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Operational risk loss distributions
Krajňák, Tomáš ; Mazurová, Lucie (advisor) ; Pešta, Michal (referee)
Operational risk in recent years has become an important part of banks, insurance companies and financial institutions. The proposed work deals with the distributions that best fit the loss severity from the operational risk and also describe their basic properties. Specifically, deals with the g-h distribution, its properties, moments, parameter estimations and tail behavior. There is also another method for high threshold estimation described in this text, the POT (Peaks over threshold). In conclusion, there is the procedure for estimating quantiles of g-h distribution by POT method presented including simulation example in which there are quantile values estimated using the POT method compared to the g-h distribution quantiles.
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Microstructural evolution of equal-channel angular pressed IF steel
Krajňák, Tomáš ; Mathis, Kristián (advisor) ; Drozd, Zdeněk (referee)
Equal channel angular pressing (ECAP) belongs to advanced technologies for improving mechanical properties of materials. In the present work the influence of number of pressing by route BC on grain size, density and type of dislocation, evolution of microstructure and mechanical properties of IF steel has been investigated by means of optical microscopy, electron back-scattering diffraction (EBSD), diffraction profile analysis, microhardness testing and tensile deformations. It has been found, that the grain size decreasing with increasing number of passes. Simultaneously, the microhardness, density of dislocation and maximum true strength has been increased. The evolution of microstructure with increasing pressing number, particularly the forming of high-angle boundaries has been also examined.
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