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National Repository of Grey Literature 2 records found  Search took 0.01 seconds. 
Alternative approach to BEL calculations for life insurance
 Teichmannová, Zuzana ; Pešta, Michal (advisor) ; Mazurová, Lucie (referee)
This thesis presents an alternative approach for the Best Estimate of Liabilities (BEL) approximation in life insurance. The work summarizes the basic theoretical knowledge about reserving in life insurance and deterministic or stochastic projection of future cash flows which is a method commonly used to model the value of BEL. This thesis also presents the theory about durations. We use partial key rate durations to approximate the value of BEL. The proposed approach is tested on a real example life insurance product with profit share. The resulting approximations are close to real values and when partial durations obtained by deterministic calculations are used, the preparation of the approximation is not computationally demanding. 1
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Estimation of probability distribution for censored data
 Teichmannová, Zuzana ; Lachout, Petr (advisor) ; Antoch, Jaromír (referee)
In this thesis, we look into estimation of probability distribution for censored data. These data are not complete, because for some reason it was impossible to observe them all. We use the Kaplan-Meier estimator and study some of its properties. We also use the Nelson-Aalen estimator. In the end we make a compa- rison of these estimators with a naive estimator, which omits the censored data. The comparison is illustrated on two numerical examples where we can see the main differences in the accuracy of the estimators. We will see that it is better to include the censored data to our estimations. 1
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