The aim of this thesis is to describe calculation methods for variability esti- mation of claims reserve in non-life insurance. The thesis focuses on three main categories of models: Mack's stochastic Chain-Ladder, generalized linear models and bootstrap. Both the theoretical and also the empirical parts are included. Empirical part is devoted to application of all the models described above on both real and simulated data. 1
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:324074 |
| Date | January 2013 |
| Creators | Havlíková, Tereza |
| Contributors | Branda, Martin, Mazurová, Lucie |
| 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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