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National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Analysis of several acceleration techniques for life insurance liability value determination
 Drahokoupil, Matěj ; Pešta, Michal (advisor) ; Branda, Martin (referee)
The aim of the diploma thesis is to apprise the reader with a basic life insur- ance projection method which is used for the valuation of insurance company's liabilities. The basic projection method can be extremely time consuming in practise so another two variance reduction methods and their combination are presented to obtain either more precise liabilities estimation, or to reduce the time required for the projection. The presented methods are antithetic variate method, control-variate method and their combination later called integrated control-variate method. The final outcome of the thesis is simulation experi- ment which evaluates the liabilities of the group of policies and comparison of the presented variance reduction methods. 1
Detailed record
Analysis of several acceleration techniques for life insurance liability value determination
 Drahokoupil, Matěj ; Pešta, Michal (advisor) ; Branda, Martin (referee)
The aim of the diploma thesis is to apprise the reader with a basic life insur- ance projection method which is used for the valuation of insurance company's liabilities. The basic projection method can be extremely time consuming in practise so another two variance reduction methods and their combination are presented to obtain either more precise liabilities estimation, or to reduce the time required for the projection. The presented methods are antithetic variate method, control-variate method and their combination later called integrated control-variate method. The final outcome of the thesis is simulation experi- ment which evaluates the liabilities of the group of policies and comparison of the presented variance reduction methods. 1
Detailed record

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2 Drahokoupil, Marek
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