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National Repository of Grey Literature 3 records found  Search took 0.01 seconds. 
Analysis of FMSG market
 Košová, Nataša ; Reisnerová, Soňa (advisor) ; Hanzák, Tomáš (referee)
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Stochastic Loss Reserving Models
 Košová, Nataša ; Justová, Iva (advisor) ; Cipra, Tomáš (referee)
In present thesis we study and describe a stochastic loss reserve model for individual insurers. Specifically, it is the model based on the three following features. Modelling of expected claims depends on unknown parameters which estimates need to be the most accurate. Aggregated occurred and paid losses for particular years are modelled by a collective risk model. The final reserve is estimated by Bayesian methodology that uses a prior information from a significant number of insurers. Part of the thesis is also an implementation of the program that calculates reserves by using our model and its testing on simulated data.
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Analysis of FMSG market
 Košová, Nataša ; Hanzák, Tomáš (referee) ; Reisnerová, Soňa (advisor)
Detailed record

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