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Modely se smíšenými efekty pro toxikokinetická data
Mixed Effects Models for Toxicokinetic Data
diploma thesis
Advisor: Brabec, Marek
Date Issued:
Date of defense: 15. 05. 2008
Faculty / Institute: Matematicko-fyzikální fakulta / Faculty of Mathematics and Physics
Abstract not found
Finitní zajištění
Finite reinsurance
diploma thesis
Advisor: Bohumský, Petr
Date Issued:
Date of defense: 23. 09. 2008
Faculty / Institute: Matematicko-fyzikální fakulta / Faculty of Mathematics and Physics
Abstract: Práce je rozdělena do šesti kapitol. Úvodní kapitola připomíná náležitosti tradičního zajištění. Definici, funkce a přehledné zobecnění typů a společných parametrů smluv finitního zajištění shrnuje kapitola druhá. Třetí ...
This thesis is divided into six chapters. The introduction reminds the appendages of traditional reinsurance. Definition, functions and clear generalization of both types and common provisions of finite reinsurance contracts ...
This thesis is divided into six chapters. The introduction reminds the appendages of traditional reinsurance. Definition, functions and clear generalization of both types and common provisions of finite reinsurance contracts ...
Itôův a Stratonovičův stochastický integrál
Itôův a Stratonovičův stochastický integrál
diploma thesis
Advisor: Hlubinka, Daniel
Date Issued:
Date of defense: 26. 01. 2009
Faculty / Institute: Matematicko-fyzikální fakulta / Faculty of Mathematics and Physics
Abstract: In this thesis the Ito stochastic integral and the Stratonovich stochastic integrals are studied. Their basic and some special properties are shown. Further the theory of the numerical solution of stochastic differential ...
Použití markovských řetězců v modelech kreditního rizika
The Application of the Markov Chains in Credit Risk Models
diploma thesis
Advisor: Benková, Markéta
Date Issued:
Date of defense: 10. 02. 2009
Faculty / Institute: Matematicko-fyzikální fakulta / Faculty of Mathematics and Physics
Abstract: Credit risk management has become the key instrument for better portfolio diversification and related minimalization of possible loss. Upon the credit risk management we can estimate amount of company's loss brought with ...
Úlohy globální optimalizace v praxi
Global optimization in practiceÚlohy globální optimalizace v praxi
diploma thesis
Advisor: Lachout, Petr
Date Issued:
Date of defense: 13. 09. 2007
Faculty / Institute: Matematicko-fyzikální fakulta / Faculty of Mathematics and Physics
Abstract: Many practical applications can be formulated as global optimization problems. In this work the global optimization problem will be reviewed and some of the methods that have been proposed. Predicting the 3D form of protein ...
Asymptotické řízení portfolia pro několik akcií
Asymptotic Control of Portfolio for several assetsAsymptotické řízení portfolia pro několik akcií
diploma thesis
Advisor: Dostál, Petr
Date Issued:
Date of defense: 26. 05. 2009
Faculty / Institute: Matematicko-fyzikální fakulta / Faculty of Mathematics and Physics
Abstract: We consider an investor who invests in a stock and money market and whose goal is to maximize the market value of her portfolio in the very long run. The goal of the thesis is to find an optimal trading strategy for the ...
Výpočetní prostředky stanovení IBNR rezerv neživotního pojištění
Computational tools for IBNR reserves calculation
diploma thesis
Advisor: Krafferová, Helga
Date Issued:
Date of defense: 16. 09. 2010
Faculty / Institute: Matematicko-fyzikální fakulta / Faculty of Mathematics and Physics
Abstract: Název práce: Výpočetní prostředky stanovení IBNR rezerv neživotního pojištění Autor: Bc. Štěpán Gregor Katedra (ústav): Katedra pravděpodobnosti a matematické statistiky Vedoucí diplomové práce: Mgr. Helga Krafferová, UNIQA ...
Title: Computational tools for IBNR reserves calculation Author: Bc. Štěpán Gregor Department: Department of Probability and Mathematical Statistics Supervisor: Mgr. Helga Krafferová, UNIQA pojišťovna, a.s. Supervisor' s ...
Title: Computational tools for IBNR reserves calculation Author: Bc. Štěpán Gregor Department: Department of Probability and Mathematical Statistics Supervisor: Mgr. Helga Krafferová, UNIQA pojišťovna, a.s. Supervisor' s ...
Analýza strukturovaných produktů pro drobné investory
The analysis of structured products for small investorsAnalýza strukturovaných produktů pro drobné investory
diploma thesis
Advisor: Bartoš, Milan
Date Issued:
Date of defense: 11. 02. 2010
Faculty / Institute: Matematicko-fyzikální fakulta / Faculty of Mathematics and Physics
Abstract: Diplomová práca se zaoberá štruktúrovanými produktami. Popisuje najzákladnejšie oceňovacie metódy a vysvetluje sposob odhadu parametrov pre simuláciu náhodných veličín. Ďalej rozoberá sposob generovania náhodnej veličiny ...
The topic of this thesis is structured products. It describes the basic pricing methods and it explains technique for the estimation of the parameters of random variables simulation. We also explain process for generation ...
The topic of this thesis is structured products. It describes the basic pricing methods and it explains technique for the estimation of the parameters of random variables simulation. We also explain process for generation ...
Normality Testing of some Elements of Climate
Ověření normality rozdělení některých klimatických prvků
diploma thesis
Advisor: Huth, Radan
Date Issued:
Date of defense: 16. 09. 2008
Faculty / Institute: Matematicko-fyzikální fakulta / Faculty of Mathematics and Physics
Abstract: Normality of daily temperature is often presumed in climatology. This study aims to verify the adequacy of such a model and possibly design a better one. A set of 20th century temperature data from all parts of Europe is ...
Risk Process with Random Income
Proces rizika s náhodným příjmem
diploma thesis
Advisor: Klebanov, Lev
Date Issued:
Date of defense: 24. 09. 2007
Faculty / Institute: Matematicko-fyzikální fakulta / Faculty of Mathematics and Physics
Abstract: This diploma thesis deals with risk processes. It describes a classical risk process and mentions the ruin probability. A convolution formula and the Beekman convolution formula for calculating the ruin probability are ...