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National Repository of Grey Literature 4 records found  Search took 0.01 seconds. 
The analysis of approximations of technical reserves in Solvency II
 Kvardová, Lucie ; Justová, Iva (advisor) ; Mandl, Petr (referee)
In the present work we study the alternatives in the valuation of technical provisions under the Solvency II. We are concerned on set of proposals which are about the usage of proxies released in the fourth Quantitative Impact Study. The proxy is an approach for the calculation of the best estimate for those companies which do not have the sufficient statistical data in order to carry out a proper actuarial calculation. This work is based on application of proxy to the traditional actuarial techniques. There is also a description of supervisors procedure how to derive market parameters based on claims development scheme of each insurance company. The next chapter is focused on model error calculation and gives us an information whether the proxy method is proper and reliable. There is also a need of risk margin calculation to meet the insurers obligations. This work also enumerates a number of risk margin's proxies.
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Commodity trading
 Kvardová, Lucie ; Hurt, Jan (advisor) ; Zichová, Jitka (referee)
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Commodity trading
 Kvardová, Lucie ; Zichová, Jitka (referee) ; Hurt, Jan (advisor)
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The analysis of approximations of technical reserves in Solvency II
 Kvardová, Lucie ; Mandl, Petr (referee) ; Justová, Iva (advisor)
In the present work we study the alternatives in the valuation of technical provisions under the Solvency II. We are concerned on set of proposals which are about the usage of proxies released in the fourth Quantitative Impact Study. The proxy is an approach for the calculation of the best estimate for those companies which do not have the sufficient statistical data in order to carry out a proper actuarial calculation. This work is based on application of proxy to the traditional actuarial techniques. There is also a description of supervisors procedure how to derive market parameters based on claims development scheme of each insurance company. The next chapter is focused on model error calculation and gives us an information whether the proxy method is proper and reliable. There is also a need of risk margin calculation to meet the insurers obligations. This work also enumerates a number of risk margin's proxies.
Detailed record

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1 Kvardová, Lucia
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