. En effet, pour créer un dispositif adapté aux spécificités des entreprises, la directive a introduit un cadre de valorisation du bilan des assureurs très délicat à comprendre et utiliser, la valorisation économique. Du fait de cette complexité, la plupart des assureurs vie européens ont, durant leurs premières années passées à implémenter la directive, choisi de se focaliser sur le pilier I en sachant que le calcul de l’exigence en capital serait une part essentielle du dispositif. Dans cette thèse, j’ai choisi de concentrer mon travail sur le second pilier de la directive et plus précisément sur le processus Own Risk and Solvency Assessment (ORSA). Cet outil réglementaire est en fait la seconde source de complexité majeure de Solvabilité II. C’est un processus de gestion des risques totalement intégré à l’entreprise dont l’objectif est de mener les assureurs à une meilleure compréhension de leurs risques. Au cours de mon travail, j’ai cherché à conceptualiser et à proposer des mises en œuvre opérationnelles pour répondre aux problématiques induites par l’ORSA (calcul du Besoin Global de Solvabilité et Conformité Permanente). Enfin, au travers d’un travail commun avec N. El Karoui, S. Loisel et J.-L. Prigent, nous avons analysé et exemplifié certains des dangers majeurs induits par la valorisation économique

The Solvency II directive issued in 2009 by the European Commission has been put into action in January 2016. It is based on three pillars. The first pillar addresses the quantitative requirements to assess the Solvency capital needs. The second pillar, more qualitative, addresses the risks governance. The third pillar addresses the required disclosures. For life insurance, the quantitative requirements (pillar I and a part of pillar II) have introduced a high level of complexity. Indeed, to create an entity-adapted scheme, the directive has developed a very specific process to evaluate the insurance balance sheets, namely the economic valuation. Considering this complexity, most European life insurances have chosen to focus on pillar I, at the beginning of the implementation of the directive, the regulatory capital assessment being an essential part of the solvency scheme. In this thesis I focus my work on the second pillar of the directive and more precisely on the Own Risk and Solvency Assessment (ORSA) process. This regulatory tool is the second major source of complexity when implementing the directive. It is a completely undertaking-embedded risk management process which aims to…

Advisors/Committee Members: Loisel, Stéphane (thesis director), Prigent, Jean-Luc (thesis director).

Subjects/Keywords: Solvabilité II; Assurance vie; ORSA; Conformité permanente; Besoin Global de Solvabilité; Solvency II; Life insurance; ORSA; Continuous compliance; Overall Solvency Need; 368

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Vedani, J. (2016). Conceptualisation et mise en oeuvre du processus Own Risk and Solvency Assessment pour l’assurance vie : Conceptualization and implementation of the Own Risk and Solvency Assessment process for life insurance. (Doctoral Dissertation). Lyon. Retrieved from http://www.theses.fr/2016LYSE1161

Chicago Manual of Style (16^th Edition):

Vedani, Julien. “Conceptualisation et mise en oeuvre du processus Own Risk and Solvency Assessment pour l’assurance vie : Conceptualization and implementation of the Own Risk and Solvency Assessment process for life insurance.” 2016. Doctoral Dissertation, Lyon. Accessed March 05, 2021. http://www.theses.fr/2016LYSE1161.

MLA Handbook (7^th Edition):

Vedani, Julien. “Conceptualisation et mise en oeuvre du processus Own Risk and Solvency Assessment pour l’assurance vie : Conceptualization and implementation of the Own Risk and Solvency Assessment process for life insurance.” 2016. Web. 05 Mar 2021.

Vancouver:

Vedani J. Conceptualisation et mise en oeuvre du processus Own Risk and Solvency Assessment pour l’assurance vie : Conceptualization and implementation of the Own Risk and Solvency Assessment process for life insurance. [Internet] [Doctoral dissertation]. Lyon; 2016. [cited 2021 Mar 05]. Available from: http://www.theses.fr/2016LYSE1161.

Council of Science Editors:

Vedani J. Conceptualisation et mise en oeuvre du processus Own Risk and Solvency Assessment pour l’assurance vie : Conceptualization and implementation of the Own Risk and Solvency Assessment process for life insurance. [Doctoral Dissertation]. Lyon; 2016. Available from: http://www.theses.fr/2016LYSE1161

Technical University of Lisbon

20. Rodrigues, Ana Samuel Barroqueiro Marques. Undertaking specific parameters : implementation of the EIOPA Guidelines.

Degree: 2014, Technical University of Lisbon

URL: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7692

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Mestrado em Ciências Actuariais

Sob o novo regime de Solvência II, é obrigatório que as seguradoras e resseguradoras calculem o seu Requisito de Capital de… (more)

Subjects/Keywords: Solvência II; Undertaking Specific Parameters; Risco de Prémio; Risco de Reserva; Fórmula Standard; Requisito de Capital de Solvência; Solvency II; Premium Risk; Reserve Risk; Solvency Capital Requirement

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Rodrigues, A. S. B. M. (2014). Undertaking specific parameters : implementation of the EIOPA Guidelines. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7692

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Rodrigues, Ana Samuel Barroqueiro Marques. “Undertaking specific parameters : implementation of the EIOPA Guidelines.” 2014. Thesis, Technical University of Lisbon. Accessed March 05, 2021. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7692.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Rodrigues, Ana Samuel Barroqueiro Marques. “Undertaking specific parameters : implementation of the EIOPA Guidelines.” 2014. Web. 05 Mar 2021.

Vancouver:

Rodrigues ASBM. Undertaking specific parameters : implementation of the EIOPA Guidelines. [Internet] [Thesis]. Technical University of Lisbon; 2014. [cited 2021 Mar 05]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7692.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Rodrigues ASBM. Undertaking specific parameters : implementation of the EIOPA Guidelines. [Thesis]. Technical University of Lisbon; 2014. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/7692

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Mykolas Romeris University

21. Stonkienė, Aistė. Ne gyvybės draudos įmonių rizikos vertinimas.

Degree: Master, Marketing and Administration, 2012, Mykolas Romeris University

URL: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2012~D_20120703_152942-96933 ;

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Veiklos audito magistro baigiamojo darbo tyrimo objektas yra Lietuvoje registruotos ne gyvybės draudos įmonės, vykdančios visas pagrindines ne gyvybės draudimo šakai būdingas draudimo grupes, o… (more)

Subjects/Keywords: MOKUMAS I; MOKUMAS II; Ne gyvybės draudos rinka; Draudimo tarifai; Draudos įmonių rizika; Solvency I; Solvency II; Non-life insurance market; Insurance rates; Insurance risk

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Stonkienė, Aistė. (2012). Ne gyvybės draudos įmonių rizikos vertinimas. (Masters Thesis). Mykolas Romeris University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2012~D_20120703_152942-96933 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16^th Edition):

Stonkienė, Aistė. “Ne gyvybės draudos įmonių rizikos vertinimas.” 2012. Masters Thesis, Mykolas Romeris University. Accessed March 05, 2021. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2012~D_20120703_152942-96933 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7^th Edition):

Stonkienė, Aistė. “Ne gyvybės draudos įmonių rizikos vertinimas.” 2012. Web. 05 Mar 2021.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

Stonkienė, Aistė. Ne gyvybės draudos įmonių rizikos vertinimas. [Internet] [Masters thesis]. Mykolas Romeris University; 2012. [cited 2021 Mar 05]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2012~D_20120703_152942-96933 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

Stonkienė, Aistė. Ne gyvybės draudos įmonių rizikos vertinimas. [Masters Thesis]. Mykolas Romeris University; 2012. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2012~D_20120703_152942-96933 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Univerzitet u Beogradu

22. Jovović, Marija. 1983-. Merenje rizika pri utvrđivanju solventnosti neživotnih osiguravača.

Degree: Ekonomski fakultet, 2016, Univerzitet u Beogradu

URL: https://fedorabg.bg.ac.rs/fedora/get/o:10322/bdef:Content/get

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Društvene nauke / Osiguranje

Osiguranje pruža zaštitu od rizika koji ugrožavaju imovinu i lica kroz isplatu naknade štete, odnosno osigurane sume, nakon nastupanja osiguranog slučaja,… (more)

Subjects/Keywords: non-life insurance; solvency margin; insurance risks; premium risk; reserve risk; diversification of risk; Solvency II; dynamic model for insurance risk measurement

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Jovović, M. 1. (2016). Merenje rizika pri utvrđivanju solventnosti neživotnih osiguravača. (Thesis). Univerzitet u Beogradu. Retrieved from https://fedorabg.bg.ac.rs/fedora/get/o:10322/bdef:Content/get

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Jovović, Marija 1983-. “Merenje rizika pri utvrđivanju solventnosti neživotnih osiguravača.” 2016. Thesis, Univerzitet u Beogradu. Accessed March 05, 2021. https://fedorabg.bg.ac.rs/fedora/get/o:10322/bdef:Content/get.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Jovović, Marija 1983-. “Merenje rizika pri utvrđivanju solventnosti neživotnih osiguravača.” 2016. Web. 05 Mar 2021.

Vancouver:

Jovović M1. Merenje rizika pri utvrđivanju solventnosti neživotnih osiguravača. [Internet] [Thesis]. Univerzitet u Beogradu; 2016. [cited 2021 Mar 05]. Available from: https://fedorabg.bg.ac.rs/fedora/get/o:10322/bdef:Content/get.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Jovović M1. Merenje rizika pri utvrđivanju solventnosti neživotnih osiguravača. [Thesis]. Univerzitet u Beogradu; 2016. Available from: https://fedorabg.bg.ac.rs/fedora/get/o:10322/bdef:Content/get

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

23. Bondesson, Isak. Suitability assessment procedures inSolvency II : Outlining suitable processes for own assessment of article 42’s fit and proper requirements.

Degree: Law, 2012, Umeå University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-58099

Subjects/Keywords: Suitability; Solvency II; Solvency II; suitable processes; LAW/JURISPRUDENCE; RÄTTSVETENSKAP/JURIDIK

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Bondesson, I. (2012). Suitability assessment procedures inSolvency II : Outlining suitable processes for own assessment of article 42’s fit and proper requirements. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-58099

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Bondesson, Isak. “Suitability assessment procedures inSolvency II : Outlining suitable processes for own assessment of article 42’s fit and proper requirements.” 2012. Thesis, Umeå University. Accessed March 05, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-58099.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Bondesson, Isak. “Suitability assessment procedures inSolvency II : Outlining suitable processes for own assessment of article 42’s fit and proper requirements.” 2012. Web. 05 Mar 2021.

Vancouver:

Bondesson I. Suitability assessment procedures inSolvency II : Outlining suitable processes for own assessment of article 42’s fit and proper requirements. [Internet] [Thesis]. Umeå University; 2012. [cited 2021 Mar 05]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-58099.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Bondesson I. Suitability assessment procedures inSolvency II : Outlining suitable processes for own assessment of article 42’s fit and proper requirements. [Thesis]. Umeå University; 2012. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-58099

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

KTH

24. Göransson, Gustav. Optimering av lagernivåer vid distributionscentralen Bygg Ole.

Degree: Optimization and Systems Theory, 2016, KTH

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-188980

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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… (more)

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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. I rapporten applicerades Guaranteed Service-Level modellen baserad på historisk försäljning i kombination relevanta teorier om lagerkostnad. Rapporten var begränsad till att behandla utvalda produkter med hög omsättning från två utvalda leverantörer till Bygg Ole. Efterfrågan för alla produkter i rapporten utom en är icke säsongsberoende. Särskild hänsyn har dessutom tagits till servicenivå, kapitalkostnader och variation i efterfråga. Resultatet gav att en implementering av modellen skulle ge lägre lagernivåer och därmed lägre lagerkostnader. Slutsatsen från rapporten var att modellen skulle kunna implementeras, eventuellt med höga administrativa kostnader i början. Bygg Ole har också en möjlighet att använda ett ordersystem baserat på den matematiska GSL-modellen (Guaranteed Service-Level) i kombination med prognoser över efterfrågan producerade av försäljningsavdelningen på Bygg Ole. Detta skulle potentiellt kunna öka precisionen i lagerhanteringen. Den nuvarande lagerräntan är relativt lågt bestämd och därför minskas de beräknade besparingarna från implementering av modellen. Om lagerräntan skulle vara högre skulle den ekonomiska fördelen med implementeringen vara tydligare. Rekommendationen till Bygg Ole är att tillämpa den rekommenderade GSL-modellen i kombination med ett system för prognos över efterfrågan på några utvalda produkter och sedan utvärdera resultatet.

The aim of this thesis was to examine possible improvements in the inventory management and procedure of ordering at Bygg Ole Saltsjö-Boo. A combination of aspects from both Systems Engineering and Industrial Engineering and Management has been used. In the report, a Guaranteed Service-Level model based on historical data of sales in combination with relevant theories about inventory carrying cost has been applied. The study was limited to specific chosen products with high sales from two selected suppliers of Bygg Ole. All these products in the study except one experienced low seasonal variety in demand. Furthermore special consideration was taken to service level, cost of capital and variability of demand. The result was that an implementation of the model would yield lower inventory levels and therefore lower carrying costs of inventory. The conclusion from the report was that the model could be implemented, although with possibly high administrative costs in the beginning. Bygg Ole also has a possibility of using an ordering system based on the mathematical GSL-model (Guaranteed Service-Level) in combination with forecasts of demand conducted by the sales department of Bygg Ole. This could potentially increase precision in the inventory management. The current inventory carrying charge is compounded relatively low and therefore decreases the calculated savings from implementing the model. If the carrying…

Subjects/Keywords: Solvency II; Standard formula; Solvency Capital Requirement; Valueat Risk; Principal Component Analysis; Cornish Fisher expansion; Solvens II; Standardformeln; Kapitalbaskrav; Valueat Risk; Principalkomponents analys; Cornish Fisher expansion

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Göransson, G. (2016). Optimering av lagernivåer vid distributionscentralen Bygg Ole. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-188980

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Göransson, Gustav. “Optimering av lagernivåer vid distributionscentralen Bygg Ole.” 2016. Thesis, KTH. Accessed March 05, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-188980.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Göransson, Gustav. “Optimering av lagernivåer vid distributionscentralen Bygg Ole.” 2016. Web. 05 Mar 2021.

Vancouver:

Göransson G. Optimering av lagernivåer vid distributionscentralen Bygg Ole. [Internet] [Thesis]. KTH; 2016. [cited 2021 Mar 05]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-188980.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Göransson G. Optimering av lagernivåer vid distributionscentralen Bygg Ole. [Thesis]. KTH; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-188980

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

KTH

25. Widing, Björn. Solvency Capital Requirement (SCR) for Market Risks : A quantitative assessment of the Standard formula and its adequacy for a Swedish insurance company.

Degree: Mathematical Statistics, 2016, KTH

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-189022

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The purpose of this project is to validate the adequacy of the Standard formula, used to calculate the Solvency Capital Requirement (SCR), with respect… (more)

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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). Additionally, investment strategies for risk free assets are evaluated through a scenario based analysis. The findings support that the Equity shock of 39%, as proposed in the Standard formula, is appropriate for a diversified portfolio of global equities. Furthermore, to some extent; the Equity shock is also sufficient for a diversified global portfolio with an overweight of Swedish equities. Additionally, the findings shows that the Standard formula for Interest rate risks occasionally underestimates the true Interest rate risk. Furthermore, it’s shown that there are some advantage of selecting an investment strategy that stabilizes the Own fund of an insurance company rather than a strategy that minimizes the SCR.

Syftet med detta arbete är att utvärdera Standardformeln, som används för att beräkna solvenskapitalkravet (SCR) under Solvens II, med avseende på dess lämplighet för ett svensk försäkringsbolag. Modulerna som utvärderas är aktierisk (typ 1) och ränterisk. Utvärderingen genomförs med kvantitativa metoder och utifrån konceptet Value at Risk (VaR). Dessutom utvärderas investeringsstrategier för riskfria tillgångar genom en scenariobaserad analys. Resultaten stödjer att den av Standardformeln föreskrivna aktiechocken på -39 % är tillräcklig för en diversifierad global aktieportfölj. Dessutom är aktiechocken även tillräcklig för en diversifierad global portfölj med en viss övervikt mot svenska aktier. Vidare visar resultaten att Standardformeln under vissa omständigheter underskattar ränterisken. Slutligen visar den scenariobaserade analysen att det är fördelaktigt att välja en investeringsstrategi som stabiliserar Own fund, hellre än en strategi som minimerar SCR.

Subjects/Keywords: Solvency II; Standard formula; Solvency Capital Requirement; Value at Risk; Principal Component Analysis; Cornish Fisher expansion; Solvens II; Standardformeln; Kapitalbaskrav; Value at Risk; Principalkomponents analys; Cornish Fisher expansion

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Widing, B. (2016). Solvency Capital Requirement (SCR) for Market Risks : A quantitative assessment of the Standard formula and its adequacy for a Swedish insurance company. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-189022

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Widing, Björn. “Solvency Capital Requirement (SCR) for Market Risks : A quantitative assessment of the Standard formula and its adequacy for a Swedish insurance company.” 2016. Thesis, KTH. Accessed March 05, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-189022.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Widing, Björn. “Solvency Capital Requirement (SCR) for Market Risks : A quantitative assessment of the Standard formula and its adequacy for a Swedish insurance company.” 2016. Web. 05 Mar 2021.

Vancouver:

Widing B. Solvency Capital Requirement (SCR) for Market Risks : A quantitative assessment of the Standard formula and its adequacy for a Swedish insurance company. [Internet] [Thesis]. KTH; 2016. [cited 2021 Mar 05]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-189022.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Widing B. Solvency Capital Requirement (SCR) for Market Risks : A quantitative assessment of the Standard formula and its adequacy for a Swedish insurance company. [Thesis]. KTH; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-189022

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Technical University of Lisbon

26. Loureiro, Francisco Miguel Pires Nunes Tiago. Risk analysis and solvency impact of the exposure of portuguese insurance and pension funds sector to the property market.

Degree: 2015, Technical University of Lisbon

URL: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10549

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Mestrado em Ciências Actuariais

A origem e consequências da crise financeira com início no verão de 2007 acentuaram as preocupações relativas aos impactos da exposição… (more)

Subjects/Keywords: Solvência II; estabilidade financeira; imobiliário; valorização de ativos; Solvency II; financial stability; property; asset valuation

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Loureiro, F. M. P. N. T. (2015). Risk analysis and solvency impact of the exposure of portuguese insurance and pension funds sector to the property market. (Thesis). Technical University of Lisbon. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10549

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Loureiro, Francisco Miguel Pires Nunes Tiago. “Risk analysis and solvency impact of the exposure of portuguese insurance and pension funds sector to the property market.” 2015. Thesis, Technical University of Lisbon. Accessed March 05, 2021. http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10549.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Loureiro, Francisco Miguel Pires Nunes Tiago. “Risk analysis and solvency impact of the exposure of portuguese insurance and pension funds sector to the property market.” 2015. Web. 05 Mar 2021.

Vancouver:

Loureiro FMPNT. Risk analysis and solvency impact of the exposure of portuguese insurance and pension funds sector to the property market. [Internet] [Thesis]. Technical University of Lisbon; 2015. [cited 2021 Mar 05]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10549.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Loureiro FMPNT. Risk analysis and solvency impact of the exposure of portuguese insurance and pension funds sector to the property market. [Thesis]. Technical University of Lisbon; 2015. Available from: http://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/10549

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

27. Carlos Wagner da Lapa Barros. AnÃlise de SolvÃncia do Regime PrÃprio de PrevidÃncia Social do Estado do CearÃ â 2003 a 2012.

Degree: Master, 2013, Universidade Federal do Ceará

URL: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=12843 ;

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InÃmeras tÃm sido as razÃes que trazem o tema do regime da previdÃncia social dos servidores pÃblicos do CearÃ a evidÃncia. Existe uma pressÃo da… (more)

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InÃmeras tÃm sido as razÃes que trazem o tema do regime da previdÃncia social dos servidores pÃblicos do CearÃ a evidÃncia. Existe uma pressÃo da UniÃo para equacionar o dÃficit atuarial deste sistema. NÃo Ã sÃ o estado do CearÃ que passa por este desafio. Todo o paÃs passa por um perÃodo de reforma a fim de encontrar soluÃÃes para a manutenÃÃo do sistema. A previdÃncia dos servidores afeta grandemente as contas pÃblicas. Atualmente sÃo protegidos por este sistema mais de 100.000 servidores, entre ativos e inativos do Estado. Este trabalho busca preencher uma lacuna existente sobre um detalhamento da situaÃÃo do regime prÃprio de previdÃncia estadual, atravÃs de uma anÃlise da solvÃncia do respectivo sistema previdenciÃrio, utilizando modelos economÃtricos que mensuram sua sustentabilidade, durante o perÃodo de 2003 a 2012. Os resultados mostram que a dÃvida contraÃda pela previdÃncia no estado do CearÃ Ã administrÃvel.

An ongoing and central concern of large parts of the social sciences is that there are certain issues in which establishing a rigorous consensus is imperative, for instance, as concerns social security of civil servants from CearÃ state. This concern is especially significant regarding the Federal Government expenditures and its persistent budget deficits. Of course, CearÃ government is by no means alone. And there is considerable added complexity in finding solutions to the Federal system as a whole, with regard to the servant security which greatly affects the public debt. Over 100,000 public servants (active and inactive) are currently protected by this system. This work seeks to shed lights on the real social security system from CearÃ state, making use of the so-called solvency ratios which will be applied to the system in question. Further, one makes use of econometric models that measure its sustainability taking into account 2003-2012 years. The results demonstrate that the debt incurred by âcearenseâ pension system is technically manageable.

Advisors/Committee Members: Andrei Gomes Simonassi, Pablo Urano de Carvalho Castelar, Francisco JosÃ Silva Tabosa.

Subjects/Keywords: CIENCIAS SOCIAIS APLICADAS; SolvÃncia; Regime PrevidenciÃrio PrÃprio; CearÃ; Solvency; Self Pension System; CearÃ; PrevidÃncia Social

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Barros, C. W. d. L. (2013). AnÃlise de SolvÃncia do Regime PrÃprio de PrevidÃncia Social do Estado do CearÃ â 2003 a 2012. (Masters Thesis). Universidade Federal do Ceará. Retrieved from http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=12843 ;

Chicago Manual of Style (16^th Edition):

Barros, Carlos Wagner da Lapa. “AnÃlise de SolvÃncia do Regime PrÃprio de PrevidÃncia Social do Estado do CearÃ â 2003 a 2012.” 2013. Masters Thesis, Universidade Federal do Ceará. Accessed March 05, 2021. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=12843 ;.

MLA Handbook (7^th Edition):

Barros, Carlos Wagner da Lapa. “AnÃlise de SolvÃncia do Regime PrÃprio de PrevidÃncia Social do Estado do CearÃ â 2003 a 2012.” 2013. Web. 05 Mar 2021.

Vancouver:

Barros CWdL. AnÃlise de SolvÃncia do Regime PrÃprio de PrevidÃncia Social do Estado do CearÃ â 2003 a 2012. [Internet] [Masters thesis]. Universidade Federal do Ceará 2013. [cited 2021 Mar 05]. Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=12843 ;.

Council of Science Editors:

Barros CWdL. AnÃlise de SolvÃncia do Regime PrÃprio de PrevidÃncia Social do Estado do CearÃ â 2003 a 2012. [Masters Thesis]. Universidade Federal do Ceará 2013. Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=12843 ;

28. Silvana Maria Braga de Souza da Silva. A solvÃncia das administraÃÃes pÃblicas municipais cearenses no perÃodo 2002-2008.

Degree: Master, 2009, Universidade Federal do Ceará

URL: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=4713 ;

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Considerando o atendimento Ã restriÃÃo orÃamentÃria intertemporal do governo, analisa-se a solvÃncia das administraÃÃes pÃblicas municipais no CearÃ a partir da proposta de Hamilton e… (more)

Subjects/Keywords: CIENCIAS SOCIAIS APLICADAS; RestriÃÃo OrÃamentÃria Intertemporal; Raiz UnitÃria; SolvÃncia; Intertemporal Budget Constraint; Unit Root; Solvency

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Silva, S. M. B. d. S. d. (2009). A solvÃncia das administraÃÃes pÃblicas municipais cearenses no perÃodo 2002-2008. (Masters Thesis). Universidade Federal do Ceará. Retrieved from http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=4713 ;

Chicago Manual of Style (16^th Edition):

Silva, Silvana Maria Braga de Souza da. “A solvÃncia das administraÃÃes pÃblicas municipais cearenses no perÃodo 2002-2008.” 2009. Masters Thesis, Universidade Federal do Ceará. Accessed March 05, 2021. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=4713 ;.

MLA Handbook (7^th Edition):

Silva, Silvana Maria Braga de Souza da. “A solvÃncia das administraÃÃes pÃblicas municipais cearenses no perÃodo 2002-2008.” 2009. Web. 05 Mar 2021.

Vancouver:

Silva SMBdSd. A solvÃncia das administraÃÃes pÃblicas municipais cearenses no perÃodo 2002-2008. [Internet] [Masters thesis]. Universidade Federal do Ceará 2009. [cited 2021 Mar 05]. Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=4713 ;.

Council of Science Editors:

Silva SMBdSd. A solvÃncia das administraÃÃes pÃblicas municipais cearenses no perÃodo 2002-2008. [Masters Thesis]. Universidade Federal do Ceará 2009. Available from: http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=4713 ;

29. Chan, Betty Lilian. Risco de subscrição frente às regras de solvência do mercado segurador brasileiro.

Degree: PhD, Controladoria e Contabilidade: Contabilidade, 2010, University of São Paulo

URL: http://www.teses.usp.br/teses/disponiveis/12/12136/tde-17122010-094901/ ;

► Nos últimos anos, o mercado segurador brasileiro tem apresentado forte expansão, a qual foi impulsionada pela estabilização econômica e o conseqüente aumento do consumo. No… (more)

▼ Nos últimos anos, o mercado segurador brasileiro tem apresentado forte expansão, a qual foi impulsionada pela estabilização econômica e o conseqüente aumento do consumo. No entanto, mediante um crescimento acelerado dos prêmios, eventuais desvios nas premissas adotadas na precificação podem expor as seguradoras a riscos pouco suportáveis no longo prazo. Este é um dos componentes do risco de subscrição, sendo o objeto do presente estudo. No âmbito regulatório, frente ao aumento das complexidades dos serviços financeiros e aos escândalos envolvendo grandes corporações, fez-se necessário o Novo Acordo da Basiléia, o qual introduziu metodologias de apuração da necessidade mínima de capital mais sensível a risco, beneficiando instituições melhor administradas na medida em que requer menor alocação de capital. Nessa mesma linha, no mercado segurador dos países membros da União Européia, segue o projeto Solvência II. Acompanhando a tendência mundial, no Brasil, foram promulgadas novas regras de solvência para o mercado segurador, sendo estabelecidas, num primeiro momento, regras de alocação de capital para cobertura do risco de subscrição, sendo os demais tipos de risco a serem tratados na seqüência. É importante esclarecer que, diferentemente do setor bancário, no mercado segurador brasileiro não é permitida a utilização do próprio modelo interno ou dos parâmetros deste para determinação do capital mínimo requerido regulatório, mas apenas a aplicação de fatores mais suavizados para tal fim. Assim, como este não observa o risco mensurado internamente, o capital regulatório passa a representar um potencial custo imposto às seguradoras, o qual pode impactar diretamente na rentabilidade das linhas de negócio. Nesse sentido, o presente estudo buscou investigar, sob a ótica e limitação de usuário externo das demonstrações contábeis, a existência de indícios que levam a supor que a nova regulamentação sobre o capital mínimo para cobertura do risco de subscrição penalizou as seguradoras de menor porte, tendo-se em vista o seu valor em risco para o nível de confiança de 99,5%. Para tanto, foi necessário: (a) apurar o capital mínimo regulatório, seja com ou sem modelo interno, (b) estimar o valor em risco de cada seguradora para o nível de confiança de 99,5% e (c) distinguir as seguradoras por porte, o qual foi determinado pela técnica de Análise de Conglomerados. O maior desafio foi determinar, para cada seguradora, o item (b), o qual consistiu na estimação das distribuições marginais das perdas por categoria de negócio e a agregação dessas pela aplicação da teoria de cópulas. Depois, calculou-se a razão entre (i) a somatória do grau de provisionamento com a alocação do capital regulatório (abordagens com e sem modelo interno) e (ii) o valor em risco ao nível de confiança de 99,5%. Em seguida, aplicou-se o teste de Mann-Whitney para comparar médias em função do porte. A partir da análise desenvolvida, observou-se que modelo regulatório se mostrou mais coerente quando aplicado às seguradoras médias e grandes, tendo-se em vista que… Advisors/Committee Members: Martins, Gilberto de Andrade.

Subjects/Keywords: Atuária; Capital de risco; Economic capital; Regulatory capital; Risco (Seguro); Seguro; Solvency; Underwriting risk

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Chan, B. L. (2010). Risco de subscrição frente às regras de solvência do mercado segurador brasileiro. (Doctoral Dissertation). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/12/12136/tde-17122010-094901/ ;

Chicago Manual of Style (16^th Edition):

Chan, Betty Lilian. “Risco de subscrição frente às regras de solvência do mercado segurador brasileiro.” 2010. Doctoral Dissertation, University of São Paulo. Accessed March 05, 2021. http://www.teses.usp.br/teses/disponiveis/12/12136/tde-17122010-094901/ ;.

MLA Handbook (7^th Edition):

Chan, Betty Lilian. “Risco de subscrição frente às regras de solvência do mercado segurador brasileiro.” 2010. Web. 05 Mar 2021.

Vancouver:

Chan BL. Risco de subscrição frente às regras de solvência do mercado segurador brasileiro. [Internet] [Doctoral dissertation]. University of São Paulo; 2010. [cited 2021 Mar 05]. Available from: http://www.teses.usp.br/teses/disponiveis/12/12136/tde-17122010-094901/ ;.

Council of Science Editors:

Chan BL. Risco de subscrição frente às regras de solvência do mercado segurador brasileiro. [Doctoral Dissertation]. University of São Paulo; 2010. Available from: http://www.teses.usp.br/teses/disponiveis/12/12136/tde-17122010-094901/ ;

Pontifícia Universidade Católica de São Paulo

30. Alex Moura Magalhães. Aplicação de modelos de insolvência nas principais empresas de call center no Brasil.

Degree: 2013, Pontifícia Universidade Católica de São Paulo

URL: http://www.sapientia.pucsp.br//tde_busca/arquivo.php?codArquivo=16016

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Este estudo é resultado de uma avaliação financeira por meio de modelos de insolvência aplicados nas demonstrações financeiras das principais empresas de call center atuantes… (more)

Subjects/Keywords: CIENCIAS CONTABEIS; Solvência; Insolvência; Modelo; Risco; Call center; Solvency; Insolvency; Model; Risk; Call center

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Magalhães, A. M. (2013). Aplicação de modelos de insolvência nas principais empresas de call center no Brasil. (Thesis). Pontifícia Universidade Católica de São Paulo. Retrieved from http://www.sapientia.pucsp.br//tde_busca/arquivo.php?codArquivo=16016

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Magalhães, Alex Moura. “Aplicação de modelos de insolvência nas principais empresas de call center no Brasil.” 2013. Thesis, Pontifícia Universidade Católica de São Paulo. Accessed March 05, 2021. http://www.sapientia.pucsp.br//tde_busca/arquivo.php?codArquivo=16016.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Magalhães, Alex Moura. “Aplicação de modelos de insolvência nas principais empresas de call center no Brasil.” 2013. Web. 05 Mar 2021.

Vancouver:

Magalhães AM. Aplicação de modelos de insolvência nas principais empresas de call center no Brasil. [Internet] [Thesis]. Pontifícia Universidade Católica de São Paulo; 2013. [cited 2021 Mar 05]. Available from: http://www.sapientia.pucsp.br//tde_busca/arquivo.php?codArquivo=16016.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Magalhães AM. Aplicação de modelos de insolvência nas principais empresas de call center no Brasil. [Thesis]. Pontifícia Universidade Católica de São Paulo; 2013. Available from: http://www.sapientia.pucsp.br//tde_busca/arquivo.php?codArquivo=16016

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Open Access Theses and Dissertations