One of the major issues in practical calculation in life insurance – typically value of liabilities, value of the company, pricing, ... – is that the calculations run times are very long. This work should investigate possible approaches how to speed up the calculations (cluster analysis, flexing, ...). If the results are positive, it can have crucial practical applications.
Seznam odborné literatury
Janeček, M. Valuation Techniques of Life Insurance Liabilities. Disertační práce, KPMS MFF UK, 2006.
Cipra, T. Pojistná matematika: teorie a praxe. Ekopress, 2006.
Předběžná náplň práce v anglickém jazyce
One of the major issues in practical calculation in life insurance – typically value of liabilities, value of the company, pricing, ... – is that the calculations run times are very long. This work should investigate possible approaches how to speed up the calculations (cluster analysis, flexing, ...). If the results are positive, it can have crucial practical applications.