Original title: Analýza aproximací technických rezerv v Solventnosti II
Translated title: The analysis of approximations of technical reserves in Solvency II
Authors: Kvardová, Lucie ; Justová, Iva (advisor) ; Mandl, Petr (referee)
Document type: Master’s theses
Year: 2009
Language: cze
Abstract: In the present work we study the alternatives in the valuation of technical provisions under the Solvency II. We are concerned on set of proposals which are about the usage of proxies released in the fourth Quantitative Impact Study. The proxy is an approach for the calculation of the best estimate for those companies which do not have the sufficient statistical data in order to carry out a proper actuarial calculation. This work is based on application of proxy to the traditional actuarial techniques. There is also a description of supervisors procedure how to derive market parameters based on claims development scheme of each insurance company. The next chapter is focused on model error calculation and gives us an information whether the proxy method is proper and reliable. There is also a need of risk margin calculation to meet the insurers obligations. This work also enumerates a number of risk margin's proxies.

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/27654

Permalink: http://www.nusl.cz/ntk/nusl-492780


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