hidden - assigned and confirmed by the Study Dept.
Date of registration:
23.09.2013
Date of assignment:
23.09.2013
Confirmed by Study dept. on:
18.03.2014
Date and time of defence:
18.09.2014 00:00
Date of electronic submission:
30.07.2014
Date of submission of printed version:
31.07.2014
Date of proceeded defence:
18.09.2014
Opponents:
doc. RNDr. Martin Branda, Ph.D.
Guidelines
The thesis will cover stochastic claims reserving in non-life insurance taking into account dependencies within or/and between several lines of business. Summarized theoretical methods will be applied on real data and a simulation study will be performed as well.
References
[1] Hudecová, Š. and Pešta, M. (2013). Modeling dependencies in claims reserving with GEE. Submitted http://arxiv.org/abs/1306.3768.
[2] Pešta, M. and Okhrin, O. (2013). Conditional least squares and copulae in claims reserving for a single line of business. Submitted http://arxiv.org/abs/1306.4529.
[3] Wüthrich, M. V. and Merz, M. (2008). Stochastic claims reserving methods in insurance. Wiley, Chichester, England.