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Statistical models for an MTPL portfolio
Pirozhkova, Daria ; Zimmermann, Pavel (advisor) ; Malá, Ivana (referee)
In this thesis, we consider several statistical techniques applicable to claim frequency models of an MTPL portfolio with a focus on overdispersion. The practical part of the work is focused on the application and comparison of the models on real data represented by an MTPL portfolio. The comparison is presented by the results of goodness-of-fit measures. Furthermore, the predictive power of selected models is tested for the given dataset, using the simulation method. Hence, this thesis provides a combination of the analysis of goodness-of-fit results and the predictive power of the models.
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Use of Poisson distribution for prediction of sports matches results
Svoboda, Ondřej ; Malá, Ivana (advisor) ; Čabla, Adam (referee)
The aim of this master thesis is to verify possibility to use Poisson distribution for predicting soccer matches. At first for analysis is applied the original model from English statisticians Mark J. Dixon and Stuart G. Coles from 1997. Thereafter the model is extended in the thesis. All models are based on the maximum likelihood method. Chosen league for deducing conclusions is the first English league - Premier League. The matches are played in the period from season 2004/2005 to half of season 2015/2016. For identification of models performance are used the most market odds from American bookmaker Pinnacle. In the theoretical part are described models and statistical methods that are used in the practical part. In the practical part are realized calculations. Counted performance of models is based on profit from market odds. In the period ex-post are calculated optimum model parameters that are used in the ex-ante period, where is calculated performance of the model. The thesis answers question: Are these models gaining from public database effective in modern age?
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Characteristics of deprivation by ageing population in Czech Republic
Kobzová, Alexandra ; Malá, Ivana (advisor) ; Brázdilová, Michaela (referee)
This thesis aims to characteristics of deprivation by population aged over fifty years in Czech Republic. It contains basic descriptions of two surveys that dealing with deprivation and so SHARE and EU-SILC. Then follow the characteristics of indicators of material deprivation in SHARE and in EU-SILC and the characteristic of social deprivation indicator from SHARE. The aim of the thesis is to explore indicators of material and social deprivation in Czech Republic and find the position of Czech Republic in international comparison. In the thesis were analysed percentages of deprived people in every single variable of material or social deprivation, development of material deprivation and factors that affect both indicators. Part of the thesis is also comparison of indicator of material deprivation by EU-SILC and by SHARE. At the end is quantified the summarizing indicator that according to SHARE indicates the risk of social exclusion and it is also analysed.
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Prosaic works of contemporary Czech authors for children of pre-school age
Malá, Ivana ; Klumparová, Štěpánka (advisor) ; Hník, Ondřej (referee)
This diploma thesis is focused on the titles of the contemporary Czech authors of the books for the preschool children. The main target of the thesis is to find and recommend the valuable children's books (published after year 2000) to the preschool teachers, parents and other educators, with the main emphasis on the esthetic, literary-didactic and educational quality aspects. In the theoretical part of the thesis I aimed on the characteristics of the preschool child in relation to reading. I was mainly interested in child's psychological development in the context with the examined issue. The theoretical part of the thesis also provides the definition of the prereaders period and terms of non-reader and prereader are explained here. Prosaic genres intended to this age group are also examined in this part of the thesis. Criteria for selection of children's books by the adults and the knowledge of five book titles are examined through the questionnaire survey. The practical (analytical) part of the thesis contains the analysis of the selected children's books ("Medvídek Kuma" by Martina Skala, "Už se nebojím tmy," "Kozí knížka" by Tereza Říčanová, "Jak Cílek Lídu našel" by František Skála and "Dobrodružství pavouka Čendy" by Pavel Čech) according to the predefined criteria. The Conclusion provides...
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Early postoperative care of the patient with the left ventricular assist device HeartMate II
Malá, Irena ; Hocková, Jana (advisor) ; Slabý, Josef (referee)
Author's name: Bc. Irena Malá School: Charles university, Prague 1st Faculty of Medicine Institut of Theory and Practice of Nursing Vídeňská 800, 140 59 Prague 4 - Krč Program: Health Care Administration Title: Early postoperative care of the patient with the left ventricular assist device HeartMate II Diploma thesis supervisor: PhDr. Hocková Jana, PhD. Number of pages: 170 Number of attachments: 41 Year: 2013 Key words: early postoperative care, hypotermia, blood transfusion, fluid resuscitation, perioperative cardiovascular dysfunction, pharmacologic support, ventricular assist device HeartMateII, monitoration, device, cardiac arrhythmias, ventilation management, postoperative anticoagulation, glycemic kontrol, renal insufficiency, nutrition, nursing, complications, physiotherapy, psychological aspects The occurrence of the heart failure is similar to an epidemic with high mortality. This fact, together with stagnate or even decreasing number of suitable donors, led to a need of replacing the heart pump activity with an artificial one. Mechanical cardiac support systems are sophisticated devices that are able to support a certain period of time or completely replace the function of the heart as a pump. The indications implantation of mechanical cardiac support is significant symptomatic heart...
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Bibliological profile of Jan Werich
Malá, Ivana ; Khel, Richard (advisor) ; Vorlíčková, Blanka (referee)
Předkládaná bakalářská práce otevírá nový pohled na Jana Wericha - českého spisovatele, dramatika a herce. Jejím cílem je nabídnout ucelený knihovědný portrét této významné osobnosti české kultury. Práce byla vypracována na základě analýzy literárních textů Jana Wericha, které mají z velké části autobiografický charakter, a dále dokumentů, které se jeho životem a tvorbou zabývají. První kapitola pojednává o čtenářských zvyklostech Jana Wericha, o oblíbené době i místě čtení, o jeho pohnutkách ke čtení a zabývá se také jeho vztahem k tiskovinám. Druhá část přináší poznatky o Janu Werichovi -spisovateli a o způsobu tvorby jeho literárních i dalších textů. Třetí kapitola objasňuje Werichův vztah ke knihám, knižní kultuře a přináší dostupné informace o jeho osobní knihovně - jejím vzhledu, umístění i obsahu. Čtvrtá kapitola mapuje vztah Jana Wericha k papíru a přináší informace o různých způsobech jeho použití. Poslední dvě kapitoly nabízejí pohled na papír v díle Jana Wericha - jedna část je věnována papíru na jevišti, druhá literárním motivům "knihy a papíru" v jeho díle. Součástí práce je také kapitola věnovaná základním bibliografickým údajům ze života Jana Wericha a jeho nejbližších.. V závěru práce jsou pak stručně shrnuty získané poznatky. [Autorský abstrakt].
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Dementia in the Czech Republic: development, projection and risk factors
Cséfalvaiová, Kornélia ; Langhamrová, Jitka (advisor) ; Malá, Ivana (referee) ; Růžková, Jiřina (referee)
Doctoral thesis deals with dementia, which social, health and economic impacts are alarming worldwide. Expected dramatic increase in the number of people with cognitive impairment will put high demands on health and social care. Population aging and the increase of elderly persons aged 65+ evoked a need to address this issue, since age is the major risk factor for dementia. Conflicting conclusions of the European and international studies confirm the difficulty of quantifying the disease. Different definitions and measurement methods lead to different results. In the Czech Republic, in comparison with other developed European countries, there is no relevant research on the expected increase in the number of people with dementia or trends and determinants of severe cognitive impairment. Available estimates of the prevalence of dementia in the Czech Republic are based exclusively on the international prevalence studies EURODEM and Eurocode. Dissertation provides an estimate of the number of people with dementia in the Czech Republic to 2050 based on the construction of life tables for demented people. The thesis also includes analysis of risk factors of severe cognitive impairment based on socio-demographic and health variables. This knowledge is very important for the development and maintenance of effective policies and programs responsive to the needs of individuals living with cognitive impairment in the Czech Republic.
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Unemployment Duration in the Czech Republic Through the Lens of Survival Analysis
Čabla, Adam ; Malá, Ivana (advisor) ; Komárková, Lenka (referee) ; Popelka, Jan (referee)
In the presented thesis the aim is to apply methods of survival analysis to the data from the Labour Force Survey, which are interval-censored. With regard to this type of data, I use specific methods designed to handle them, especially Turnbull estimate, weighted log-rank test and the AFT model. Other objective of the work is the design and application of a methodology for creating a model of unemployment duration, depending on the available factors and its interpretation. Other aim is to evaluate evolution of the probability distribution of unemployment duration and last but not least aim is to create more accurate estimate of the tail using extreme value theory. The main benefits of the thesis can include the creation of a methodology for examining the data from the Labour Force Survey based on standard techniques of survival analysis. Since the data are internationally comparable, the methodology is applicable at the level of European Union countries and several others. Another benefit of this work is estimation of the parameters of the generalized Pareto distribution on interval-censored data and creation and comparison of the models of piecewise connected distribution functions with solution of the connection problem. Work brought empirical results, most important of which is the comparison of results from three different data approaches and specific relationship between selected factors and time to find a job or spell of unemployment.
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Statistical tests power analysis
Kubrycht, Pavel ; Malá, Ivana (advisor) ; Bílková, Diana (referee)
This Thesis deals with the power of a statistical test and the associated problem of determining the appropriate sample size. It should be large enough to meet the requirements of the probabilities of errors of both the first and second kind. The aim of this Thesis is to demonstrate theoretical methods that result in derivation of formulas for minimum sample size determination. For this Thesis, three important probability distributions have been chosen: Normal, Bernoulli, and Exponential.
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Consequences of assumption violations of selected statistical methods
Marcinko, Tomáš ; Blatná, Dagmar (advisor) ; Malá, Ivana (referee) ; Lukáš, Ladislav (referee)
Classical parametric methods of statistical inference and hypothesis testing are derived under fundamental theoretical assumptions, which may or may not be met in real world applications. However, these methods are usually used despite the violation of their underlying assumptions, while it is argued, that these methods are quite insensitive to the violation of relevant assumptions. Moreover, alternative nonparametric or rank tests are often overlooked, mostly because these methods may be deemed to be less powerful then parametric methods. The aim of the dissertation is therefore a description of the consequences of assumption violations concerning classical one-sample and two-sample statistical methods and a consistent and comprehensive comparison of parametric, nonparametric and robust statistical techniques, which is based on extensive simulation study and focused mostly on a normality and heteroscedasticity assumption violation. The results of the simulation study confirmed that the classical parametric methods are relatively robust, with some reservations in case of outlying observations, when traditional methods may fail. On the other hand, the empirical study clearly proved that the classical parametric methods are losing their optimal properties, when the underlying assumptions are violated. For example, in many cases of non-normality the appropriate nonparametric and rank-based methods are more powerful, and therefore a statement, that these methods are unproductive due to their lack of power may be considered a crucial mistake. However, the choice of the most appropriate distribution-free method generally depends on the particular form of the underlying distribution.
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