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Riziko protistrany v zajištění
Counterparty risk in reinsurance
bachelor thesis (DEFENDED)
Advisor: Cipra, Tomáš
Date Issued: 2019
Date of defense: 20. 06. 2019
Faculty / Institute: Matematicko-fyzikální fakulta / Faculty of Mathematics and Physics
Abstract: Hlavním cílem bakalářské práce je prezentovat přehled metod pro výpočet rizikového kapitálu pro pokrytí rizika defaultu zajistitelů v rámci regulatorního systému Solvency II v EU. Metody jsou založeny na tzv. principu ...
The main goal of this Bachelor thesis is to present a survey of methods for cal- culating the required capital to cover the default risk of reinsurers in the frame- work of the regulatory system Solvency II in EU. The ...
The main goal of this Bachelor thesis is to present a survey of methods for cal- culating the required capital to cover the default risk of reinsurers in the frame- work of the regulatory system Solvency II in EU. The ...