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Acceleration of calculations in life insurance
Kuzminskaya, Kseniya ; Janeček, Martin (advisor) ; Vitali, Sebastiano (referee)
One of the major issues in practical calculation in life insurance - typically value of liabilities, value of the company, pricing,... - is that the calculations run times are very long. This work should investigate possible approaches how to speed up the calculation (cluster analysis, flexing,...). If the results are positive, it can have crucial practical applications 1
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Structural Equation Modeling
Kuzminskaya, Kseniya ; Pešta, Michal (advisor) ; Lachout, Petr (referee)
Structural Equation Models (SEM) - also called Simultaneous Equation Models - are used to describe relationships among a set of variables. Similarly as in multivariate regression models, some of the variables are treated as predictors and the others as outcomes. However, unlike in a classical regression model, a variable, which is outcome in one equation, can become a predictor in another equation. SEM are even able to handle variables, which are not measured directly but only through their effects. They are often used in econometrics or socio-economics.
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Acceleration of calculations in life insurance
Kuzminskaya, Kseniya ; Janeček, Martin (advisor) ; Vitali, Sebastiano (referee)
One of the major issue for life insurance companies is proper and consistent valuation of liabilities. This thesis introduces the standard estimation methods used in practice and discussed the alternative methods, which might help to speed up these calculations. It studies two possible methods of acceleration of calcu- lations in life insurance: analytic function and cluster analysis. The outcome of these work is comparison of discussed methods applied on generated life insur- ance portfolio. All methods were applied on two possible insurance products. Comparison of the results is based on the calculation precision and time needed to process the liabilities of the insurance company's portfolio. 1
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Acceleration of calculations in life insurance
Kuzminskaya, Kseniya ; Janeček, Martin (advisor) ; Vitali, Sebastiano (referee)
One of the major issues in practical calculation in life insurance - typically value of liabilities, value of the company, pricing,... - is that the calculations run times are very long. This work should investigate possible approaches how to speed up the calculation (cluster analysis, flexing,...). If the results are positive, it can have crucial practical applications 1
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Acceleration of calculations in life insurance
Kuzminskaya, Kseniya ; Janeček, Martin (advisor) ; Vitali, Sebastiano (referee)
One of the major issues in practical calculation in life insurance - typically value of liabilities, value of the company, pricing,... - is that the calculations run times are very long. This work should investigate possible approaches how to speed up the calculation (cluster analysis, flexing,...). If the results are positive, it can have crucial practical applications 1
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|
|
Structural Equation Modeling
Kuzminskaya, Kseniya ; Pešta, Michal (advisor) ; Lachout, Petr (referee)
Structural Equation Models (SEM) - also called Simultaneous Equation Models - are used to describe relationships among a set of variables. Similarly as in multivariate regression models, some of the variables are treated as predictors and the others as outcomes. However, unlike in a classical regression model, a variable, which is outcome in one equation, can become a predictor in another equation. SEM are even able to handle variables, which are not measured directly but only through their effects. They are often used in econometrics or socio-economics.
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