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National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
The stochastical approaches to the claims reserving
 Hronová, Lucie ; Witzany, Jiří (advisor) ; Kolman, Marek (referee)
The subject matter of this master thesis is the introduction to the claims reserving methodology applied in the general insurance with the focus on the agragated data represented in the form of triangle schemes. First the basic deterministic methods are to be presented including the Chain ladder method as the most known and widely used tool in claims reserving. Next we will concentrate on the stochastic approaches. The method of bootstrapping is to be described more in detail as it is the main topic of this thesis. Finally the accuracy of the prediction of several specific models and algorithms is to be examined with the goal of their overall comparison (using randomly generated input data).
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Run-off Triangles in Non-life Insurance
 Kozlová, Alena ; Bílková, Diana (advisor) ; Šroller, Vít (referee)
The thesis is about the arrangement of the last known claim values into the run-off triangle. This diagram is used in non-life insurance, mainly in methods for calculating technical claims reserves. Individual methods will be described in detail and consecutively applied on real data. The real data are a set of data with long tail. We are differentiating between easier deterministic and stochastic methods, which are more demanding for calculation. The results will be compared by basic statistical parameter of the analyzed data and at the end the best method will be chosen for the data.
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