dc.contributor.author | Osero, Titus Ototo | |
dc.date.accessioned | 2013-06-26T14:54:48Z | |
dc.date.issued | 2008 | |
dc.identifier.citation | M.Sc (Actuarial Science) | en |
dc.identifier.uri | http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/40690 | |
dc.description | M.Sc Thesis | en |
dc.description.abstract | Regulators have recently adopted Risk-Based Capital formula for the assessment of
solvency. The project has developed a simple DFA model for the assessment of solvency
for general insurance companies. The application of probability of ruin and EPD ratio
approaches for setting risk-based capital standards as a measure of solvency. The analysis
considers the stochastic nature of insurance risk, correlation between classes of insurance
business, estimation of capital using the two approaches and comparison of capital at
different levels of risk with the one calculated under the Kenyan solvency model. | en |
dc.description.sponsorship | University of Nairobi | en |
dc.language.iso | en | en |
dc.title | Application of dynamic financial analysis (DFA) for solvency assessment for "'general insurance companies'" in Kenya | en |
dc.type | Thesis | en |
local.publisher | School of Mathematics, University of Nairobi | en |