Advanced statsitical methods in non-life insurance reserving – Malika Kabdenova
Malika Kabdenova
Diplomová práce
Advanced statsitical methods in non-life insurance reserving
Advanced statistical methods in non-life insurance reserving
Anotace:
Reserving has always been an important task for insurance companies. With the adoption of Solvency II directive, development of stochastic modelling for that purpose is becoming increasingly important as uncertainty of the predictions is legally required. The generalized linear model (GLM) is a popular method used for claims reserving, however, there is a need for development of models with more sophisticated …víceAbstract:
Reserving has always been an important task for insurance companies. With the adoption of Solvency II directive, development of stochastic modelling for that purpose is becoming increasingly important as uncertainty of the predictions is legally required. The generalized linear model (GLM) is a popular method used for claims reserving, however, there is a need for development of models with more sophisticated …více
Jazyk práce: angličtina
Datum vytvoření / odevzdání či podání práce: 27. 10. 2016
Identifikátor:
http://www.vse.cz/vskp/eid/72084
Obhajoba závěrečné práce
- Obhajoba proběhla 31. 1. 2018
- Vedoucí: Pavel Zimmermann
- Oponent: Michal Gerthofer
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Instituce archivující a zpřístupňující práci: Vysoká škola ekonomická v Prazehttp://www.vse.cz/vskp/eid/72084
Vysoká škola ekonomická v Praze
Magisterský studijní program / obor:
Kvantitativní metody v ekonomice / Quantitative Economic Analysis
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