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Non-proportional Reinsurance in Solvency II
Havlíková, Tereza ; Justová, Iva (advisor) ; Mazurová, Lucie (referee)
Title: Non-proportional Reinsurance in Solvency II Author: Tereza Havlíková Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Ing. Iva Justová, Ph.D. Supervisor's e-mail address: iva justova@hotmail.com Abstract: The aim of this thesis is to analyse non-proportional reinsurance of non-life insurance. Taking into account the latest Quantitative Impact Study QIS 5, we calculate the capital requirement under Solvency II and we focus on the premium and reserve risk. The first part of this work describes basic concepts and formulas. Furthermore, in the main part we describe the standard formula for the calculation of the capital requirement from which we derive a formula for the calculation of the capital requirement but this time taking into account the impact of reinsurance. In the last chapter, we apply the approach on an example, in which we examine the influence of parameters on the capital requirement. Keywords: non-proportional reinsurance, Solvency II, non-life underwriting risk 1
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Non-proportional Reinsurance in Solvency II
Havlíková, Tereza ; Justová, Iva (advisor) ; Mazurová, Lucie (referee)
Title: Non-proportional Reinsurance in Solvency II Author: Tereza Havlíková Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Ing. Iva Justová, Ph.D. Supervisor's e-mail address: iva justova@hotmail.com Abstract: The aim of this thesis is to analyse non-proportional reinsurance of non-life insurance. Taking into account the latest Quantitative Impact Study QIS 5, we calculate the capital requirement under Solvency II and we focus on the premium and reserve risk. The first part of this work describes basic concepts and formulas. Furthermore, in the main part we describe the standard formula for the calculation of the capital requirement from which we derive a formula for the calculation of the capital requirement but this time taking into account the impact of reinsurance. In the last chapter, we apply the approach on an example, in which we examine the influence of parameters on the capital requirement. Keywords: non-proportional reinsurance, Solvency II, non-life underwriting risk 1
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Price of Non-proportional Reinsurance based on Experience Rating
Stollinová, Adéla ; Ducháčková, Eva (advisor) ; Radová, Jarmila (referee)
The main topic of bachelor's thesis is the price of non-proportional reinsurance. Firstly, the thesis is focused on reinsurance market, function of reinsurance and its general categorization. The next part is dedicated to already mentioned non-proportional reinsurance. Then it follows up with the practical part, where approaches to the reinsurance pricing are illustrated on realistically looking data. The thesis points out to benefits and disadvantages of using individual models.
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The Economy of facultative reinsurance from the point of view of a reinsurance company
Půhoná, Monika ; Daňhel, Jaroslav (advisor) ; Bártová, Hana (referee)
The main topic of my master thesis is the economy of facultative reinsurance from the point of view of a reinsurance company. First, the thesis briefly deals with the general structure of reinsurance and then is focused only on the facultative part. The thesis puts emphasis on the specific characteristics of facultative reinsurance and the creation of reinsurance slip and then uses this knowledge in a case study. The case study shows the risk from the insurance company and reinsurance company side and its aim is to create proper reinsurance structure for a power plant in Bulgaria. The thesis finishes with a chapter about the development of several reinsurance companies in the market.
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Zajištění pojišťoven
Kovářová, Aneta ; Bokšová, Jiřina (advisor) ; Jankovský, Zdeněk (referee)
Problematika zajištění pojišťoven - jak po stránce teoretické, tak na praktických příkladech. Charakteristika zajištění, subjekty zajistného trhu a význam zajištění. Klasifikace zajištění dle jednotlivých forem a typů. Zajistný program, zajistná smlouva a cena zajištění. Právní úprava komerčního pojišťovnictví v ČR. Mezinárodní harmonizace účetnictví pojišťoven. Souhrnné příklady účtování zajištění dle platné legislativy ČR. Příklad účtování zajistné smlouvy dle IFRS 4.
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