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Value of nonlife insurance portfolio
Pavko, Marek ; Koudelka, Pavel (advisor) ; Mazurová, Lucie (referee)
Název práce: Cena kmene neživotního pojištění Autor: Bc. Marek Pavko Katedra: Katedra pravděpodobnosti a matematické statistky Vedoucí diplomové práce: Mgr. Pavel Koudelka, Generali Pojiš'ovna a.s. Abstrakt: V práci se věnujeme r·zným přístup·m k ocenění portfólia neživotního pojištění. Podrobněji rozebíráme návrh modelu, který zkoumá hodnotu aktuálního obchodu pojiš'ovny. Odděleně se zaměřujeme na hodnotu obchodu pocházejícího z nadbytku rezerv na jedné straně a zvláš' analyzujeme hodnotu obchodu pocházejí- cího z obnovených smluv na straně druhé. V teoretické části návrhu se zaobíráme simulační metodou bootstrap, kterou využijeme k analýze rizika škodních rezerv. Navržený model aplikujeme na reálná data, která odpovídají odvětví neživotního pojištění. V závěru práce zkoumáme citlivost hodnoty aktuálního obchodu vzhledem ke změně jednotlivých parametr· navrženého modelu a diskutujeme možnost jejich ovlivnění z pohledu pojiš'ovny. Klíčová slova: ocenění portfólia, hodnota aktuálního obchodu, bootstrap, neživotní pojištění, Solvency II 1
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Parametrizace rozdělení škod v neživotním pojištení
Špaková, Mária ; Pešta, Michal (advisor) ; Cipra, Tomáš (referee)
Title: Parameterization of claims distribution in non-life insurance Author: Bc. Mária Špaková Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Michal Pešta Ph.D., MFF UK Abstract: This paper deals with the parameterization of claim size distributions in non-life insurance. It consists of the theoretical and the practical part. In the first part we discuss the usual distributions of claims and their properties. One section is devoted to extreme values distributions. Consequently, we mention the most known methods for parameter estimation - the maximum likelihood method, the method of moments and the method of weighted moments. The last theoretical chapter is focused on some validation techniques and goodness-of-fit tests. In the practical part we apply some of the discussed approaches on real data. However, we concentrate mainly on the large claims modeling - firstly, we select a reasonable threshold for our data and then we fit the claims by the generalized Pareto distribution together with the introduced parameterization procedures. Based on the results of the applied validation methods we will choose appropriate models for the biggest claims. Keywords: parameterization, non-life insurance, claims distribution.
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Consumer on the insurance market
Pavlík, Petr ; Oborilová, Mária (advisor) ; Kábrt, Tomáš (referee)
The objective of this bachelor thesis is to identify consumer in the insurance market, to assess the factors that influence the formation of its behaviour and other determinants which influ-ence its actual insurance need. This work is focused exclusively on the Czech insurance market. A total of 106 people responded to my online questionnaire. It was surveyed that life insurance is influenced by age, the highest level of education and whether the person has a partner or husband/wife. Property and income is important factor to the non-life insurance. It can be concluded that there is still great potential for new contract and the fact that costumers prefer personal communication when negotiating longer-term contracts.
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Current changes in the Czech insurance market and their reflection in the rating
Kloudová, Šárka ; Daňhel, Jaroslav (advisor) ; Hanzlík, Karel (referee)
This thesis deals with changes in the Czech insurance market, especially in view of the consequences of the financial crisis, which caused a lot of changes. In this part of thesis is analyzed the price war, anti-discrimination directives and other important events. The following section is devoted to rating and both generally - term rating, description, rating process and rating of selected insurance companies. Specifically Česká pojišťovna a.s. and ČSOB pojišťovna a.s. and its changes over time. Then attention is focused on the development of regulation of rating agencies and the end of the work is devoted to future prognosis of the life and non-life insurance.
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Pet insurance in the Czech insurance market
Pechová, Kateřina ; Gruber, Petr (advisor) ; Radová, Jarmila (referee)
This bachelor thesis is focused on the analysis of the pet insurance products on the Czech insurance market. The work consists of three, consecutive, parts. The introductory part discusses the general characteristics of the product, as well as its short history. The main part focuses in detail on the various offers of domestic insurance companies offering the pet insurance and also compare them. The last, practical part of the thesis includes a calculation of the prices for specific examples.
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Products of motor insurance in the Czech Republic
Šárová, Kateřina ; Daňhel, Jaroslav (advisor) ; Veselý, Marek (referee)
The main objective of this diploma thesis is the analysis of the products of motor insurance offered on the insurance market in the Czech Republic. The first part focuses on character and meaning of this products and clarification of some concepts. The next part describes current situation and development in the insurance market followed by the very topical stiff competition. The last part is devoted to the analysis of supply in the market of car insurance itself and its evaluation from the point of view of various parameters and criteria.
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Formal and substantive evaluation of insurance penetration in the CR
Klečáková, Eva ; Daňhel, Jaroslav (advisor) ; Zetek, Pavel (referee)
This thesis deals with analysis of development in insurance penetration of the Czech republic. The importance of insurance is growing in years, what is numerically expressed in values of insurance penetration indicators. This thesis is focused on development in the Czech republic between years 2000-2010. To review values in the broader context will be indicators compared with EU countries. The thesis is finished by summary of the insurance penetration in the Czech republic and by the prognosis of the further development.
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Analysis of the pet insurance
Jankásková, Zuzana ; Ducháčková, Eva (advisor)
The essay is focused on the analysis of the veterinary care insurance on the domestic insurance market, including possible additional mortality and authanasia pet insurance. The introductory chapter is devoted to characterization the product in general terms. The main part is dedicated on the analysis of the offers insurance's products. The close part of the essay includes a calculation of the pricex for specific examples.
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