National Repository of Grey Literature 5 records found  Search took 0.01 seconds. 
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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