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Klasické a moderní přístupy k sazbování v neživotním pojištění / Traditional and modern approaches to pricing in nonlife insurance

Title: Traditional and modern approaches to pricing in nonlife insurance Abstract: This thesis deals with the theory and implementation of generalized linear models in the area of pricing of non-life insurance and subsequent optimalization of rates. Using the generalized linear models it is possible to estimate expected value and variance of compound distribution of total claims made according to insurance policy during definite time period. The next step is to build an optimalization model and describe several methods how to determine rates that lead to optimal distribution of safety margins within insurance policies in particular risk groups. Represented approaches how to calculate insurance premiums are numerically illustrated on simulated data in concluding parts of the thesis.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:265188
Date January 2017
CreatorsVojtěch, Jonáš
ContributorsBranda, Martin, Mazurová, Lucie
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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