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National Repository of Grey Literature 12 records found  previous11 - 12  jump to record: Search took 0.00 seconds. 
Empirický bayesovský přístup v mikromodelech pro výpočet rizika rezerv
 Fedorčáková, Claudia ; Zimmermann, Pavel (advisor) ; Bílková, Diana (referee)
The traditional reserve estimation by an insurance company is based on the aggregated data. However, new trend is to utilize all the information available and analyse each claim separately. This way the application of claims specific features, such as non-proportional reinsurance or policy limits, is possible. The aim of this thesis is to construct the reserving model based on the individual claims. Following the recent legislative changes, the reserve risk has been redefined from ultimate claim horizon to a one-year risk horizon. Hence, the next task is to setup simulation model to calculate one year horizon reserve risk by updating the estimates based on new observations collected over one year. This is a typical task for Bayesian approach, therefore the model components are estimated using the tools of Bayesian statistics.
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Comparison of the Bayesian and Frequentist Approach to the Statistics
 Hakala, Michal ; Karel, Tomáš (advisor) ; Malá, Ivana (referee)
The Thesis deals with introduction to Bayesian statistics and comparing Bayesian approach with frequentist approach to statistics. Bayesian statistics is modern branch of statistics which provides an alternative comprehensive theory to the frequentist approach. Bayesian concepts provides solution for problems not being solvable by frequentist theory. In the thesis are compared definitions, concepts and quality of statistical inference. The main interest is focused on a point estimation, an interval estimation, a statistical hypothesis testing and finally a stochastic convergence. The contribution of the thesis is a brief compilation of the Bayesian theory and introducing new arguments and examples in the discussion between proponents of the Bayesian and frequentist approach to statistics.
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National Repository of Grey Literature : 12 records found   previous11 - 12  jump to record:
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