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Solvency Internal models
Mertl, Jakub ; Cipra, Tomáš (advisor) ; Mazurová, Lucie (referee) ; Jedlička, Petr (referee)
Title: Solvency Internal models Author: Mgr. Ing. Jakub Mertl Abstract: The subject of thesis is assessment of calculation methods on capital adequacy of currently implemented regulation in insurance industry called Solvency II. The aim of the thesis is to build up a partial internal model fulfilling the condition of Solvency II. The thesis deals with the premium and reserve risks that are essential part of non-life business. Different approaches of risk assessment are described and aggregation of those risks as well. An important part of the thesis is a numerical example illustrating presented methods.
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Noise meter and sound detector
Jedlička, Petr ; Novák, Marek (referee) ; Povalač, Aleš (advisor)
This work deals with design and construction of a noise meter, which measures sound pressure level. The device can be set either for weighting filter A or for weighting filter C considering the characteristics of human hearing, the device also allows two modes, fast and slow, depending on the rate of changes of sound pressure level. It tis possible to send measured data to a PC through a measuring application. The noise meter can be powered either by three AA batteries or by a PC through USB interface. The noise meter can be controlled by voice commands.
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RF analog fiber optic link
Kelbler, Petr ; Jedlička, Petr (referee) ; Drexler, Petr (advisor)
This thesis analyzes the problem of design analog fiber optic link for transmission high frequency signals. Analog fiber optic link will be used in system for detection and localization a partial discharge activity MOSAD-PD-UHF, where will replace existing solution with coaxial cables, which is not appropriate for highly noise environment. MOSAD-PD-UHF system is developed in department of theoretical and experimental electrical engineering. At the first, MOSAD-PD-UHF system and individual parts of optical chain are theoretical described. In following part are compared a few commercially available analog fiber optic link and design of chosen transmit and receive module are described. . The thesis final part deals with construction of optical link and measured parameters are discussed.
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Munich chain ladder method
Janáková, Veronika ; Pleška, Martin (advisor) ; Jedlička, Petr (referee)
Title: Munich chain ladder method Author: Bc. Veronika Janáková Department: Department of probability and mathematical statistic Supervisor: Mgr. Martin Pleška Supervisor's e-mail address: martin.pleska@cz.pwc.com Abstract: The insurance company is obliged to create technical reserves to cover the risk from insurance activities. One of the main reserves in non-life insurance is the IBNR reserve - the reserve to cover the damages that already exist, but that have not been reported to the insurance company yet. The content and the general aim of this thesis is to provide a better orientation in the method used in the estimation of the reserve IBNR - the Munich Chain Ladder Method. Munich Chain Ladder Method was created as a modification of the standard Chain Ladder calculation - one of the most used methods in the estimation of the IBNR reserve. The thesis focuses on the reasons that led to the modification of standard Chain Ladder calculation and explains the calculation of the modified method. It presents the application ot the method on the real data as well as the comparison with the results of the classical and less complicated Chain Ladder method. Keywords: IBNR reserve, chain ladder, Munich chain ladder 1
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Statistical Properties of the Estimate of Non-Life Insurance Technical Reserves
Pechanec, Jan ; Cipra, Tomáš (referee) ; Jedlička, Petr (advisor)
In the presented work we study two different statistical methods for estimating IBNR reserve that is a part of the reserve for outstanding claims reserves. The first method is stochastic version of the Chain ladder method and the second one is a PTF model. We describe theories of the methods and show their different properties. The Chain ladder method does not assume any distribution of claims amount, on the other hand PTF models assume normal distribution of logarithms of incremental data. In practical part of this work we apply both methods on illustrative data and then we compare the results. We inspect especially probabilistic distribution of estimate of reserves and their statistical characteristics. An important part of this work is statistical testing of assumptions of both methods.
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Radio frequency resonator for feeding ion trap
Jedlička, Petr ; Pham, Minh Tuan ; Čížek, Martin ; Pavelka, Jan ; Lešundák, Adam ; Hucl, Václav ; Hrabina, Jan ; Řeřucha, Šimon ; Lazar, Josef ; Číp, Ondřej
Two versions of resonators were designed and manufactured - asymmetric and symmetric.\nThe resonator consists of a coil and capacity of ion trap which makes parallel resonant circuit.\nEnergy is supplied to the resonator through the coupling inductance. Resonator assembly was equipped with outputs for monitoring high-frequency voltage. Both versions have been tuned and tested.\n\n
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Laser cooling of the trapped ions for frequency and time metrology
Číp, Ondřej ; Pham, Minh Tuan ; Čížek, Martin ; Lešundák, Adam ; Hucl, Václav ; Hrabina, Jan ; Řeřucha, Šimon ; Jedlička, Petr ; Lazar, Josef
In the laser cooled trapped ions field current research is oriented to yield isolated ions in their basic state of the motion. The detection of the Doppler cooled iont excitation to its quadrupole transition of the electronic structure gives the opportuniny to stabilize highly coherent lasers of the optical frequency of the hundreds of THz. This way a new standart of the time or optical frequencies called „Optical atomic clock“ can be defined. Institute of the Scientific Instruments in Brno in the cooperation with the Department of the Optics of the Palacky University in Olomouc implemented a unique research infrastructure for laser cooling of 40Ca+ ions and subsequent experiments of the quantum mechanics and spectroscopy in a joint laboratory in Brno. Currently 40Ca+ ions are routinely generated and captured. The Doppler cooling of those ions is performed using dipole transition at a wavelength of the 397 nm. Also detection and spectroscopy of the electronic structure of the ion and the presence of his dark resonances is implemented.\n
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