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Analysis of criminality in regions of the Czech Republic
Marková, Markéta ; Procházka, Jiří (advisor) ; Bílková, Diana (referee)
This bachelor thesis deals with the analysis of criminality in regions of the Czech Republic. Data related to the issue was obtained from the mapakriminality.cz web site maintained by the Czech Police. The thesis is divided into 3 chapters. The first chapter focuses on the general introduction to the concept of criminality. The second chapter defines three regions which, according to the results of the investigation, should be more prone to commit offenses. The third chapter contains the used time series methodology applied in the other three subchapters, which deal with the detailed analysis of three subjectively selected offenses. The aim is to obtain basic information of criminality in the form of selected offenses, to identify problematic regions and to create predictions of criminality in individual regions for the year 2017.
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Statistical tests power analysis
Kubrycht, Pavel ; Malá, Ivana (advisor) ; Bílková, Diana (referee)
This Thesis deals with the power of a statistical test and the associated problem of determining the appropriate sample size. It should be large enough to meet the requirements of the probabilities of errors of both the first and second kind. The aim of this Thesis is to demonstrate theoretical methods that result in derivation of formulas for minimum sample size determination. For this Thesis, three important probability distributions have been chosen: Normal, Bernoulli, and Exponential.
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Multiple life insurance and group insurance
Broukalová, Jana ; Bílková, Diana (advisor) ; Zaderlíková, Šárka (referee)
This thesis aims to familiarize the reader with the topic of life insurance, especially insurance taken out for more people. Its focus is empirical rather as combining the use of several actuarial and statistical methods through three statistical software and applications created in MS Excel using VBA. First, thesis is focused to multiple life insurance with intention to show reader the diversity of this interesting but rarely offered product in business world, especially through the application created for the purpose of this work. Sense of mentioned application lies in the fact it is able to calculate amount of the net premium for a user-selected type of insurance. Based on this outcome insurer can determine the net price corresponding to the chosen risk coverage (regardless of the amount of the costs associated with this type of insurance and required profitability). Age of insured person isn't usually part of calculation of premium for accident insurance. One of the aims of this study is to assess whether this parameter actually has or doesn't have any effect on the price of insurance. With help of SPSS and RStudio software relationship between age of insured person and amount of indemnification from daily compensation insurance has been researched. Based on the test of variable independence were detected dependencies of these variables where all of which used measure of association suggests a weak dependence amount of indemnification on the age of the insured. It surely worth insurer should consider different insurance rates for various ages of insured person. Following by examination whether the rate used to calculate premiums in case of hospitalization extra insurance corresponds to the actual risk coverage. It has been calculated the rate could be lower than currently used due to the loss experience of insurance for the past 9 years and the assumption of certain expenses and desired profit. It would be cheaper for insurance group contracts than it is today, when the insurer has done so. It could also attract new clientele. The last stated goal in this thesis is to create prognosis of the amount of indemnity paid for injuries covered by additional daily compensation insurance. Using the software EViews is analyzed this trend in the past 32 months first. Based on its outcome there is a future level forecast created for the next four years. These resulting values indicate the insurance indemnity for group contract will grow. Therefore, based on this analysis insurer should to conclude in the contract it would be appropriate to increase the premium of the insurance coverage. With these practical tasks the reader can get idea not only of problems solved in the scope of multiple life insurance and group insurance but also to become familiar with some statistical software used for analyzes carried out not only in the insurance industry. The conclusions of this thesis can also be beneficial for insurer who may adjust premium prices of analyzed insurances.
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Empirický bayesovský přístup v mikromodelech pro výpočet rizika rezerv
Fedorčáková, Claudia ; Zimmermann, Pavel (advisor) ; Bílková, Diana (referee)
The traditional reserve estimation by an insurance company is based on the aggregated data. However, new trend is to utilize all the information available and analyse each claim separately. This way the application of claims specific features, such as non-proportional reinsurance or policy limits, is possible. The aim of this thesis is to construct the reserving model based on the individual claims. Following the recent legislative changes, the reserve risk has been redefined from ultimate claim horizon to a one-year risk horizon. Hence, the next task is to setup simulation model to calculate one year horizon reserve risk by updating the estimates based on new observations collected over one year. This is a typical task for Bayesian approach, therefore the model components are estimated using the tools of Bayesian statistics.
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Analysis of longevity in the Czech Republic
Tyuleneva, Anastasia ; Vrabcová, Jana (advisor) ; Bílková, Diana (referee)
This work is focused on the comprehensive analysis of longevity in the Czech Republic by calculating life tables and diffrent indicators such as life expectancy, likely and normal life span, which are corresponded to the statistical distribution of the values of the table number of deaths, such as mean, median and mode. In this work will be discribed models for smoothing age specific death rates using the moving average, Gompertz-makeham model and modified Gompertz-makeham model. The last chapter of this work will include all achieved analysis results for the Czech Republic and for other selected European Union countries. Also will be evaluted given essie as the growth of the life expectancy and moreover will be estimated forecast of lonevity in the Czech Republic.
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Mathematical modelling in general insurance
Zajíček, Jakub ; Bílková, Diana (advisor) ; Bohatová Chládková, Dana (referee)
This diploma thesis deals with the mathematical models in general insurance. The aim of this thesis is to analyse selected mathematical models that are widely used in general insurance for the estimation of insurance portfolio statistics, pricing and the regulatory capital requirement calculation. Claim frequency models, claim severity models, aggregate loss models and generalized linear models are analysed. This thesis consists of a theoretical and a practical part. The theoretical part contains description of selected models. Described models are then applied to a real dataset in the practical part. The real dataset modelling was performed using the statistical software R. It has been proved that maximum likelihood parameter estimations are of better quality than the method of moments or quantile method estimations. The results of aggregate loss distribution computational methods are comparable. This comparability is mostly caused by a large number of observations. In the context of tariff analysis it was found that the most significant factors are driver's age and the driver's area of residence.
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Comparison of the basic life quality indicators of the population older than fifty years in the Czech Republic and Spain
Kadlecová, Michaela ; Malá, Ivana (advisor) ; Bílková, Diana (referee)
The work's content is an analysis of basic indicators of quality of life and their comparison between Czech Republic and Spain. The first section is focuses on the SHARE project (health research, aging and retirement in Europe). The data in the practical section were obtained through the SHARE project. The following four variables are considered: age, education, number of children and life happiness. These variables are visualised through contingency tables, bar charts and histograms that show the answer frequency. The work's ultimate goal is to find out the result differences between the mentioned countries, as well as to explain their causes.
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Investment life insurance
Bláhová, Lucie ; Bílková, Diana (advisor) ; Valová, Pavlína (referee)
This diploma thesis deals with the investment life insurance. Investment life insurance combines the classical life insurance and the investments in open-end mutual funds. It is a widely discussed financial product, especially for its high expensiveness. Nevertheless, the investment life insurance holds a significant share of the insurance market. The aim of this diploma thesis is the analysis and exploration of investment life insurance market in Czech Republic. The thesis consists of theoretical and practical part. In theoretical part the basic concepts of this insurance product are defined. Theoretical part further contains the theory related to time series analysis and the description of mutual funds. Practical part deals with the five most significant insurance companies in Czech Republic, compares various mutual funds and analyses the selected mutual fund in detail. The forecast of selected mutual fund price development was performed. It turned out that the price forecasting is complicated because of variety of factors affecting the price behaviour. Further, the calculations of insurance premiums and technical provisions were performed. MS Excel was used for the calculations and the time series analysis was performed using the statistical software Eviews. Diploma thesis assists the readers with the orientation in the investment life insurance problematics.
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Incomes in the Czech Republic and wealth distribution in the Czech Republic and abroad
Dobšová, Kateřina ; Bílková, Diana (advisor) ; Malá, Ivana (referee)
The aim of the bachelor thesis is to analyze the wealth and income situation in the Czech Republic and abroad. Particularly to point out on extremely unequal distribution of income and wealth in the world. All data used in this academic piece of work had been processed by utilizing a variety of both Czech and foreign credible sources and by collecting various statistical indicators and numerous tables so the resulting graphs are clearly constructed to show their significant characteristics relevant to the topic. It was found that the highest incomes in the Czech Republic receive men aged 30-39 years with a university degree and that the richest Cech is Petr Kellner. Wealth Czech Republic represents 0.1% of total world wealth. The Biggest share of world wealth is in the United States. There are the most dollar millionaires in the world including the richest man of the planet Bill Gates. After reading this thesis a reader should gain deeper knowledge of the income situation problematic and be able to evaluate and compare incomes in the Czech Republic from different aspects and also become more aware of distribution of wealth in the world.
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Flexible life insurance
Skořepová, Kateřina ; Bílková, Diana (advisor) ; Plísková, Michaela (referee)
Diploma thesis on Flexible life insurance should refer to life insurance products currently offered on the Czech financial market. People have a choice of several types of life insurance and for the layman it is difficult to make sense terms associated with insurance and also the names of individual insurance. The publication of which is drawn in this work, indicate what life insurance products exists, however, in practice, these products are often combined and modified. Thesis shows the products offered in the Czech Republic and focuses on the calculation of premium for the insured groups. Amount of premium is influenced by several parameters that insurers, before insurance contract must take into a consideration. Effect on insurance premiums is not only age and insurance period, but also if insured person is a smoker, if he does some sports or if his job belongs to the risky job. Calculations performed in thesis focus on finding correlation between the amount of insurance and individual factors. There were used methods of correlation and regression and analysis of variance. It was found that the impact on premium has age and insurance period, then health and class of risk. Currently factor sex has not and influence on premium.
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