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National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Statistical models for an MTPL portfolio
 Pirozhkova, Daria ; Zimmermann, Pavel (advisor) ; Malá, Ivana (referee)
In this thesis, we consider several statistical techniques applicable to claim frequency models of an MTPL portfolio with a focus on overdispersion. The practical part of the work is focused on the application and comparison of the models on real data represented by an MTPL portfolio. The comparison is presented by the results of goodness-of-fit measures. Furthermore, the predictive power of selected models is tested for the given dataset, using the simulation method. Hence, this thesis provides a combination of the analysis of goodness-of-fit results and the predictive power of the models.
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Bayesovská detekce změny v míře nezaměstnanosti s použitím MCMC metod
 Reisnerová, Soňa
The time series of numbers of new unemployed is analyzed and modeled as a series of Poisson counts. Its intensity parameter is assumed to have a linear shape with a possible jump and trend change. The change is detected with the Markov chain Monte Carlo procedure. An application to Czech Republic data 1998-2003 is presented.
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