|
|
Variability estimation of development triangles in nonlife insurance
Havlíková, Tereza ; Branda, Martin (advisor) ; Mazurová, Lucie (referee)
The aim of this thesis is to describe calculation methods for variability esti- mation of claims reserve in non-life insurance. The thesis focuses on three main categories of models: Mack's stochastic Chain-Ladder, generalized linear models and bootstrap. Both the theoretical and also the empirical parts are included. Empirical part is devoted to application of all the models described above on both real and simulated data. 1
|
|
|
Non-proportional Reinsurance in Solvency II
Havlíková, Tereza ; Justová, Iva (advisor) ; Mazurová, Lucie (referee)
Title: Non-proportional Reinsurance in Solvency II Author: Tereza Havlíková Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Ing. Iva Justová, Ph.D. Supervisor's e-mail address: iva justova@hotmail.com Abstract: The aim of this thesis is to analyse non-proportional reinsurance of non-life insurance. Taking into account the latest Quantitative Impact Study QIS 5, we calculate the capital requirement under Solvency II and we focus on the premium and reserve risk. The first part of this work describes basic concepts and formulas. Furthermore, in the main part we describe the standard formula for the calculation of the capital requirement from which we derive a formula for the calculation of the capital requirement but this time taking into account the impact of reinsurance. In the last chapter, we apply the approach on an example, in which we examine the influence of parameters on the capital requirement. Keywords: non-proportional reinsurance, Solvency II, non-life underwriting risk 1
|
|
|
The Culture Life in Terezin
Havlíková, Tereza ; Nosek, Bedřich (advisor) ; Biernot, David (referee)
In my thesis I present the culture life in Terezin concentration camp during 2nd World War. First of all I tried to collect all available sources whose origins and description is present in the first chapter of my MA thesis. My thesis is further divided into chronological order of chapters. Every year of Terezin concentration camp existence is described in a separate chapter. Culture life in my thesis is divided in individual activities - (for example: lectures, theater, music, art, cabaret, etc.) In these chapters I concentrate also on some distinctive personalities who strongly affected culture life in Terezin concentration camp. In the beginning of each chapter there is a brief historical summary of actual situation. At the close of my thesis I look at another possibilities of researching this theme - psychological and religionical.
|
guest ::
RSS feed.