02699ntm a22005537i 4500 000544206 CZ-PrVSE 20180616112014.0 m d cr n|||||||||| 180616s2018 xr fsbm 000 0 eng d NEZPRACOVANÝ IMPORT ABA006 cze ABA006 ABA006 rda Dao Thi Ha, Phuong ISIS:128998 dis Regression approach to technical reserve calculation eng Regression approach to technical reserve calculation / Phuong Dao Thi Ha 2018 ?? stran : digital, PDF soubor Vedoucí práce: Pavel Zimmermann Diplomová práce (Ing.)—Vysoká škola ekonomická v Praze. Fakulta informatiky a statistiky, 2018 Obsahuje bibliografii Textový (vysokoškolská kvalifikační práce) Rok obhajoby 2018 In this thesis, we consider several existing models in a claims reserving problem. We compare the triangle model and generalized linear models (GLM) through their predictions. Both the theory of GLM as well as reserving theory are discussed. The practical part of our work is focused on the application GLM techniques and comparison of these models on real data represented by a non-life insurance portfolio. Mean squared error of prediction (MSEP) and bootstrapping are used to compare these models. Our goal is to find the structure of the best model suited for the given dataset measured using quality assessments. Způsob přístupu: Internet quantitative economic analysis [obor dipl. práce] diplomové práce fd132022 czenas master's theses eczenas gamma bootstrapping generalized model non-life insurance triangle model claims reserving over dispersion mean squared error Zimmermann, Pavel, 1980- jo20251268570 ths Sládek, Václav ISIS:85666 opn Vysoká škola ekonomická v Praze. Fakulta informatiky a statistiky kn20010709399 dgg https://insis.vse.cz/zp/62783/podrobnosti VŠKP v InSIS https://insis.vse.cz/zp/62783 Hlavní práce https://insis.vse.cz/zp/62783/posudek/vedouci Hodnocení vedoucího https://insis.vse.cz/zp/62783/posudek/oponent/57928 Oponentura https://insis.vse.cz/zp/62783/podrobnosti dc:identifier NEPOSILAT VSKP vse62783 180612 62783