National Repository of Grey Literature 2 records found  Search took 0.00 seconds. 
Multivariate Pareto distribution
Novytskyi, Oleksandr ; Mazurová, Lucie (advisor) ; Pešta, Michal (referee)
Title: Multivariate Pareto distribution Author: Oleksandr Novytskyi Department: Department of Probability and Mathematical Statistics (305. 32- KPMS) Supervisor: RNDr. Lucie Mazurová, Ph.D., Department of Probability and Mathematical Statistics (305. 32-KPMS) Abstract: This bachelor thesis focuses on three methods of constructing multiva- riate Pareto distribution, i.e. multivariate distribution, where marginal distributi- ons are univariate Pareto distributions. We provide survival and density functions for these models, which are used for the numerical studies and valuation of insu- rance product, specifically a yearly life annuity paid to each insured in the group, whose remaining life time is given by the multivariate Pareto distribution. Keywords: multivariate distribution, Pareto distribution, survival function, density, life annuity.
Modelování sociální situace domácností v Čechách a na Slovensku
Jauker, Pavel Bc. ; Bartošová, Jitka (advisor) ; Bína, Vladislav (referee)
Diplomová práce je zaměřena na modelování příjmů českých a slovenských domácností v závislosti na vybraných společensko-ekonomických a demografických faktorech (oporou práce budou informace zveřejňované Českým statistickým úřadem a jeho slovenským protějškem).

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