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Logistic regression with applications in financial sector
Bílková, Kristýna ; Branda, Martin (advisor) ; Pešta, Michal (referee)
In this bachelor thesis binary logistic regression model is described. Its parameters are estimated by maximum likelihood method. Newton-Raphson's algorithm is used for enumeration of these estimates. There are defined some statistics for testing the significance of the coefficients. Then stepwise regression is desribed. For assessing the quality of the model Pearson's Chi Square Test and Hosmer-Lemeshow's Test of the goodness of fit are defined. Diversification abilitz of the model is illustrated bz the Loreny curve and is quantificated by Gini coefficient, Kolmogorov-Smirnov statistics and generalized coefficient of determination. The theoretical knowledge is applied to insurance area data.
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Granular loss models in reserving
Bílková, Kristýna ; Pešta, Michal (advisor) ; Mazurová, Lucie (referee)
Claims reserving methods usually use data aggregated into development triangles, therefore a lot of information that insurance companies possess remains unused. This thesis shows a triangle-free approach using granular information from a claim by claim database. A statistical model for claims development which can further be used for estimation of reserves is built. The statistical model consists of a counting process that drives claims occurrence, distribution of reporting delay and distribution of claims severity. Several suitable distributions are presented, as well as methods for obtaining their parameters from data. Theoretical apparatus is used for real data. The thesis also pursues comparison of the IBNR reserve estimation using the triangle free approach and distribution free Chain ladder method for real data as well as for simulated data sets. For the data used in this thesis the complexity and data requirements of the triangle free approach are in favor of more preciseness and versatility. Powered by TCPDF (www.tcpdf.org)
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Nová evropská regulace ochrany osobních údajů v praxi obchodní společnosti
Bílková, Kristýna
The diploma thesis deals with the issue of personal data protection, i.e. data which security in contemporary digitaly interconnected wold concerns each one of us. Included literary research covers the basic concepts of the existing law which re-gulates the issue of personal data protection. Particular attention is paid to the new European Parliament resolution The General Data Protection Regulation (GDPR). The core of the thesis rellies in the application of the summed knowledge to a particular business company. Said entity processes the personal data of its em-ployees from the beginning of the employment relationship to it’s end and, to so-me extent, even further. Its systems also include personal data of customers, ma-inly related to their individual purchase contracts.
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Pilsen regional folk-tales as a source of projects in nursery school
Bílková, Kristýna ; Hník, Ondřej (advisor) ; Zimová, Lucie (referee)
This thesis introduces a folk-tale as a basement for projects in nursery school. The main goal of the thesis is to show a regional folk-tale and its processing for projects, and as a whole the tale serves as a suitable device for fulfilling goals of preschool education. Theoretical part is focused on providing knowledge of literal theory, methodology of work with text in nursery school, drama education, development psychology and preschool education in context of Framework Education Programme for Preschool Education. A folk-tale, its origin in folk literature and a close relation with fairy-tale is introduced as well as its place in literature for children. Further, the tasks, aims and possibilities of literary production in nursery school are provided and the actual goal of reader literacy is shown. Next discussed topics are the possibilities of using a story, drama education and its methodology in preschool education. Further, the suitable methods of preschool education are introduced with the consideration of preschool child and its needs. In the conclusion of theoretical part the project is described in consideration of its using in nursery school. Practical part deals with the two specific folk-tales and proposes their processing in particular school. Evaluation of projects in comparison with...
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Granular loss models in reserving
Bílková, Kristýna ; Pešta, Michal (advisor) ; Mazurová, Lucie (referee)
Claims reserving methods usually use data aggregated into development triangles, therefore a lot of information that insurance companies possess remains unused. This thesis shows a triangle-free approach using granular information from a claim by claim database. A statistical model for claims development which can further be used for estimation of reserves is built. The statistical model consists of a counting process that drives claims occurrence, distribution of reporting delay and distribution of claims severity. Several suitable distributions are presented, as well as methods for obtaining their parameters from data. Theoretical apparatus is used for real data. The thesis also pursues comparison of the IBNR reserve estimation using the triangle free approach and distribution free Chain ladder method for real data as well as for simulated data sets. For the data used in this thesis the complexity and data requirements of the triangle free approach are in favor of more preciseness and versatility. Powered by TCPDF (www.tcpdf.org)
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Logistic regression with applications in financial sector
Bílková, Kristýna ; Branda, Martin (advisor) ; Pešta, Michal (referee)
In this bachelor thesis binary logistic regression model is described. Its parameters are estimated by maximum likelihood method. Newton-Raphson's algorithm is used for enumeration of these estimates. There are defined some statistics for testing the significance of the coefficients. Then stepwise regression is desribed. For assessing the quality of the model Pearson's Chi Square Test and Hosmer-Lemeshow's Test of the goodness of fit are defined. Diversification abilitz of the model is illustrated bz the Loreny curve and is quantificated by Gini coefficient, Kolmogorov-Smirnov statistics and generalized coefficient of determination. The theoretical knowledge is applied to insurance area data.
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Creating a composite indicator and its interpretation for selected countries of the region of Southeast Asia
Bílková, Kristýna
The diploma thesis is focused on creation of the composite indicators and their interpretation in the region of Southeast Asia. The indicators are chosen from three crucial fields of development, namely economic, social, and environmental field. The thesis also deals with regional disparities. Three countries were chosen representing the former area of Indochina, and Thailand as their closest neighbour. The theoretical part provides a basic overview of the key definitions and characteristics related to the issues. In the analytical part five composite indicators from each field of development are computed to evaluate the situation in the chosen countries. Correlation, cluster analysis, and regional disparities evaluation are contained in the analytical part as well. Finally, the data are assessed and recommendations are proposed.
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Ochrana podnikatele před nekalosoutěžním jednáním konkurence v obchodní činnosti
Bílková, Kristýna
This thesis deals with the protection of entrepreneurs against unfair competition actions in the business activity. It is divided into two parts - a review of literature and one's own work. The theoretical part explains concepts such as competition, unfair competition, general clause and individual facts of unfair competition are defined as well. Further, it discusses the legal and illegal protection of business with regards to the legal and illegal means of protection. The practical part pre-sents the selected cases of unfair competition. In conclusion, there are recommen-dations for businesses.
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