الصفحة 1
الصفحة 1
Risks facing insurance companies in Syria by using 5 step dupont analysis model
Investigates the financial risk of Syrian insurance companies through multiple years of ratio analysis using the five step dupont framework. by breaking down return on equity into its key components-net profit margin, asset utilization, equity multiplier, tax burden, and interest burden-the research identifies the main reasons of profitability and financial vulnerability from 2015 to 2023. The study highlights the value of ratio, based analysis in predicting insurer risk, especially in economically unstable environments like Syria.
Extreme Financial Risks : From Dependence to Risk Management
Portfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the likely distributions of returns at different time scales and insights into the nature and properties of dependences between the different assets. This book offers an original and thorough treatment of these two domains, focusing mainly on the concepts and tools that remain valid for large and extreme price moves. Strong emphasis is placed on the theory of copulas and their empirical testing and calibration, because they offer intrinsic and complete measures of dependences.
Market-Consistent Actuarial Valuation
It is a challenging task to read the balance sheet of an insurance company. This derives from the fact that different positions are often measured by different yardsticks. Assets, for example, are mostly valued at market prices whereas liabilities are often measured by established actuarial methods. Market-Consistent Actuarial Valuation presents powerful methods to measure liabilities and assets in the same way. The mathematical framework that leads to market-consistent values for insurance liabilities is explained in detail by the authors. Topics covered are Stochastic discounting, Valuation portfolio in life and non-life insurance, Asset and liability management, Financial risks, Insurance technical risks, and Solvency.
