Original title: Stanovení ekonomického kapitálu v neživotním pojištění
Translated title: The economic capital determination in non-life insurance
Authors: Černayová, Petra ; Justová, Iva (referee) ; Lozsi, Imrich (advisor)
Document type: Master’s theses
Year: 2007
Language: cze
Abstract: This paper takes an overall look at the stochastic model used for computing the solvency capital requirement in non-life insurance within the scope of Solvency II. Its purpose is to investigate the methods of aggregation of the risks from the various lines of business, especially the method of multivariate Archimedean copulas.

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/13290

Permalink: http://www.nusl.cz/ntk/nusl-289208


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Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Master’s theses