Neproporcionální zajištění v Solventnosti II
| Thesis title in Czech: |
Neproporcionální zajištění v Solventnosti II |
| Thesis title in English: |
Non-proportional Reinsurance in Solvency II |
| Key words: |
neproporcionální zajištění, Solventnost II, neživotní pojistné riziko |
| English key words: |
non-proportional reinsurance, Solvency II, non-life underwriting risk |
| Academic year of topic announcement: |
2010/2011 |
| Thesis type: |
Bachelor's thesis |
| Thesis language: |
čeština |
| Department: |
Department of Probability and Mathematical Statistics (32-KPMS) |
| Supervisor: |
RNDr. Ing. Iva Justová, Ph.D. |
| Author: |
hidden - assigned and confirmed by the Study Dept. |
| Date of registration: |
11.10.2010 |
| Date of assignment: |
11.10.2010 |
| Date and time of defence: |
28.06.2011 00:00 |
| Date of electronic submission: | 24.05.2011 |
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| Date of submission of printed version: | 26.05.2011 |
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| Date of proceeded defence: |
28.06.2011 |
| Opponents: |
RNDr. Lucie Mazurová, Ph.D. |
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| Guidelines |
| Předmětem práce je způsob zohlednění neproporcionálního zajištění v neživotním pojištění ve výpočtu kapitálového požadavku v Solventnosti II. |
| References |
[1] AMICE proposal on non-proportional reinsurance, dostupné na http://www.amice-eu.org/publications/position_papers.aspx
[2] QIS5 Technical Specifications, dostupné na http://www.ceiops.eu/index.php?option=content&task=view&id=746 |
