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Invalidity and survivors pensions
Fait, Jiří ; Bílková, Diana (advisor) ; Pešout, Pavel (referee)
Pension Insurance is one of the main pillars of the Czech social security system. A significant part of this system are also invalidity pension and survivor pension, which serve as financial compensation in case of sudden individual's work ability decrease (invalidity pension), or sudden death (survivors pension). This paper deals with legislation concerning invalidity and survivors pensions and the procedure of calculating those benefits in the Czech Republic. The main analytical part introduces the reader to the amount of expenditures of analyzed pensions, their development in the past and expected future development. This work also introduces the reader to the factors that influence the number of pensions. Attached is the invalidity and survivors pension calculator in MS Excel 2007.
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Hurst Exponent and Randomness in Time Series
Zeman, Martin ; Trešl, Jiří (advisor) ; Hušek, Roman (referee)
The main goal of this thesis is to test the ability of the Hurst exponent to recognise some processes with deterministic signal as nonrandom and to test the randomness of daily stock returns of three stocks traded in BCPP. Critical values to determine the critical region of a randomness hypothesis test were set for this purpose. Another goal of the thesis is the description of the Hurst exponent estimation by means of Rescaled Range Analysis and outline some problems accompanying this estimation if the Hurst exponent would be used as a randomness indicator. Within the frame of Rescaled Range Analysis was constructed another method that showed to be successful in recognising some series that contain deterministic signal.
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USE OF STATISTICAL METHODS IN THE BUSINESS VALUATION
Zelenka, Martin ; Zimmermann, Pavel (advisor) ; Sedakov, Vladimir (referee)
The aim of this paper is to outline the possibility of application of statistical methods for business valuation. This paper provides a basic overview of the subject in particular mathematical statistical point of view. The first chapter contains an introduction to the field of business valuation are presented valuation areas where it is possible to use different statistical methods. In the following parts of my work it is possible to find a description of methods and a brief description of the problem. The work is mainly focused on the analysis of time series. At the end of the theoretical part of the time series analysis problems of application of regression models are mentioned as well as the difficulties of its application practice. Potential solutions of these problems are mentioned. The final chapter is devoted to practical demonstration of application of the proposed methods on real data for a selected company. The work presents unique suitability of statistical methods in business valuation and demonstrates their practical application.
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