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Proportional reinsurance
Kubišová, Barbora ; Mazurová, Lucie (advisor) ; Branda, Martin (referee)
This thesis deals with the issue of proportional reinsurance. It describes the basic types of proportional reinsurance, Quota Share, Surplus and their modi- fications, Variable Quota Share and Table of Lines Surplus. Furthermore, the paper explains how reinsurance changes aggregate claim amounts in the indivi- dual risk model. In this thesis we introduce two criteria for finding optimal ratio of proportional reinsurance. First, the de Finetti's criterion which minimizes the variance of the result of the insurer subject to a given level for the expected re- sult. Second is the optimality criterion which minimizes the (conditional) value at risk of total costs of the insurance company. Finally, we present numerical examples where on the basis of optimality criteria we find the optimal quota, respectively optimal retention level of the reinsurance. 1
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Proportional reinsurance
Kubišová, Barbora ; Mazurová, Lucie (advisor) ; Branda, Martin (referee)
This thesis deals with the issue of proportional reinsurance. It describes the basic types of proportional reinsurance, Quota Share, Surplus and their modi- fications, Variable Quota Share and Table of Lines Surplus. Furthermore, the paper explains how reinsurance changes aggregate claim amounts in the indivi- dual risk model. In this thesis we introduce two criteria for finding optimal ratio of proportional reinsurance. First, the de Finetti's criterion which minimizes the variance of the result of the insurer subject to a given level for the expected re- sult. Second is the optimality criterion which minimizes the (conditional) value at risk of total costs of the insurance company. Finally, we present numerical examples where on the basis of optimality criteria we find the optimal quota, respectively optimal retention level of the reinsurance. 1
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The price of proportional reinsurance
Venhudová, Tereza ; Ducháčková, Eva (advisor) ; Daňhel, Jaroslav (referee)
The main topic of bachelor's thesis is the price of proportional reinsurance. Firstly, the thesis is focused on general definition of reinsurance. It tries to provide basic information to distinguish differences between obligatory and facultative reinsurance and proportional and non-proportional reinsurance. Then it follows up with the structure of price in proportional reinsurance, in detail analyzes individual components and shows the calculations on model examples. Practical part deals with the use of particular commissions and their comparison. Thesis points out the situations when the selected commission is more convenient for insurer or reinsurer.
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The Economy of facultative reinsurance from the point of view of a reinsurance company
Půhoná, Monika ; Daňhel, Jaroslav (advisor) ; Bártová, Hana (referee)
The main topic of my master thesis is the economy of facultative reinsurance from the point of view of a reinsurance company. First, the thesis briefly deals with the general structure of reinsurance and then is focused only on the facultative part. The thesis puts emphasis on the specific characteristics of facultative reinsurance and the creation of reinsurance slip and then uses this knowledge in a case study. The case study shows the risk from the insurance company and reinsurance company side and its aim is to create proper reinsurance structure for a power plant in Bulgaria. The thesis finishes with a chapter about the development of several reinsurance companies in the market.
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Zajištění pojišťoven
Kovářová, Aneta ; Bokšová, Jiřina (advisor) ; Jankovský, Zdeněk (referee)
Problematika zajištění pojišťoven - jak po stránce teoretické, tak na praktických příkladech. Charakteristika zajištění, subjekty zajistného trhu a význam zajištění. Klasifikace zajištění dle jednotlivých forem a typů. Zajistný program, zajistná smlouva a cena zajištění. Právní úprava komerčního pojišťovnictví v ČR. Mezinárodní harmonizace účetnictví pojišťoven. Souhrnné příklady účtování zajištění dle platné legislativy ČR. Příklad účtování zajistné smlouvy dle IFRS 4.
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