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Výpočetní prostředky stanovení IBNR rezerv neživotního pojištění / Computational tools for IBNR reserves calculation

Title: Computational tools for IBNR reserves calculation Author: Bc. Štěpán Gregor Department: Department of Probability and Mathematical Statistics Supervisor: Mgr. Helga Krafferová, UNIQA pojišťovna, a.s. Supervisor' s e-mail address: Helga.Krafferova@uniqa.cz Abstract: Technical provisions represent the liability of the insurance company to its clients. In this work we focus on the computational tools of incurred but not reported claims. The most popular calculation method is probably the chain-ladder method which will be in detail analyzed in this thesis. Finally, by applying the theory in this work we will demonstrate the calculation in the own developed software. Keywords: Insurance, IBNR reserve, chain-ladder

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:298746
Date January 2010
CreatorsGregor, Štěpán
ContributorsKrafferová, Helga, Mazurová, Lucie
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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