Original title: Volatilita škodních rezerv a bootstrap s aplikací na historická data s trendem ve vývoji škod
Translated title: Claims reserve volatility and bootstrap with aplication on historical data with trend in claims development
Authors: Malíková, Kateřina ; Pešta, Michal (advisor) ; Zichová, Jitka (referee)
Document type: Master’s theses
Year: 2019
Language: eng
Abstract: [eng] [cze]

Keywords: bootstrap; chain ladder; stochastic reserving; trend; volatility; bootstrap; chain ladder; stochastické rezervovací metody; trend; volatilita

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/105154

Permalink: http://www.nusl.cz/ntk/nusl-393495


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Master’s theses
 Record created 2019-03-14, last modified 2019-03-14


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