| dc.contributor.advisor | Lozsi, Imrich | |
| dc.creator | Černayová, Petra | |
| dc.date.accessioned | 2017-04-06T11:39:26Z | |
| dc.date.available | 2017-04-06T11:39:26Z | |
| dc.date.issued | 2007 | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11956/13290 | |
| dc.description.abstract | This paper takes an overall look at the stochastic model used for computing the solvency capital requirement in non-life insurance within the scope of Solvency II. Its purpose is to investigate the methods of aggregation of the risks from the various lines of business, especially the method of multivariate Archimedean copulas. | en_US |
| dc.language | Čeština | cs_CZ |
| dc.language.iso | cs_CZ | |
| dc.publisher | Univerzita Karlova, Matematicko-fyzikální fakulta | cs_CZ |
| dc.title | Stanovení ekonomického kapitálu v neživotním pojištění | cs_CZ |
| dc.type | diplomová práce | cs_CZ |
| dcterms.created | 2007 | |
| dcterms.dateAccepted | 2007-09-24 | |
| dc.description.department | Katedra pravděpodobnosti a matematické statistiky | cs_CZ |
| dc.description.department | Department of Probability and Mathematical Statistics | en_US |
| dc.description.faculty | Faculty of Mathematics and Physics | en_US |
| dc.description.faculty | Matematicko-fyzikální fakulta | cs_CZ |
| dc.identifier.repId | 47386 | |
| dc.title.translated | The economic capital determination in non-life insurance | en_US |
| dc.contributor.referee | Justová, Iva | |
| dc.identifier.aleph | 000939755 | |
| thesis.degree.name | Mgr. | |
| thesis.degree.level | magisterské | cs_CZ |
| thesis.degree.discipline | Finanční a pojistná matematika | cs_CZ |
| thesis.degree.discipline | Financial and insurance mathematics | en_US |
| thesis.degree.program | Mathematics | en_US |
| thesis.degree.program | Matematika | cs_CZ |
| uk.thesis.type | diplomová práce | cs_CZ |
| uk.taxonomy.organization-cs | Matematicko-fyzikální fakulta::Katedra pravděpodobnosti a matematické statistiky | cs_CZ |
| uk.taxonomy.organization-en | Faculty of Mathematics and Physics::Department of Probability and Mathematical Statistics | en_US |
| uk.faculty-name.cs | Matematicko-fyzikální fakulta | cs_CZ |
| uk.faculty-name.en | Faculty of Mathematics and Physics | en_US |
| uk.faculty-abbr.cs | MFF | cs_CZ |
| uk.degree-discipline.cs | Finanční a pojistná matematika | cs_CZ |
| uk.degree-discipline.en | Financial and insurance mathematics | en_US |
| uk.degree-program.cs | Matematika | cs_CZ |
| uk.degree-program.en | Mathematics | en_US |
| thesis.grade.cs | Výborně | cs_CZ |
| thesis.grade.en | Excellent | en_US |
| uk.abstract.en | This paper takes an overall look at the stochastic model used for computing the solvency capital requirement in non-life insurance within the scope of Solvency II. Its purpose is to investigate the methods of aggregation of the risks from the various lines of business, especially the method of multivariate Archimedean copulas. | en_US |
| uk.file-availability | V | |
| uk.publication.place | Praha | cs_CZ |
| uk.grantor | Univerzita Karlova, Matematicko-fyzikální fakulta, Katedra pravděpodobnosti a matematické statistiky | cs_CZ |
| dc.identifier.lisID | 990009397550106986 | |
