hidden - assigned and confirmed by the Study Dept.
Date of registration:
22.09.2015
Date of assignment:
04.02.2016
Confirmed by Study dept. on:
01.03.2016
Date and time of defence:
13.09.2017 00:00
Date of electronic submission:
21.07.2017
Date of submission of printed version:
21.07.2017
Date of proceeded defence:
13.09.2017
Opponents:
Sebastiano Vitali, Ph.D.
Advisors:
doc. RNDr. Martin Branda, Ph.D.
Guidelines
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.
References
Janeček, M. Valuation Techniques of Life Insurance Liabilities. Disertační práce, KPMS MFF UK, 2006.
Cipra, T. Pojistná matematika: teorie a praxe. Ekopress, 2006.
Preliminary scope of work in English
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.