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Modelování rizika rezerv v neživotním pojištění založené na neagregovaných datech
Zimmermann, Pavel ; Kahounová, Jana (advisor) ; Cipra, Tomáš (referee) ; Jedlička, Petr (referee)
Recently the eld of actuarial mathematics has experienced a large development due to a signi cant increase of demands for insurance and nancial risk quanti cation due to the fact that the implementation of a complex of rules of international reporting standards (IFRS) and solvency reporting (Solvency II) has started. It appears that the key question for solvency measuring is determination of probability distribution of future cash ows of an insurance company. Solvency is then reported through an appropriate risk measure based e.g. on a percentile of this distribution. While as present popular models are based solely on aggregated data (such as total loss development from a certain time period), the main objective of this work is to scrutinize possibilities of modelling of the reserve risk (i.e. roughly said, the distribution of the ultimate incurred value of claims that have already happened in the past) based directly on individual claims. These models have not yet become popular and to the author's knowledge an overview of such models has not been published previously. The assumptions and speci cation of the already published models were compared to the practical experience and some inadequacies were pointed out. Further more a new reserve risk model was constructed which is believed to have practically more suitable assumptions and properties than the existing models. Theoretical aspects of the new model were studied and distribution of the ultimate incurred value (the modelled variable) was derived. An emphasis was put also on practical aspects of the developed model and its applicability in the case of industrial use. Therefore some restrictive assumptions which might be considered realistic in variety of practical cases and which lead to a signi cant simpli cation of the model were identi ed throughout the work. Furthermore, algorithms to reduce the number of the necessary calculations were developed. In the last chapters of the work, an e ort was devoted to the methods of the estimation of the considered parameters respecting practical limitations (such as missing observations at the time of modelling). For this purpose, survival analysis was (amongst other methods) applied.
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Spatial activity and diet of Rousettus aegyptiacus in Cyprus: Does conservation of the only European fruit bat depend on supporting alien plants?
Lučan, R. K. ; Bartonička, T. ; Čížek, Martin ; Jedlička, Petr ; Řeřucha, Šimon ; Šálek, M. ; Nicolaou, H. ; Horáček, I.
During the recent decade the Cypriot population of the Egyptian fruit bats, the only European megabat, dramatically decreased and active conservation management is urgently needed. However, quite a limited information is available on details of its life history and ecology. Our study focused on spatial activity and food habits of three nearby colonies of fruitbats in mid summer and late winter when food supply is supposed to be particularly limited. Using radio-tracking techniques (both manual and automatic), we investigated spatial activity and food habits of 43 fruitbats (summer: 8 females, 11 males; winter: 9 females, 15 males).
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Absolutní frekvenční posuvy jodem stabilizovaných laserových etalonů zpusobené čistotou jodu absorpčních kyvet
Hrabina, Jan ; Jedlička, Petr ; Číp, Ondřej ; Lazar, Josef
Results of measurement of purity of a set of iodine cells for laser stabilization made at our institute are presented. The purity was tested by improved method based on measurement of induced fluorescence and evaluation by the Stern-Volmer formula. This method was improved by innovation of the fluorescence detection system by introducing compensation for the pumping laser spectral and power instabilities. Further the absolute frequencies of selected iodine hyperfine transitions were measured in direct laser frequency comparison performed with a set of iodine-stabilized Nd:YAG laser etalons with the reproducibility well below the kHz level. The results indicating the iodine cell purity are presented with relation to the absolute frequency shifts. This highlights the influence of iodine cell quality onto the stability and absolute frequency of lasers etalons and also shows the way towards improvements of the iodine cell manufacturing technology.
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Měření čistoty jódu v absorpčních kyvetách pro frekvenční stabilizaci laserů
Hrabina, Jan ; Petrů, František ; Jedlička, Petr ; Číp, Ondřej ; Lazar, Josef
In the contribution we present a system for measurement of iodine purity by means excitation of a selected strong transition, measurement of induced fluorescence and evaluation by the Stern-Volmer formula. The arrangement is based on a pumping Ar-ion laser tuned to the transition of interest but its linewidth far exceeds the transition. Frequency noise of the laser is effectivelly reduced by monitoring the fluorescence in a second, reference iodine cell and together with monitoring of the laser power enables cancelation of the frequency noise influence which generates errors by demodulating on the absorption profile. The level of the scattered light is subtracted as well. All the measured data are digitally processed and the experiment is fully computer controlled.
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