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Modelling of a deep excavation in sand
Tichovská, Martina ; Mašín, David (advisor) ; Miča, Lumír (referee)
Ústav hydrogeologie, inženýrské geologie a užité geofyziky Univerzita Karlova v Praze, Přírodovědecká fakulta MATEMATICKÉ MODELOVÁNÍ HLUBOKÉ STAVEBNÍ JÁMY V PÍSCÍCH diplomová práce Martina Tichovská Vedoucí diplomové práce: RNDr. David Mašín, PhD, MPhil. Praha, Srpen, 2012 Abstract Nowadays, mathematical modeling is a very discussed in geotechnics and used in many geotechnical applications. And it became more popular. The main aim of this work is to show suitability of constitutive modeling for prediction of deep ground excavation behavior in sandy soil. The temporary excavation is part of a tunnel portal 513 on an outer road bypass in Prague. In places the pit reaches almost 30 m depth. Mohr-Coulomb constitutive model and advanced hypoplastic model for coarse grain soils supplemented by intergranular strain concept were chosen for this application. Calculations demonstrated different results in soil behavior predicted by each model. Calculated results were compared with measured data from excavations monitoring. These show hypoplastic model as more realistic for deformation prediction.
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Cogeneration power plant
Ptáček, Martin ; Pospíšil, Jiří (referee) ; Fiedler, Jan (advisor)
This bachelor thesis deals with heat and power supply of the family house, which uses natural gas.The first part reveals cogeneration technology in general, especially cogeneration unit based on gas-engine (internal combustion engine).In the second part, the thesis focuses on energy budget (power-balance sheet) issue. Finally, the third and fourth chapter, deal with particular calculation of usability of cogeneration unit in the small family house. Due to a small final financial difference and large investment costs, with such a low heat and power consumption, this technology is unsuitable for this type of usage.
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Capital requirements for insurance companies under Solvency II and its quantification
Kožár, Martin ; Pleška, Martin (advisor) ; Mazurová, Lucie (referee)
Title: Capital requirements imposed on insurance companies in Solveny II and their quantification Author: Bc. Martin Kožár Department: Department of probability and mathematical statistics Supervisor: Mgr. Martin Pleška Abstract: This thesis studies project Solvency II, which is focused on the integrated regulation of insurance market in the European Union. It pre- sents basic division and capital requirements arising from it. It describes division of the project into the three areas, refered to as pillars in practice. The thesis summarizes the basic methods for measuring the risk (Value at Risk, Tail Value at Risk), necessary in the calculation of the solvency capital requirements. The thesis studies the method of calculation of the solvency capital requirement SCR and the minimum capital requirement MCR. The calculation of the SCR is focused mainly on the method of the calculation of the capital requirement using the standard formula. Lastly, capital requi- rements are calculated using concrete data set. Keywords: Solvency II, solvency capital requirement SCR, minimum capital requirement MCR 1
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Influence of Skid Substances to Compression Equations Parameters
Linková, Markéta ; Řehula, Milan (advisor) ; Špaček, Vladimír (referee)
Mgr.Markéta Linková The rigorous assignment Influence of Skid Substances to Compression Equations Parameters Abstract The rigorous assignment engages in impact of skid substances on parameters of compression equations. Parameters of compression equations are used for compressed material characteristic and for study of compression process mechanism. The mostly used compression equations are described in the theoretic part. Additionally are analyzed factors, which have influence to the parameters of compression equations. (For example: particles size, material type, compression speed) Target of experiment was to prove influence of skid substances to parameters of compression equations. As a skid substances has been used magnesi stearat and talc. Compression process is possible to evaluate through parameters AR, LT, E, EP. For calculation of polymers on cellulose basis the three - exponential equation has been used. For crystallic substances two - exponential equation has been used. Final results prove that both skid substances had same impact to parameters of compression equations.
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Analysis of the tax burden in the Czech Republic
Hošek, Petr ; Finardi, Savina (advisor) ; Vančurová, Alena (referee)
Bachelor thesis contains an analysis of the development of the tax burden in the Czech Republic since 1993 with insight until 2015, when the new tax reform, which is also the subject of this work, will come into force. The wide range of taxes, we looked within the scope of this work to tax personal income, namely income in accordance with § 6 Income from employment and functional benefits, the Act No. 586/1992 Coll., on income taxes. After describing the relevant changes that have brought tax reforms that took place since 1993 (including the forthcoming 2015), we examined the quantification of the impact of these changes on the model of the taxpayer. The final output of this analysis is the interpretation of data using the calculated effective tax rates, in whose development we can observe the different trends of this magnitude. Also we can observe changes in effects of individual sub-system and the overall tax burden within the income tax and social insurance premiums.
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Úloha Londonových disperzních sil ve stabilitě struktury DNA: in silico experiment
Kolář, Michal
Author: Michal Kolář The Role of London Dispersion Forces in DNA structure stability: in silico experiment By means of computer simulations the role of the dispersion forces was elucidated. The free energy calculations obtained from the biased molecular dynamics and the simulations of the Dickerson's dodecamer of DNA suggested that the dispersion forces are important for the structure determination. While the overall aggregation of the DNA strands is attributed to the hydrophobic effect of the surrounding water, the particular conformation of the DNA, i.e. double helix, is claimed to be stabilised by London dispersion forces. These conclusions are with agreement with the previous theories. Keywords: dispersion force, DNA, molecular dynamics, hydrophobic effect, free energy Author: Michal Kolář Úloha Londonových disperzních sil ve stabilitě struktury DNA: in silico exper- iment Pomocí metod výpočetní chemie byla vyšetřována úloha disperzních sil ve stabilitě struk- tury DNA. Za účelem určení volné energie asociace bazí nukleových kyselin ve vodném prostředí byly provedeny molekulově dynamické simulace na pozměněné potenciálové hy- perploše a tyto výsledky byly porovnány se simulacemi Dickersonova dodecameru. Dis- perzní energie byla shledána jako důležitá komponenta...
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The impact of macroeconomic shocks on credit risk of Slovakian banking sector and its stress testing
Lörinčík, Martin ; Dědek, Oldřich (advisor) ; Kubíček, Martin (referee)
Credit risk tracking and quantification play important roles in risk management and they are not applied only by financial institutions on microeconomic level, but also by central banks on the background of aggregated data. This master thesis deals with the analyses of shocks of given significant macroeconomic variables and their reply on changes of households' and firms' defaulted, non performing loans in Slovakian banking sector. In introductory part, the method of data handling is described, because of their inconsistency in the given field of research. That is caused on one hand by the post-transformational consolidation process of Slovakian banking sector and on the other hand by legislative shifts and changes in calculation methodology of non performing loans. The main aim of the thesis is not to describe and interpret most precisely the economic relations that could influence the level of non performing loans, but the effort to widen the range of credit risk stress testing possibilities in Slovakian banking sector. In order to check the macroeconomic variables' significance, OLS regression is used. Important part of the stress tests is the application of Monte Carlo method which simulates high number of stress scenarios and macroeconomic variables' shocks and therefore helps to improve the...
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Capital requirements for insurance companies under Solvency II and its quantification
Kožár, Martin ; Pleška, Martin (advisor) ; Justová, Iva (referee)
This thesis studies project Solvency II, which is focused on the integrated regulation of insurance market in the European Union. It presents basic division and capital requirements arising from it. It describes division of the project into the three areas, refered to as pillars in practice. The thesis summarizes the basic methods for measuring the risk (Value at Risk, Tail Value at Risk), necessary in the calculation of the solvency capital requirements. The thesis studies the method of calculation of the solvency capital requirement SCR and the minimum capital requirement MCR. The calculation of the SCR is focused mainly on the method of the calculation of the capital requirement using the standard formula. Lastly, capital requirements are calculated using concrete data set.
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Design and implementation of BI solution in insurance industry
Majling, Matej ; Novotný, Ota (advisor) ; Daňhel, Jaroslav (referee)
The topic of this master thesis is the application of BI (Business Intelligence) Solutions in the insurance industry. The main objectives are the creation of model analyses and the design and implementation of partial BI solutions on the QlikView platform for smaller non-life insurance companies. The model also takes into consideration aspects of the new EU insurance regulatory directive, Solvency II, by selecting input parameters needed for the calculation of premium and reserve risk using segmentation rules from the lines of business specified in the directive. The thesis consists of three main parts. The first focuses on the QlikView BI platform, its market place, architecture, SW components and the technologies it takes advantage of. It also examines the differences and specific aspects of developing a BI solution using QlikView, compared to other more traditional platforms - one of these aspects is associative data modeling. The second part of the thesis focuses on the financial risks that insurance companies are exposed to, methods for their quantification and techniques that are used for solvency determination -- based upon Solvency II guidelines -- using SCR (Solvency Capital Requirement) and MCR (Minimum Capital Requirement) indicators. Particular chapters explain the concept behind the Solvency II directives and demonstrate the structure of standard formulae used for SCR calculations, which are used for ascertaining the Premium and/or Reserve risk. The final part of the thesis builds upon the earlier sections and contains practical instructions and recommendations for the development of BI solutions based on the QlikView platform in smaller non-life insurance companies. A designed model of the BI application can primarily be used for basic corporate performance monitoring but can also assist in the partial calculation of some risk categories according to the Solvency II directives. The practical section -- which is the ultimate product and the main benefit of this master thesis -- expands beyond the theory to provide a basic conceptual framework for the development of BI applications in small insurance company environments.
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Monitoring the coefficient of light scattering on aerosol particles at the Kosetice background station
Holubová Šmejkalová, Adéla ; Zíková, Naděžda ; Ždímal, Vladimír ; Holoubek, Ivan
The direct effect of the atmospheric aerosols to radiation balance is the scattering or absorption of light on these particles. While solar radiation on aerosol particles or clouds negatively affects the radiation (resulting in cooling), absorbtion causes increasing of the ambient air temperature. Contribution to the study of the effect of aerosol particles on the climate, a measurement of the coefficient of light scattering is carry out at the Kosetice background station. The Integrating Nefelometer measures at 3-wavelength (RGB) forward and back light scattering. The values of the scattering coefficient at 550 nm (green) are typically high in the cold part of the year, reflecting both increased concentrations of pollutants and stable atmospheric conditions. Daily variability is the smallest in summer (varies between 25 and 18 Mm-1), the most noticeable daily variation is observed in the spring, when stable values 44 Mm-1 drop after noon to 26 Mm-1. The calculation of Ångström's exponent showed that in the summer, the fine fraction dominates in the sampled air.
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