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Bc. Karol Jurík

Bachelor's thesis

Bonus malus systémy v pojištění

Bonus malus systems in insurance
Abstract:
This bachelor thesis refers to bonus-malus systems in insurance. The basic theory about Markov chain is introduced in the first part of the thesis. The second part is focused on detailed description of bonus-malus system and there is also shown the connection between Markov chain and bonus-malus system. In the end, Bayesian relative premium and Loimaranta efficiency are calculated for selected systems …more
Abstract:
Bakalárska práca je zameraná na priblíženie fungovania bonus-malus systému. Na začiatok je stručne predstavená teória markovských reťazcov. Druhá časť práce sa zameriava na detailný popis bonus-malus systému a jeho prepojenie s markovskými reťazcami. Na záver je spočítané bayesovské relatívne poistné a Loimarantova efektivita pre vybrané systémy, ktoré sú následne porovnávané.
 

Keywords

bonus-malus systém markovský reťazec relatívne poistné efektivita bonus-malus systému Markov chain relative premium efficiency of the bonus-malus system
 
Language used: Slovak
Date on which the thesis was submitted / produced: 2. 6. 2020
Identifier: https://is.muni.cz/th/jzank/

Thesis defence

  • Date of defence: 25. 6. 2020
  • Supervisor: Mgr. Silvie Zlatošová, Ph.D.
  • Reader: Mgr. Jan Böhm

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Institution archiving the thesis and making it accessible: Masarykova univerzita, Přírodovědecká fakulta
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