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National Repository of Grey Literature

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Risk Capital for Riders of Life Insurance Kudler, Ondřej ; Klečková, Nina (advisor) ; Branda, Martin (referee) The risk capital has to be kept by insurance company to cover unexpected looses. In our thesis we focus on different approaches to calculation of risk capital. One part is concentrated on derivation of Solvency I regime, both for life and nonlife insurance. In addition, we characterize riders of life insurance that are avaliable on the Czech market. In next part of our thesis we set up our own model of risk capital calculation. We consider these risks: mortality, expense, lapse and interest rate risk. For numerical calculations we chose accidental death rider, so we included its risk also into our model. Detailed record

Debt Valuation in Pension Insurance Klečková, Nina ; Fialka, Jiří (advisor) ; Mandl, Petr (referee) Detailed record

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1	KLEČKOVÁ, Naděžda

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