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Dissertations / Theses on the topic 'Risk (Insurance)'

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Published: 4 June 2021

Last updated: 25 July 2025

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1

Kang, Yu. "Risk, ambiguity, and insurance /." Digital version accessible at:, 1998. http://wwwlib.umi.com/cr/utexas/main.

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2

Matevosyan, Hasmik <1993&gt. "Risk Prediction in Automobile Insurance." Master's Degree Thesis, Università Ca' Foscari Venezia, 2018. http://hdl.handle.net/10579/13433.

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The relationship between individual risks and the number of claims in automobile insurance has received growing attention over recent years among industry practitioners. The number of people who purchase cars grows exponentially. Risk managers of insurance companies need to deal with a variety of risks concerning vehicles and try to predict them as accurate as possible to avoid losses or to minimize them. For this reason, in this thesis I will examine different risk variables and models for these variables in the car insurance sector. The analyses are done based on the econometric approach. Th

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3

Karabey, Ugur. "Risk capital allocation and risk quantification in insurance companies." Thesis, Heriot-Watt University, 2012. http://hdl.handle.net/10399/2566.

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The objective of this thesis is to investigate risk capital allocation methods in detail for both non-life and life insurance business. In non-life insurance business loss models are generally linear with respect to losses of business-lines. However, in life insurance loss models are not generally a linear function of factor risks, i.e. the interest-rate factor, mortality rate factor, etc. In the first part of the thesis, we present the existing allocation methods and discuss their advantages and disadvantages. In a comprehensive simulation study we examine the allocations sensitivity to diffe

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4

Gong, Qi. "Gerber-Shiu function in threshold insurance risk models." Click to view the E-thesis via HKUTO, 2008. http://sunzi.lib.hku.hk/hkuto/record/B40987966.

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5

Schreiber, Irene. "Risk-minimization for life insurance liabilities." Diss., lmu, 2012. http://nbn-resolving.de/urn:nbn:de:bvb:19-153192.

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6

蕭德權 and Tak-kuen Siu. "Risk measures in finance and insurance." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2001. http://hub.hku.hk/bib/B31242297.

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7

Apere, Pius Oyabramo. "Modelling life insurance new business risk." Thesis, City University London, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.435038.

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8

Delaney, J. M. "Education : risk enhancing or insurance mechanism?" Thesis, University College London (University of London), 2017. http://discovery.ucl.ac.uk/1558906/.

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In the first chapter, I examine the returns to education for both males and females with a particular focus on the effect of wage risk and periods of non-employment. I also account for selection in to the labour market using a Heckman selection equation and decompose earnings in to permanent and transitory components in an effort to understand the components of wage risk. My results suggest that failure to account for periods of non-employment, wage risk and selection in to the labour market when calculating returns to education leads to biased estimates. In the second chapter, along with my c

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9

Bash-Taqi, A. Bubakarr. "Risk and insurance in rural Africa." Thesis, University of Sussex, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.496868.

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It is widely asserted that rural households In developing countries - including Ethiopia - are plagued by a plethora of shocks, which subsequently leads to significant risks to income and consumption. On the other hand, it is also conjectured that in the presence of these shocks and risks, households have access to a variety of formal and Informal mechanisms for dealing with these events as and when they occur. The existence of these mechanisms, It Is argued, explains why consumption does not exactly co-move with income. In other words, there are smaller consumption fluctuations than those tha

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10

Siu, Tak-kuen. "Risk measures in finance and insurance." Hong Kong : University of Hong Kong, 2001. http://sunzi.lib.hku.hk/hkuto/record.jsp?B2323426X.

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11

Seck, Cheikh Ahmadou Bamba <1994&gt. "Basis risk in weather index insurance." Master's Degree Thesis, Università Ca' Foscari Venezia, 2018. http://hdl.handle.net/10579/13438.

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Nowadays the planet faces a problem of climate change giving rise to a frequency of climatic phenomena below or above the normal such as a rarity or an excess of the rainfall leading respectively to drought and floods in certain localities, cyclones, storms, temperature, etc. Face to this uncertainty of the occurrence of these events which are considered as risks, human being generally risk-averse, to protect themselves against these risks new form of insurance called weather insurance was created.

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12

Guseva, Alevtina Vladimirovna. "Uncertainty, risk and trust in the Russian credit card and insurance market /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC IP addresses, 2002. http://wwwlib.umi.com/cr/ucsd/fullcit?p3069222.

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13

Corzo, de la Colina Rafael, and Mendoza José Villafuerte. "Great risk insurances and disproportionate protection of insured persons in insurance contract Law." IUS ET VERITAS, 2017. http://repositorio.pucp.edu.pe/index/handle/123456789/122964.

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In this article, the authors tell us about great risk insurances and describe its regulation in foreign law. Then, they point out the protective role of State in the consumption relationship is to reduce information asymmetries, but there is no total disclosure obligation in the market. Therefore, information asymmetry ceases to be relevant when the user of the service has negotiating capacity and necessary resources to make an informed decision. They conclude it is pertinent to equate the application of the Peruvian Insurance Contract Law to international standards.<br>En el presente artículo

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14

Wan, Lai-mei. "Ruin analysis of correlated aggregate claims models." Thesis, Click to view the E-thesis via HKUTO, 2005. http://sunzi.lib.hku.hk/hkuto/record/B30705708.

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15

Lin, Yijia. "Mortality Risk Management." Digital Archive @ GSU, 2006. http://digitalarchive.gsu.edu/rmi_diss/14.

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This is a multi–essay dissertation in the area of mortality risk management. The first essay investigates natural hedging between life insurance and annuities and then proposes a mortality swap between a life insurer and an annuity insurer. Compared with reinsurance, capital markets have a greater capacity to absorb insurance shocks, and they may offer more flexibility to meet insurers’ needs. Therefore, my second essay studies securitization of mortality risks in life annuities. Specifically I design a mortality bond to transfer longevity risks inherent in annuities or pension plans to financ

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16

Fischer, Tom. "Valuation and risk management in life insurance." Phd thesis, [S.l. : s.n.], 2004. http://elib.tu-darmstadt.de/diss/000412.

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17

Zhang, Li. "Three essays on agricultural risk and insurance." [Ames, Iowa : Iowa State University], 2008.

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18

Tsanakas, Andreas. "Risk sharing in financial and insurance markets." Thesis, Imperial College London, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.413788.

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19

Bennett, Paul. "Mutual risk : moral economy in environmental insurance." Thesis, University of Oxford, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.313039.

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20

Siyi, Zhou. "Essays on financial and insurance risk management." Thesis, Imperial College London, 2012. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.586894.

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This thesis conducts several empirical analyses of important issues in modern quantitative risk management The first exercise examines the joint distribution of changes in agency credit ratings. We estimate both intra- and inter-industry correlations using Maximum Likelihood techniques. The analysis is performed unconditionally and then conditional on de-trended GDP. The latter estimates may be used for macro stress testing in which the credit quality of a portfolio is simulated conditional on a hypothesized future path of real output. Following the financial crisis, banks and regulators are i

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21

Mutenga, Stanley. "Risk management for property casualty insurance companies." Thesis, City University London, 2001. http://openaccess.city.ac.uk/7600/.

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This thesis addresses the need to reduce inefficiencies in management of insurance company risk capital. The laxity in managing the cost of capital is a result of dysfunctional property/casualty risk classification and capital accumulation practices in the insurance industry. We reclassify risk based on both peril and financial functional features, in order to capture all the facets of risk affecting a firm and ultimately to achieve optimal capital allocation. With the purpose of reducing inefficiencies in mind, we explore and isolate the impact of regulation on insurance company profitability

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22

Siokis, Vasilios. "Risk measurement and management of insurance companies." Thesis, City University London, 2001. http://openaccess.city.ac.uk/8400/.

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This thesis reviews some fundamental risk measurement and management concepts that insurance companies will face in the following years. The first chapter evaluates the theoretical and practical framework of the different approaches with respect to the determination of regulatory capital held by insurance companies. A critical assessment and substantial interpretation of these approaches is performed. Moreover, a number of new approaches is brought forward in order to add a more thorough and clear way of evaluating the level of the regulatory capital. Then, we provide evidence of the presence

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23

Chau, Ki-wai, and 周麒偉. "Fourier-cosine method for insurance risk theory." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2014. http://hdl.handle.net/10722/208586.

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In this thesis, a systematic study is carried out for effectively approximating Gerber-Shiu functions under L´evy subordinator models. It is a hardly touched topic in the recent literature and our approach is via the popular Fourier-cosine method. In theory, classical Gerber-Shiu functions can be expressed in terms of an infinite sum of convolutions, but its inherent complexity makes efficient computation almost impossible. In contrast, Fourier transforms of convolutions could be evaluated in a far simpler manner. Therefore, an efficient numerical method based on Fourier transform is pursue

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24

Eichner, Matthew Jason. "Medical expenditures and major risk health insurance." Thesis, Massachusetts Institute of Technology, 1997. http://hdl.handle.net/1721.1/10316.

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25

Hao, Mingjie. "Insurance loss coverage under restricted risk classification." Thesis, University of Kent, 2017. https://kar.kent.ac.uk/62465/.

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Insurers hope to make profit through pooling policies from a large number of individuals. Unless the risk in question is similar for all potential customers, an insurer is exposed to the possibility of adverse selection by attracting only high-risk individuals. To counter this, insurers have traditionally employed underwriting principles, identifying suitable risk factors to subdivide their potential customers into homogeneous risk groups, based on which risk-related premiums can be charged. In reality, however, insurers may not have all the information reflecting individuals' risks due to inf

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26

Pereira, Andreia Simões. "Risk adjustment in a life insurance portfolio." Master's thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/20924.

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Mestrado em Actuarial Science<br>Desde que a IFRS 17 foi emitida, o estudo e compreensão de todas as suas componentes tem sido uma tarefa desafiante para o quadro segurador, principalmente o cálculo das componentes do passivo. A sua complexidade e abordagem baseada em princípios representa um desafio para todas as companhias, consultores e outros stakeholders. Com isso em mente, este estágio teve como objetivo principal a compreensão de uma das suas componentes, o Risk Adjustment, que pode ser comparado à Margem de Risco de Solvência II. O Risk Adjustment representa a compensação que uma enti

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27

Ouattara, Korotoumou. "Credit, risk, and insurance in rural Gambia /." The Ohio State University, 1994. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487849377295198.

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28

Maynard, Trevor. "Extreme insurance and the dynamics of risk." Thesis, London School of Economics and Political Science (University of London), 2016. http://etheses.lse.ac.uk/3297/.

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The aim of this thesis is to explore the question: can scientific models improve insurance pricing? Model outputs are often converted to forecasts and, in the context of insurance, the supplementary questions: ‘are forecasts skillful?’ and ‘are forecasts useful?’ are examined. Skill score comparison experiments are developed allowing several scores in common use to be ranked. One score is shown to perform well; several others are shown to have systematic failings; with the conclusion that these should not be used by insurers. A new skill score property ‘Feasibility’ is proposed which highlight

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29

Gong, Qi, and 龔綺. "Gerber-Shiu function in threshold insurance risk models." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2008. http://hub.hku.hk/bib/B40987966.

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30

Hellman, Isabella. "Automated Risk Assessment : potential benefits and risks in the Swedish insurance market." Thesis, Linnéuniversitetet, Institutionen för informatik (IK), 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-54641.

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The technological advances made in society has affected many industries, one that is affected is the insurance market. The purpose of this thesis has been to identify potential benefits and risks connected to the automation of the risk assessment process of life insurance on the Swedish insurance market. In order to enhance the understanding and further enabling the identification of the potential benefits and risks the future process, as preferred by the participants, and the current process are discussed. The thesis includes the participants by using participatory design and analyzes the fin

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31

Kwan, Kwok-man. "Ruin theory under a threshold insurance risk model." Click to view the E-thesis via HKUTO, 2007. http://sunzi.lib.hku.hk/hkuto/record/B38320034.

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32

Chen, Yiqing. "Study on insurance risk models with subexponential tails and dependence structures." Click to view the E-thesis via HKUTO, 2009. http://sunzi.lib.hku.hk/hkuto/record/B42841768.

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33

Lanctôt, Sébastien. "L'utile et le juste de la discrimination dans la sélection, la classification et la tarification des risques assuranciels." Thesis, McGill University, 2008. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=115656.

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This thesis addresses the complex issue of risk classification in the field of insurance. Prior to accepting risks, insurance companies must first be able to evaluate those risks. Accordingly, they seek to collect the most information possible from, amongst other sources, the insured, so as to gage relative risk and evaluate whether to insure or not, to what degree and at what rate. In due course, the insurer will use this information on conjunction with statistical and actuarial calculations to draw hypotheses on the degree, probability and cost of risk. In selecting relevant risks for analys

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34

Solcà, Tatiana. "Expected risk-adjusted return for insurance based models." Zürich : Swiss Federal Institute of Technology Zurich, Department of Mathematics, 2000. http://e-collection.ethbib.ethz.ch/show?type=dipl&nr=21.

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35

Dimitrova, Dimitrina S. "Dependent risk modelling in (re)insurance and ruin." Thesis, City, University of London, 2007. http://openaccess.city.ac.uk/18910/.

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The work presented in this dissertation is motivated by the observation that the classical (re)insurance risk modelling assumptions of independent and identically distributed claim amounts, Poisson claim arrivals and premium income accumulating linearly at a certain rate, starting from possibly non-zero initial capital, are often not realistic and violated in practice. There is an abundance of examples in which dependence is observed at various levels of the underlying risk model. Developing risk models which are more general than the classical one and can successfully incorporate dependence b

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36

Besley, T. J. "The theory of health risk and health insurance." Thesis, University of Oxford, 1987. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.384692.

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37

Jabbour, Mirna. "Investigation of risk management changes in insurance companies." Thesis, Brunel University, 2013. http://bura.brunel.ac.uk/handle/2438/7964.

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This thesis studies the change process of risk management practices associated with the implementation of Enterprise Risk Management (ERM) and the extent to which it can lead to changes in capital allocation practices. The study develops a theoretical framework to study risk management changes, which draws on structuration theory (Giddens, 1979, 1984) and institutional theory, particularly the institutional framework of Burns and Scapens (2000), as well as new institutional sociology theory. A two-stage empirical study was undertaken in non-life insurance companies. The first stage was a field

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38

Kwan, Kwok-man, and 關國文. "Ruin theory under a threshold insurance risk model." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2007. http://hub.hku.hk/bib/B38320034.

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39

Wat, Kam-pui, and 屈錦培. "Discrete-time insurance risk models with dependence structures." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B47849666.

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Regarding the relationships among different insurance claims, especially in non-life insurance, the dependence behaviour in various models has been studied extensively. In this thesis, some discrete-time risk models with dependence structures would be investigated. One traditional discrete-time risk model is the time series risk model, in which the dependence would be on two aspects: time correlated claims and dependent business classes. A general vector (multivariate) autoregressive moving average (VARMA) model would be adopted to analyze the ruin probability of a surplus process.

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40

MORGADO, WILSON LINS. "APPLYING RISK CLASSIFICATION METHOD IN CAR INSURANCE MARKET." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2004. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=5932@1.

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COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>A estimação do risco em seguros de automóveis representa um difícil problema de regressão. As dificuldades vão desde a utilização de um grande número de variáveis discretas como explicativas, até a distribuição particular dos ruídos e uma quantidade expressiva de categorias com valores nulos e valores discrepantes. Supondo que os problemas de estimação estejam relacionados com a classificação do risco adotada pelo mercado, este trabalho propõe um método de classificação alternativo. O método desenvolvido foi baseado na técn

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41

Paiz, Fernando. "Political risk insurance : a solution to capital flight?" Thesis, Massachusetts Institute of Technology, 1989. http://hdl.handle.net/1721.1/67102.

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42

Xiong, Sheng. "Stochastic Differential Equations: Some Risk and Insurance Applications." Diss., Temple University Libraries, 2011. http://cdm16002.contentdm.oclc.org/cdm/ref/collection/p245801coll10/id/133166.

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Mathematics<br>Ph.D.<br>In this dissertation, we have studied diffusion models and their applications in risk theory and insurance. Let Xt be a d-dimensional diffusion process satisfying a system of Stochastic Differential Equations defined on an open set G Rd, and let Ut be a utility function of Xt with U0 = u0. Let T be the first time that Ut reaches a level u^*. We study the Laplace transform of the distribution of T, as well as the probability of ruin, psileft(u_{0}right)=Prleft{ T<inftyright} , and other important probabilities. A class of exponential martingales is constructed to analyz

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43

ZHANG, Jian. "Insurance and self-protection for increased risk aversion." Digital Commons @ Lingnan University, 2017. https://commons.ln.edu.hk/fin_etd/18.

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We re-examine the classic problem of risk aversion and self-protection in this paper. In the beginning of this paper, we conduct comparative statics of risk aversion and prevention efforts based on the mono-periodic two states model of choice under risk. We show this new condition is effective with self-insurance-cum-protection model (Lee, 1998), in which the decision maker's activities to prevent the risk can sever both as self-insurance and self-protection. We suggest a new condition that increased risk aversion induces more prevention activities. This new condition requires only one assumpt

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44

Frizziero, Luca <1995&gt. "Credit risk management in banks and insurance companies." Master's Degree Thesis, Università Ca' Foscari Venezia, 2020. http://hdl.handle.net/10579/16815.

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This thesis aims to analyse the ways in which credit risk is managed and modelled in banks and insurance companies. The structure of this research is divided into four chapters. The first part aims to introduce the main features and parameters for the credit risk analysis, such as the probability of default of bond issuers and their joint correlation, the Loss Given Default (LGD), the Exposure at Default (EAD) and the computation of the main quantities of interest for the determination of the capital requirements, with a particular focus on how banks and insurance companies must comply with th

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45

Keykhah, Mojdeh. "The shape of uncertainty : insurance underwriting in the face of catastrophe." Thesis, University of Oxford, 2000. http://ora.ox.ac.uk/objects/uuid:850ace8c-da6d-4c9a-bce7-8f7495ba7357.

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In this thesis I study the nature of decision making under uncertainty in the case of natural catastrophes and reinsurance underwriting at Lloyd's of London. I begin by describing the broad context of natural catastrophes and society, which forms the basis for a market in catastrophe reinsurance. I then proceed to a review of literatures in risk, uncertainty, philosophy, and probability as a prelude to an analysis of decision making under catastrophic risk. According to the early 20th century philosopher-economist Frank Knight, risk specified those cases in which a frequency probability could

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46

Agarwal, Ruchi. "Implementation of Enterprise Risk Management practices." Thesis, University of Edinburgh, 2017. http://hdl.handle.net/1842/25823.

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The existence of complexity, uncertainty and ambiguity in current business environment promotes corporates need to establish good risk governance. Enterprise Risk Management (ERM) has been considered as a way to achieve good risk governance to deal with both upside (e.g. exploit opportunities) and downside (e.g. reduce insolvency) of risk and uncertainty. ERM holistically treats all risk to achieve organisation objective in normal, volatile and crisis situations. The thesis tackles issues in the implementation of ERM and how it has been adopted and implemented in Indian and UK insurance market

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47

Hagendorff, Bjorn. "Natural catastrophes and insurance securitization : performance and risk implications for insurance and reinsurance firms." Thesis, University of Leeds, 2012. http://etheses.whiterose.ac.uk/3130/.

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Insurance and reinsurance firms have seen a remarkable increase in underwriting losses associated with natural catastrophes during the past decade. Yet, the volume of global risk-financing capacity of catastrophe events has remained limited to date. This raises concerns over the effect of insolvencies and disruptions in insurance and reinsurance markets in the event of a severe natural catastrophe. Insurance securitization has long been hailed as an important tool to increase the underwriting capacity of firms exposed to catastrophe risk. Surprisingly, however, global volumes of insurance secu

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48

Al-Tassan, Fahad. "The importance of ancillary insurance benefits by members of Medicare risk contract insurance plan." Thesis, Boston University, 2000. https://hdl.handle.net/2144/29783.

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49

Sundin, Jesper. "Risk contribution and its application in asset and risk management for life insurance." Thesis, KTH, Matematisk statistik, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-188873.

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In risk management one important aspect is the allocation of total portfolio risk into its components. This can be done by measuring each components' risk contribution relative to the total risk, taking into account the covariance between components. The measurement procedure is straightforward under assumptions of elliptical distributions but not under the commonly used multivariate log-normal distributions. Two portfolio strategies are considered, the "buy and hold" and the "constant mix" strategy. The profits and losses of the components of a generic portfolio strategy are defined in order

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50

Pu, Ming. "Pricing in the actuarial market." Columbus, Ohio : Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1180097795.

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