National Repository of Grey Literature 2 records found  Search took 0.02 seconds. 
Estimation of the survival function in the reliability analysis
Vojtěch, Jonáš ; Novák, Petr (advisor) ; Hurt, Jan (referee)
Present Bachelor thesis deals with the basic concepts and methods used in the survival analysis. Both nonparametric and parametric approaches to the estimation of the survival function are described. Nonparametric Kaplan Meier method is presented in order to estimate the survival function and consequently derive its basic properties. From the point of the probability distributions used in the analysis of reliability, exponential, Weibull's and logarithmic-normal distri- butions are applied. Parameters in the parametric approach to the estimation of the survival function are determined by the modification of maximum likelihood method for censored data. From the tests that are proper for the comparison of distribution of the duration of survival of more groups, nonparametric logrank test and parametric likelihood ratio test are mentioned. In the last section of the Bachelor thesis the theoretical findings are illustrated on simulated as well as actual data using Mathematica 9. Keywords: survival function, Kaplan-Meier estimator, logrank test, maximum likelihood method, likelihood-ratio test 1 Literatura 2 Seznam obrázků 3 Seznam tabulek 4
Traditional and modern approaches to pricing in nonlife insurance
Vojtěch, Jonáš ; Branda, Martin (advisor) ; Mazurová, Lucie (referee)
Title: Traditional and modern approaches to pricing in nonlife insurance Abstract: This thesis deals with the theory and implementation of generalized linear models in the area of pricing of non-life insurance and subsequent optimalization of rates. Using the generalized linear models it is possible to estimate expected value and variance of compound distribution of total claims made according to insurance policy during definite time period. The next step is to build an optimalization model and describe several methods how to determine rates that lead to optimal distribution of safety margins within insurance policies in particular risk groups. Represented approaches how to calculate insurance premiums are numerically illustrated on simulated data in concluding parts of the thesis.

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