Stochastické prístupy pre rozdelenie agregovaných škôd

• Thesis title in thesis language (Slovak): Stochastické prístupy pre rozdelenie agregovaných škôd
• Thesis title in Czech: Stochastické přístupy pro rozdělení agregovaných škod
• Thesis title in English: Stochastic approaches to distributions of aggregated claims
• Key words: agregované škody, distribuce, Panjerova formula, De Prilova rekurze, Kornyaova metoda
• English key words: aggregated claims, distribution, Panjer formula, De Pril recursion, Kornya method
• Academic year of topic announcement: 2018/2019
• Thesis type: Bachelor's thesis
• Thesis language: slovenština
• Department: Department of Probability and Mathematical Statistics (32-KPMS)
• Supervisor: doc. RNDr. Michal Pešta, Ph.D.
• Author: hidden - assigned and confirmed by the Study Dept.
• Date of registration: 19.10.2018
• Date of assignment: 19.10.2018
• Confirmed by Study dept. on: 21.11.2018
• Date and time of defence: 05.09.2019 08:00
• Date of electronic submission: 07.07.2019
• Date of submission of printed version: 19.07.2019
• Date of proceeded defence: 05.09.2019
• Opponents: RNDr. Lucie Mazurová, Ph.D.

Guidelines

Těžistěm práce má být odvozování a výpočty distribucí pro agregované škody.

References

[1] Kuon, S., Reich, A., and Reimers, L. (1987). PANJER vs KORNYA vs DE PRIL: A Comparison From a Practical Point of View. ASTIN Bulletin, 17(2), p. 183 - 192.
[2] Tse, Y.-K. (2009). Nonlife Actuarial Models: Theory, Methods and Evaluation. Cambridge University Press, New York.