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Covariance extension of Chain-ladder method
Žváčková, Lenka ; Marek, Luboš (advisor) ; Hasil, Jakub (referee)
This diploma thesis deals with technical reserves in non-life insurance, in particular with provisions for future claim payments for damages that have occurred, but has not yet been reported to the insurance company. This type of provision is known by the acronym IBNR. After the introductory section containing a general introduction to the issue of claims reserving in non-life insurance different approaches to modeling of IBNR reserves are briefly presented. Subsequently, full attention is given to Chain-ladder method, which is most frequently used in the actuarial practise for the purpose of claims reserving. This method is then presented progressively from its simplest form of a simple computing algorithm followed by Mack's stochastic model to the last theoretical part of this part describing extended form of Chain-ladder method with relations between different groups of insurance portfolio included. In the very last section, all the lessons are demonstrated on real data to give readers an idea of how the process of claims reserving works is in the common actuarial practice.
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Accident insurance
Strašilová, Kateřina ; Marek, Luboš (advisor) ; Zimmermann, Pavel (referee)
My thesis theme from the branch of insurance industry has been chosen for a reason of my long-term experience. The particular theme of "accident insurance" has been then chosen and based on the fact that in general it belongs to one of the most important types of insurance and everybody should arrange for it. In the part of theory I would like to clarify basic terms of the field of accident insurance as well as those of insurance industry as a whole. At the same time I would like to illustrate how and where an insurance contract can be concluded and what one should be aware of before and in the course of concluding such an insurance contract. An integral part of the theory will also be legislation dealing with the insurance industry and its development. The practical part will be focused on looking for different insurance amounts people should be insured for. In addition there will be given a particular example of effecting an accident insurance of more people as well as of a person and various insurance companies' offers in my place of living will be analysed. In conclusion let me make basic calculations concerning the insurance clear and analyse the data that will be at my disposal.
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Disability pensions and survivor benefits in Czech Republic
Vargová, Viktoria ; Marek, Luboš (advisor) ; Mazouch, Petr (referee)
The graduation thesis addresses the questions of disability pensions and survivor benefits in Czech Republic. The first chapter handles the definitions of the concepts used in terms of pension insurance, the characteristic of pension system generally and the legal regulations of the contemporary system. The second chapter analyses the full and the partial disability pensions. The third chapter describes the widow's, the widower's and the orphan's pensions. The fourth chapter contains the analysis of the contemporary pension system since the implementation of the present valid legal regulation until the year 2007, with focus on disability pensions and survivor benefits. Sub chapter 4.1 contains analytical forecast of the amount spent on pensions and of the number of each type of pensioners. The fifth chapter targets the forecasting of the demographic development of the population in Czech Republic, the problems of contemporary pension system and the proposed modifications within the new reform of the pension system.
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The Analysis of Traffic Accident Quantity on the Roads of Central Bohemia
Špačková, Tereza ; Marek, Luboš (advisor) ; Polič, Daniel (referee)
The aim of my diploma thesis is the analysis of traffic accident quantity on roads (highways and motorways) of Central Bohemia. My personal contribution to this topic is the particular analysis of accident frequency within Central Bohemia between 1994 and 2007. Nobody has dealt with such an analysis in frame of this region until the present. In the theoretical part of the thesis, basic definitions are expounded from the theory of traffic accident frequency and the partition of traffic accidents according to different criteria, and the classification of roads. There is a situation described in Central Bohemia for each type of classification for mentioned years. The practical part of the thesis is divided into three sections, which analyze problems from different points of view. In the first part, there are detected reciprocal relations between basic indicators of traffic accident frequency in the particular districts of Central Bohemia. The next part targets the analysis of time series of causes and results of traffic accidents within this region, in particular months of mentioned years. The aim of this part is to describe the trend of time series by acceptable methods and to estimate their supposed development in the following 12 months. In the third and final part of the thesis, the analysis of less commonly considered causes of traffic accidents are performed, as is directional conditions, status of road surface, visibility, weather conditions and transversal setting of communication. The target of this final part is to verify whether these factors significantly influence the number of traffic accidents on different types of roads.
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Analysis of technical provisions in non-life insurance
Masner, Václav ; Marek, Luboš (advisor) ; Potužil, Jiří (referee)
Technical provisions represent the liabilities of the insurance company to its clients. In contrast to other liabilities the exact volume of technical provisions is not predetermined. This thesis is focused on technical provisions in non-life insurance, mainly on claims provisions, that are the most significant type of provisions in non-life classes of business. The aim is to analyse methods leading to the estimate of the value of ultimate claims arising from insurance events, that happened during the given time period. Claims provision is the part of ultimate claims, that has not already been paid. The speciality of some insurance classes as well as several factors, that may influence the correct estimate of claims provisions, are also analysed. The goal of this thesis is to present various possible ways, how to deal with these factors in order to prevent distortions of the estimate of ultimate claims. Finally the evaluation of the exactness of estimates and consequences, that the incorrect estimate may cause, are presented.
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Banking products' insurance
Novák, Michal ; Marek, Luboš (advisor) ; Peřina, Milan (referee)
This work deals with the insurance of the banking products, i.e. with the insurance products, which explicitly insure or are closely connected to some banking product. Therefore, an interaction of banking and insurance activities is present in this area of insurance. The overview of both of the financial institutions' activities opens this thesis in order to explain the interaction between the activities of banks and insurance companies. Possible ways of integration of this interaction, which allowed increased efficiency, follow the opening introduction. Bancassurance as a way of selling insurance through banks is explained in a separate part. After a short overview of the banking products, the thesis is completed by the analysis of the key insurances of them.
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Data Mining of Macroeconomic Data
Lang, Lukáš ; Berka, Petr (advisor) ; Marek, Luboš (referee)
The theme of my work is the Data Mining (DM) of Macroeconomic Data. The purpose of this work is to use DM methods for analysis of macroeconomic fundamentals of selected countries of the Western Europe and the U.S.A. between years 1961-1989 and to compare the DM methods with statistical methods. For the statistical analysis, I used EViews and MS-Office Excel, for the DM I used LISp-Miner. The structure of the work is as follows: in the theoretical part I define the analysed indicators and their relations with respect to the history of analysed period. Then are specified chosen statistical methods also with the reason for choice. The last chapter of the theoretical part describes the data mining. In the practical part I describe the problems which I solved, data collecting and preparation, use of the statisitical methods and DM methods and results obtained. The enlightenment lies in conclusion. I thank my supervisor, Prof. Ing. Petr Berka, CSc. for DM meditations and important suggestions. I thank my colleagues, Ing. Vojtech Menzl, MSc and Mgr. Jana Závacká for critique of the statistical methods. I thank the living members of my family for patience.
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Financování zdravotnictví
Ryšánková, Michaela ; Marek, Luboš (advisor) ; Kazdová, Jitka (referee)
Tato práce se týká financování zdravotnictví v České republice. Cílem práce je popsat současnou situaci v českém zdravotnictví. Nejprve se komplexně zaměřuje na celý systém, na jeho vývoj, základní prvky a zdroje. V další části analyzuje úhrady nemocnicím od zdravotní pojišťovny. Na základě těchto analýz předpovídá jejich výši na další rok.
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The insurance of professional athletes and sports events
Vltavská, Kristýna ; Marek, Luboš (advisor) ; Fischer, Jakub (referee)
This graduation thesis focuses on the insurance of sports events and professional athletes. It represents the sum of possible insurance products in the given area. The goal of the thesis is to present this marginal part of insurance market and, by using actual data, to show the trends in the number of insurance agreements contracted by professional sportspeople and their proportion in the total of life insurance. The first part lays the theoretical background of the work. The second part compares insurance agreements of two different companies with the same insurance company. The last part concentrates on the insurance of major sports events, i.e. the Ice Hockey World Championship and the Olympic Games.
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Prospektivní úmrtnostní tabulky a penzijní fondy
Hrevuš, Jan ; Marek, Luboš (advisor) ; Kraus, Alfred (referee)
Diplomová práce se zabývá současnou situací na trhu penzijního připojištění v České republice, primárně si však klade za cíl zmapovat současný stav využívání úmrtnostních tabulek našimi penzijními fondy. Jsou zde uvedeny různé možnosti výpočtu úmrtnostních tabulek ve snaze vybrat tu nejvhodnější a též pokus zavést aspekt stále rostoucí délky života do aktuárských výpočtů. Výpočty jsou založeny na oficiálních datech ČSÚ, podle nichž autor s využitím odborné literatury a vhodného softwarového vybavení konstruuje vlastní úmrtnostní tabulky.
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