Regresní metody výpočtu rezerv na pojistná plnění a jejich praktická aplikace v pojištění motorových vozidel
Regression Methods of Calculations of Reserves and their Practical Application to Automobile Insurance
diploma thesis (DEFENDED)
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http://hdl.handle.net/20.500.11956/8178Identifiers
Study Information System: 41337
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- Kvalifikační práce [11242]
Author
Advisor
Referee
Mazurová, Lucie
Faculty / Institute
Faculty of Mathematics and Physics
Discipline
Financial and insurance mathematics
Department
Department of Probability and Mathematical Statistics
Date of defense
31. 1. 2007
Publisher
Univerzita Karlova, Matematicko-fyzikální fakultaLanguage
Czech
Grade
Very good
This paper deals with modelling of loss development array. The methods and models used for analysis of the array and the reason of using statistical methods in the insurance are described in the first part of the thesis. The second part is concerned with the best model applied on the slightly modied data. The aim of this work is presentation and application of the regression method on the data sample.