Original title: Empirical Bayesian approach in micromodels of reserve risk
Translated title: Empirický bayesovský přístup v mikromodelech pro výpočet rizika rezerv
Authors: Fedorčáková, Claudia ; Zimmermann, Pavel (advisor) ; Bílková, Diana (referee)
Document type: Master’s theses
Year: 2015
Language: eng
Publisher: Vysoká škola ekonomická v Praze
Abstract: [eng] [cze]

Keywords: 1-year reserve risk; Bayesian statistics; individual claims reserving; Loss reserving; Solvency II; technical provisions; ultimate risk; Bayesovská statistika; rezervování na bázi individuálních škod; riziko na 1-letém horizontu; Solventnost II; technické rezervy; Tvorba rezerv; ulltimátní riziko

Institution: University of Economics, Prague (web)
Document availability information: Available in the digital repository of the University of Economics, Prague.
Original record: http://www.vse.cz/vskp/eid/53413

Permalink: http://www.nusl.cz/ntk/nusl-262364


The record appears in these collections:
Universities and colleges > Public universities > University of Economics, Prague
Academic theses (ETDs) > Master’s theses
 Record created 2017-01-04, last modified 2022-03-03


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