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Solvency Internal models
Mertl, Jakub ; Cipra, Tomáš (advisor) ; Mazurová, Lucie (referee) ; Jedlička, Petr (referee)
Title: Solvency Internal models Author: Mgr. Ing. Jakub Mertl Abstract: The subject of thesis is assessment of calculation methods on capital adequacy of currently implemented regulation in insurance industry called Solvency II. The aim of the thesis is to build up a partial internal model fulfilling the condition of Solvency II. The thesis deals with the premium and reserve risks that are essential part of non-life business. Different approaches of risk assessment are described and aggregation of those risks as well. An important part of the thesis is a numerical example illustrating presented methods.
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Statistical Properties of the Estimate of Non-Life Insurance Technical Reserves
Pechanec, Jan ; Jedlička, Petr (advisor) ; Cipra, Tomáš (referee)
In the presented work we study two different statistical methods for estimating IBNR reserve that is a part of the reserve for outstanding claims reserves. The first method is stochastic version of the Chain ladder method and the second one is a PTF model. We describe theories of the methods and show their different properties. The Chain ladder method does not assume any distribution of claims amount, on the other hand PTF models assume normal distribution of logarithms of incremental data. In practical part of this work we apply both methods on illustrative data and then we compare the results. We inspect especially probabilistic distribution of estimate of reserves and their statistical characteristics. An important part of this work is statistical testing of assumptions of both methods.
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The (Social) Construction of Scientific Fact
Jedlička, Petr ; Balon, Jan (advisor) ; Kandert, Josef (referee)
The thesis draws from the examples of the knowledge of two time periods - the Middle Ages and the Early Modern Era - to discuss the claims of the constructivist school of the sociology of knowledge. The first part provides a detailed account of the views of the key constructivist figures Ludwik Fleck, David Bloor, and the anthropologist of knowledge Yehuda Elkana. The following chapter examines the main characteristics and dynamics of the medieval religious discourse with the use of Elkana's concept of images of knowledge. The next chapter provides an account of the key period of Early Modern science and shows the rise of the empirical and rational paradigm and the introduction of scientific methods, as well as the broader social context of this process. The changes in the hierarchy of knowledge are primarily demonstrated with the examples of the English natural philosophers and society during the Age of Restoration. Special attention is devoted to sources of knowledge and the methods of their legitimization and verification during both periods, in addition to an examination, based on the Strong program, of the societal roots and factors determining or influencing that knowledge. Are the tenets of the Bloor's thesis, which put forward the idea of a strong social component of knowledge, valid? Is...
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Munich chain ladder method
Janáková, Veronika ; Pleška, Martin (advisor) ; Jedlička, Petr (referee)
Title: Munich chain ladder method Author: Bc. Veronika Janáková Department: Department of probability and mathematical statistic Supervisor: Mgr. Martin Pleška Supervisor's e-mail address: martin.pleska@cz.pwc.com Abstract: The insurance company is obliged to create technical reserves to cover the risk from insurance activities. One of the main reserves in non-life insurance is the IBNR reserve - the reserve to cover the damages that already exist, but that have not been reported to the insurance company yet. The content and the general aim of this thesis is to provide a better orientation in the method used in the estimation of the reserve IBNR - the Munich Chain Ladder Method. Munich Chain Ladder Method was created as a modification of the standard Chain Ladder calculation - one of the most used methods in the estimation of the IBNR reserve. The thesis focuses on the reasons that led to the modification of standard Chain Ladder calculation and explains the calculation of the modified method. It presents the application ot the method on the real data as well as the comparison with the results of the classical and less complicated Chain Ladder method. Keywords: IBNR reserve, chain ladder, Munich chain ladder 1
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VHDL-based Implementation Of NTT On FPGA
Jedlička, Petr
This paper is focused on the effective hardware-accelerated implementation of NTT (NumberTheoretic Transform) and inverse NTT (NTT-1) on FPGA (Field Programmable Gate Array).The discussed implementation is intended for the use in the lattice-based cryptography schemes, e.g.CRYSTALS-Dilithium digital signature scheme which is one of the finalists of the third round in thepost-quantum standardization process under the auspices of NIST (The National Institute of Standardsand Technology). The implementation of NTT (NTT-1) requires 1798 (2547) Look-Up Tables(LUTs), 2532 (3889) Flip-Flops (FFs) and 48 (84) Digital Signal Processing blocks (DSPs). The latencyof the design is 502 (517) clock cycles at the frequency 637 MHz on Xilinx Virtex UltraScale+architecture which makes the presented implementation to be currently the fastest one. Regarding theinverse NTT, this is the first implementation at all.
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Cryptography on constrained devices
Šťovíček, Petr ; Jedlička, Petr (referee) ; Dzurenda, Petr (advisor)
The bachelor thesis analyzes the possibilities of applying cryptographic primitives and protocols to various computationally and memory constrained devices. It then implements a secure data collection system from sensors. In its theoretical part, the work examines individual cryptographic algorithms, the RIOT operating system and available methods of wireless data transmission. It then presents the results of performance tests of various cryptographic operations. On this basis, it designs and implements a system that ensures the confidentiality, authenticity and integrity of transmitted data.
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Cryptographic Escape Room Game
Nosek, Ondřej ; Jedlička, Petr (referee) ; Ricci, Sara (advisor)
Tato bakalářská práce se zabývá implementací únikové hry ve formě webové aplikace. Tématem jednotlivých místností je kryptografie v mnoha podobách. Konkrétně se uživatel aplikace zabývá modulární aritmetikou, systémem pro šifrování dat včetně jeho menších částí, jako je u Advanced Encryption Standard, nebo také základy síťové bezpečnosti. Hlavními cíli bakalářské práce je seznámení se s tématem únikových her, webových aplikací a realizace webové aplikace. Úniková hra obsahuje celkem čtyři pokoje. Práce popisuje volbu technologií, na kterých aplikace bude postavena, a postup implementace jednotlivých místností včetně možností řešení úkolů. V samotném závěru pak shrnuje dosažené výsledky a cíle.
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Autonegotiation implementation for 25 - 100 Gbps Ethernet interfaces
Válek, Vladislav ; Jedlička, Petr (referee) ; Tomašov, Adrián (advisor)
This bachelor's thesis addresses the design of the auto-negotiation component for network interface cards controlled by FPGAs. Auto-negotiation function allows to advertise the available communication parameters, like the link speed, the transmission pause ability or Forward Error Correction (FEC) ability, by either side of the common link and determine the common abilities, which will be used to establish a connection. In the beginning, the internal parts of Xilinx UltraScale+ FPGA family are introduced with greater emphasis on the description of GTY transceivers. In the next chapter are introduced the mechanisms of auto-negotiation function as described in clause 73 of the IEEE 802.3-2018 standard. The design here is created for Ethernet interfaces running at speed 25~Gbps and is written in VHDL language. The next chapter describes the necessary steps which are required for the implementation on the FPGAs, where high-speed transceivers are in use. Function of the created design was then checked within a simulation and the correspondent results are also provided in this thesis. In the end, the testing of the designed auto-negotiation component took place for which the network card with Vitex 7 UltraScale+ FPGA was used. The testing process includes the use of the Integrated Logic Analyzer (ILA) which was inserted into final design. The achieved results from testing of both, the auto-negotiation process and surrounding physical layer processes, are described here with proper commentary.
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Noise Meter And Sound Detector
Jedlička, Petr
This paper describes design and construction of a noise meter, which measures sound pressure level. The device can be set either for weighting filter A or for weighting filter C considering the characteristics of human hearing. The device also allows two modes, Fast and Slow, depending on the rate of changes of sound pressure level. It is possible to send measured data to a PC through a measuring application. The noise meter can be controlled by buttons or by voice commands.
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