Regression approach to technical reserve calculation – Phuong Dao Thi Ha
Phuong Dao Thi Ha
Master's thesis
Regression approach to technical reserve calculation
Regression approach to technical reserve calculation
Abstract:
In this thesis, we consider several existing models in a claims reserving problem. We compare the triangle model and generalized linear models (GLM) through their predictions. Both the theory of GLM as well as reserving theory are discussed. The practical part of our work is focused on the application GLM techniques and comparison of these models on real data represented by a non-life insurance portfolio …moreAbstract:
In this thesis, we consider several existing models in a claims reserving problem. We compare the triangle model and generalized linear models (GLM) through their predictions. Both the theory of GLM as well as reserving theory are discussed. The practical part of our work is focused on the application GLM techniques and comparison of these models on real data represented by a non-life insurance portfolio …more
Language used: English
Date on which the thesis was submitted / produced: 4. 9. 2017
Identifier:
http://www.vse.cz/vskp/eid/73549
Thesis defence
- Date of defence: 11. 6. 2018
- Supervisor: Pavel Zimmermann
- Reader: Václav Sládek
Full text of thesis
Contents of on-line thesis archive
Published in Theses:- autentizovaným zaměstnancům ze stejné školy/fakulty
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Vysoká škola ekonomická v Prazehttp://www.vse.cz/vskp/eid/73549
Vysoká škola ekonomická v Praze
Master programme / field:
Kvantitativní metody v ekonomice / Quantitative Economic Analysis
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