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Risk reserving based on ODP model Procházka, Viktor ; Maciak, Matúš (advisor) ; Mazurová, Lucie (referee) This thesis deals with estimating the outstanding claims reserve, one of important problems of insurance mathematics. It introduces the chain-ladder method as the ba- sic method for estimating the outstanding claims. Besides this method, it also presents models using the Poisson and ODP distributions to describe the increments of run-off triangles, which lead to identical point estimate of the outstanding claims reserve as the chain-ladder method. Additionally, this thesis deals with a simulation study concerned with the properties of these methods and the upper estimate of the outstanding claims in the Poisson and ODP models, where bootstrap estimate is also examined. Detailed record

See also: similar author names
1	PROCHÁZKA, Vlastimil
26	PROCHÁZKA, Václav
5	Procházka, Vladimír
16	Procházka, Vojtěch
26	Procházka, Václav
12	Procházka, Vít

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