Diploma thesis deals with an identification of determinants of non-life insurance demand in Czech Republic. Econometric analysis is utilized for examination of an influence of selected factors on the consumption of non-life insurance. Annual data for the period 1993-2013 are observed. Dependent variables are the number of insurance contracts in the trunk and the total premiums written of non-life insurance. Part of diploma thesis is to talk about what factors can promote the development of the non-life insurance market and recommendations for commercial insurance companies, how they can increase sales of non-life insurance products.

In this thesis stochastic claims reserving under the model of randomly trun- cated data is presented. For modelling the claims, a compound Poisson process is assumed. Introducing a random variable representing the delay between oc- currence and reporting of a claim, a probability model of IBNR claims is built. The fact that some claims are incurred but not reported yet leads to truncated data. Basic results of non-parametric statistical estimation under the model of randomly truncated data are shown, which can be used to obtain an estimate of IBNR claims reserves. Theoretical background is then used for application on real data from Czech Insurers' Bureau. 36

Práce je zaměřena na analýzu faktorů ovlivňujících vývoj na světových pojistných trzích po roce 2000 s důrazem na změny, ke kterým v tomto sektoru došlo. Vývoj je sledován především z pohledu reálného růstu předepsaného pojistného a ziskovosti. Práce se zabývá zejména vlivem kapitálových trhů, trhu zajištění a podmínek ve škodovosti.

This master thesis analyses problems related to insurance protection for company Brück AM, spol. s r.o. Includes analysis of all risks and suggestions of an insurance portfolio that can help the company minimize the most serious risks to its activities through commercial insurance and reduce to lowest level the threats to those activities.

A subjekt of this diploma thesis is to characterize risks and find suitable insurance portfolio. So an objektive of my thesis is suggestion suitable insurance portfolio for thw town Třešť. Diploma thesis is about risks, their classification, insurance and insurance products for non-profit-making organization. I tis focused on kriteria important for a organization when choosing an appropriate insurance too. It contains brief description of the organization and analysis of risks that can threaten it. Current insurance products are analyzed and optimal insurance coverage suggested.

This master’s thesis dealts with insurance portfolio for the selected firm. The thesis is divided into 5 main parts. It includes risk analysis and propsal of such insurance portfolio, that can help minimize the most important risks through commercial insurance products, and reduce to the lowest level the threats to those activities.

The aim of the thesis entitled "Proposal for a method of selecting a suitable non-life insurance product for the protection of a consumers against risk" is to suggest a method that readers can follow when choosing the right non-life insurance product to protect them against risks which could harm them the most, and to help set the most effective the sum insured. The part containing the survey is exposing consumer attitudes toward non-life insurance and their behavior when choosing an insurance product.

Název práce: Cena kmene neživotního pojištění Autor: Bc. Marek Pavko Katedra: Katedra pravděpodobnosti a matematické statistky Vedoucí diplomové práce: Mgr. Pavel Koudelka, Generali Pojiš'ovna a.s. Abstrakt: V práci se věnujeme r·zným přístup·m k ocenění portfólia neživotního pojištění. Podrobněji rozebíráme návrh modelu, který zkoumá hodnotu aktuálního obchodu pojiš'ovny. Odděleně se zaměřujeme na hodnotu obchodu pocházejícího z nadbytku rezerv na jedné straně a zvláš' analyzujeme hodnotu obchodu pocházejí- cího z obnovených smluv na straně druhé. V teoretické části návrhu se zaobíráme simulační metodou bootstrap, kterou využijeme k analýze rizika škodních rezerv. Navržený model aplikujeme na reálná data, která odpovídají odvětví neživotního pojištění. V závěru práce zkoumáme citlivost hodnoty aktuálního obchodu vzhledem ke změně jednotlivých parametr· navrženého modelu a diskutujeme možnost jejich ovlivnění z pohledu pojiš'ovny. Klíčová slova: ocenění portfólia, hodnota aktuálního obchodu, bootstrap, neživotní pojištění, Solvency II 1

The purpose of this work is to analyze this territory from the point of the incidence of life-threatening and property-threatening incidents. The theoretical port contains all individually described kinds of insurance that eliminate the incurred losses. The practical part is reserved for specified and acknowledged risk of South Bohemia Region. Then possible arrangements are proposed leading to minimalizing of losses that may incur as a result of these risks. The practical part is closed by comparison of elected insurance products of four insurance companies. It concerns following sorts of insurance: insurance contents, insurance of buildings, insurance against damage in common civilian life, insurance against loss and damage resulting from the possession of buildings, the motor third party liability insurance and accident insurance. Every insurance company has its own general insurance conditions for its insurance products. In this part the differences in insurance conditions among the insurance companies are described. In conclusion the evaluation of gained results is presented.

A number of articles only present hurdle models for count data. we are motivated to present hurdle models for semi-continuous data. Because semi- continuous data is also commonly seen in non-life insurance. The thesis deals with the parameterization of various hurdle models for semi-continuous data besides for count data in non-life insurance. Two components of a hurdle model are modeled separately. A hurdle component is modeled by a logistic regression. For a semi-continuous data, a continuous component is modeled by several various regressions. Parameters of each component are estimated through maximum likelihood estimation. Model selection is mentioned before theoretical approaches are applied on the vehicle insurance data. Finally, we get some predicted values based on the fitted models. The prediction gives insurance companies a general idea on setting premium but not accurate. 1