Acceleration of calculations in life insurance

• Thesis title in Czech: Urychlení výpočtů v životním pojištění
• Thesis title in English: Acceleration of calculations in life insurance
• Academic year of topic announcement: 2015/2016
• Thesis type: diploma thesis
• Thesis language: angličtina
• Department: Department of Probability and Mathematical Statistics (32-KPMS)
• Supervisor: RNDr. Martin Janeček, Ph.D.
• Author: 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.