One of the major issue for life insurance companies is proper and consistent valuation of liabilities. This thesis introduces the standard estimation methods used in practice and discussed the alternative methods, which might help to speed up these calculations. It studies two possible methods of acceleration of calcu- lations in life insurance: analytic function and cluster analysis. The outcome of these work is comparison of discussed methods applied on generated life insur- ance portfolio. All methods were applied on two possible insurance products. Comparison of the results is based on the calculation precision and time needed to process the liabilities of the insurance company's portfolio. 1
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:387009 |
| Date | January 2018 |
| Creators | Kuzminskaya, Kseniya |
| Contributors | Janeček, Martin, Vitali, Sebastiano |
| Source Sets | Czech ETDs |
| Language | English |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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