[sql] SQL: capitalize first letter only

Please check the query without using a function:

declare @T table(Insurance varchar(max))

insert into @T values ('wezembeek-oppem')
insert into @T values ('roeselare')
insert into @T values ('BRUGGE')
insert into @T values ('louvain-la-neuve')

select (
       select upper(T.N.value('.', 'char(1)'))+
                lower(stuff(T.N.value('.', 'varchar(max)'), 1, 1, ''))+(CASE WHEN RIGHT(T.N.value('.', 'varchar(max)'), 1)='-' THEN '' ELSE ' ' END)
       from X.InsXML.nodes('/N') as T(N)
       for xml path(''), type
       ).value('.', 'varchar(max)') as Insurance
from 
  (
  select cast('<N>'+replace(
            replace(
                Insurance, 
                ' ', '</N><N>'),
            '-', '-</N><N>')+'</N>' as xml) as InsXML
  from @T
  ) as X