This thesis is focused on describing chosen methods used in liabilities valuation of Life Insurance Company. This is the basis for a valuation of whole Insurance Company. Next goal is real valuation of liabilities and the whole company. The value of liabilities is computed with the Market Consistent Embedded Value methodology and valuation of the company is expresed with Appraisal Value, which is currently one of the most widely used methods for valuation of a life Insurance Company. The valuation is based on values of a fictious company, but the used insurance portfolio corresponds with real life data. The valuation is computed in pessimistic, middle and optimistic variant of company development. Closing this thesis is a sensitivity analysis of assumptions, influencing value of MCEV, where a change of the costs and commisions proved to be of most significance.
Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:199085 |
Date | January 2012 |
Creators | Zaderlíková, Šárka |
Contributors | Janeček, Martin, Bílková, Diana |
Publisher | Vysoká škola ekonomická v Praze |
Source Sets | Czech ETDs |
Language | Czech |
Detected Language | English |
Type | info:eu-repo/semantics/masterThesis |
Rights | info:eu-repo/semantics/restrictedAccess |
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