02975ntm a22005177a 4500 000299623 CZ-PrVSE 20150829212033.0 m d cr n|||||||||| 150829s2015 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 Těšínská, Anna ISIS:79522 dis Casualty reinsurance exposure rating eng CASUALTY REINSURANCE EXPOSURE RATING [elektronický zdroj] / Anna Těšínská 2015 ?? s. : digital, PDF soubor Vedoucí práce: Pavel Zimmermann Diplomová práce (Ing.)—Vysoká škola ekonomická v Praze. Fakulta informatiky a statistiky, 2015 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2015 The main aim of this thesis is a development of ILF curves that can be used in the insurance industry when pricing general third party liability on the Czech market. Based on available data there are first estimated size of loss distribution functions used for following generating process. From generated data the increased limit factors are estimated and with a usage of Riebesell's parameterization ILF curves are derived. A substantial part of the thesis is a compilation of literature and the expansion of the statistical approach for estimating fair ILFs based on these data. Besides, the basis for the curves derivation are chapters describing basic theoretical knowledge in the field of reinsurance - in particular, the description of the basic types of reinsurance contracts, as well as the most common methods of a pricing. There is the whole mechanism of curves derivation described; their own use is then demonstrated with the example based on pseudoreal data. Způsob přístupu: Internet statisticko-pojistné inženýrství [obor dipl. práce] diplomové práce fd132022 czenas master's theses eczenas Reinsurance General Third Party Liability Increased limit factors Exposure rating Riebesell´s parameterization Zimmermann, Pavel, 1980- jo20251268570 ths Hrevuš, Jan opn Vysoká škola ekonomická v Praze. Fakulta informatiky a statistiky kn20010709399 https://isis.vse.cz/zp/50281/podrobnosti VŠKP v InSIS https://aleph.vse.cz/neverejny_soubor_prace.pdf Hlavní práce https://aleph.vse.cz/neverejny_soubor_prace.pdf Hodnocení vedoucího https://aleph.vse.cz/neverejny_soubor_prace.pdf Oponentura https://isis.vse.cz/zp/50281/podrobnosti dc:identifier NEPOSILAT VSKP vse50281 150829 50281