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National Repository of Grey Literature 4 records found  Search took 0.01 seconds. 
Variability estimation of development triangles in Solvency II
 Somrová, Karolína ; Branda, Martin (advisor) ; Zichová, Jitka (referee)
The aim of this thesis is to describe variability estimation of run-off triangles. Firstly, the theoretical basis of the Mack's chain-ladder method is laid down. Afterwards, the description of the Merz Wüthrich methodology is provided. Both the methods are compared from long- and short-term point of view. Finally, the theoretical results are applied on two numerical data sets.
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Methods of Calculation of Compenzatory Reserve
 Somrová, Karolína ; Justová, Iva (advisor) ; Mazurová, Lucie (referee)
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Methods of Calculation of Compenzatory Reserve
 Somrová, Karolína ; Justová, Iva (advisor) ; Mazurová, Lucie (referee)
Detailed record
Variability estimation of development triangles in Solvency II
 Somrová, Karolína ; Branda, Martin (advisor) ; Zichová, Jitka (referee)
The aim of this thesis is to describe variability estimation of run-off triangles. Firstly, the theoretical basis of the Mack's chain-ladder method is laid down. Afterwards, the description of the Merz Wüthrich methodology is provided. Both the methods are compared from long- and short-term point of view. Finally, the theoretical results are applied on two numerical data sets.
Detailed record

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