|
|
State space modeling of run-off triangles
Kohout, Marek ; Cipra, Tomáš (advisor)
The main goal of this Diploma thesis is to describe an approach for modeling run-off triangles of nonlife insurance (calculation of IBNR reserve) based on state space models and apply the method to the selected run-off triangles. In difference from (Atherino a kol., 2010) the KFAS package in R software is used for modeling purposes in the numerical study at the end of the thesis. One provides a preview of various possibilities of data and model adjustment applied to the same run-off triangles in order to asses added value of these steps (logartihmic transformation of input data, interventions for outliers etc.). A special attention is devoted to lognormal modification of the basic state space model. An integral part of the numerical study in the thesis is a residual diagnostic of models and simulation approach to IBNR reserves. 1
|
|
|
State space modeling of run-off triangles
Kohout, Marek ; Cipra, Tomáš (advisor) ; Mazurová, Lucie (referee)
The main goal of this Diploma thesis is to describe an approach for modeling run-off triangles of nonlife insurance (calculation of IBNR reserve) based on state space models and apply the method to the selected run-off triangles. In difference from (Atherino a kol., 2010) the KFAS package in R software is used for modeling purposes in the numerical study at the end of the thesis. One provides a preview of various possibilities of data and model adjustment applied to the same run-off triangles in order to asses added value of these steps (logartihmic transformation of input data, interventions for outliers etc.). A special attention is devoted to lognormal modification of the basic state space model. An integral part of the numerical study in the thesis is a residual diagnostic of models and simulation approach to IBNR reserves. 1
|
|
|
Website presentation of the Kooperativa NBL's basketball clubs
Kohout, Matěj ; Voráček, Josef (advisor) ; Crossan, William Morea (referee)
Title: Web presentation of basketball clubs in Kooperativa NBL Objectives: The main objective of this diploma thesis is to create a summary of recommendations for the web presentation of the sports club through marketing research based on the evaluation of existing websites, but also based on the requirements, recommendations and expectations of website visitors. Methods: There are used two interdependent methods in the thesis. The first method is the content analysis of the website, which was subjected to 12 websites of KNBL clubs. The second method is Focus Group, which was attended by 8 selected respondents. Results: The research results show that the web presentation of clubs in KNBL is on the high level. The results show that the expectations and demands of visitors in certain areas do not meet the reality on the website itself. Keywords: Internet, web page, online marketing, online communication
|
|
|
Based on true story
Davydenko, Polina ; Kohout, Martin (referee) ; Gravlejs, Ivars (advisor)
In reaction to the process of collecting photo series, I decided to focus on how not to rely on safe shots. I have created a set of images from which viewer can read several meanings, thanks to the overall absence of narration and text. I am looking for stucture and possibly creating new images building on this found structure.
|
|
|
Counterparty risk in reinsurance
Kohout, Marek ; Cipra, Tomáš (advisor) ; Pešta, Michal (referee)
The main goal of this Bachelor thesis is to present a survey of methods for cal- culating the required capital to cover the default risk of reinsurers in the frame- work of the regulatory system Solvency II in EU. The methods are based on so-called common shock principle which is preferred in the case of portfolios with a smaller number of heterogeneous counterparties (e. g. reinsurers). In difference from (Hendrych and Cipra, 2018) the case with flexible weights of particular reinsurers given by their LGD (loss given default) is considered. One discusses the results of extensive numerical study comparing particular methods. 1
|
|
| |
|
| |
|
|
Method for identification of housing market failure
Mikeszová, Martina ; Lux, Martin ; Sunega, Petr ; Boumová, Irena ; Tichý, D. ; Kohout, M.
The aim of the method is to identify a housing market failure on the level of the Czech municipalities as well as on the level of individual households that should prove a need for public subsidies on social housing. The method is intended for municipal and state administration. The employment of the method should guarantee the effective use of public sources for social housing investments in compliance with EU rules for social housing investments as a service of general economic interest.
|
|
|
Fluorescently labeled ligands for the Mu-opioid receptors
Hadzima, Martin ; Machara, Aleš (advisor) ; Kohout, Michal (referee)
This Bachelor's thesis deals with preparation of fluorescently labeled opiates, which allow detection of µ-opioid receptors and study of their interaction with ligands, using fluorescent techniques. As substrates designated for chemical modifications were chosen semi-synthetic opiates, naloxone and naltrexone. Their conversion to corresponding C-6 hydrazones allowed further modifications of these substances and tracking, if any changes to their ability to interact with µ-opioid receptors ocurr. Firstly, known adducts of these hydrazones with fluorescein isothiocyanate were prepared. Then, we inserted linkers of different lengths between the opiate fragment and the fluorescent tag, systematically. Mentioned linkers were prepared from tetraethyleneglycole derivatives with aim to study binding constants of modified µ-opioid receptor ligands. In the end, we decided to prepare opiate conjugate with particular linkers of length corresponding, approximately, to decaethyleneglycole. Two different procedures were proposed for the preparation of this linker. One of them used click chemistry concept and the other was based on classic amide coupling. Both conjugates were converted to adducts with fluorescein to verify their specific binding to µ-opioid receptors. They were also provided to co-operating group,...
|
|
|
Marketing Research of the perceived value of the sport brand Air Jordan
Kohout, Matěj ; Janák, Vladimír (advisor) ; Višněvský, Andrej (referee)
Title: Marketing research of the perceived value of the sport brand Air Jordan. Objectives: The main aim of the Bachelor thesis is using marketing research to determine how basketball players engaged in the highest Czech competition Kooperativa National Basketball League, perceive and know sports brand Air Jordan. Methods: Method of work is marketing research, which is conducted by written inquiries. Results: The results of the research are interpreted in the practical part of the thesis. The responses show that basketball players in Czech Republic know the brand, logo, country of origin and the first product of Air Jordan, with which the brand entered the market. On the other hand their knowledge is not so profound. Only a third of respondents is aware that the brand Air Jordan was separated from the parent company and operates independently. Air Jordan is seen as a mark of quality, innovation, precision and primarily as a basketball brand. Air Jordan occupies third place among sport brands behind Nike and Adidas. Basketball players have positive and loyal relations to the brand Air Jordan. Most of respondents would recommend Air Jordan to their friends. All survey results were used not only for rating but also to create a proposal how to use these results in the area of promotion the brand Air...
|
guest ::
RSS feed.