| dc.contributor.advisor | Přecechtělová, Tereza | |
| dc.creator | Stacho, Miroslav | |
| dc.date.accessioned | 2017-04-20T16:52:57Z | |
| dc.date.available | 2017-04-20T16:52:57Z | |
| dc.date.issued | 2009 | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11956/27653 | |
| dc.description.abstract | In the presented work we focus on securitization of two major technical risks in life insurance - longevity risk and catastrophic mortality risk. We show some particular examples of issued bonds and some theoretical constructions of mortality linked derivatives. We mention several models applicable for projection of mortality and requirements on these models. Problems connected with projection will be discussed. We describe methods used for pricing these securities, ie. pricing by transformation of probability distribution. | en_US |
| dc.language | Čeština | cs_CZ |
| dc.language.iso | cs_CZ | |
| dc.publisher | Univerzita Karlova, Matematicko-fyzikální fakulta | cs_CZ |
| dc.title | Sekuritizace rizik v životním pojištění | cs_CZ |
| dc.type | diplomová práce | cs_CZ |
| dcterms.created | 2009 | |
| dcterms.dateAccepted | 2009-09-22 | |
| dc.description.department | Department of Probability and Mathematical Statistics | en_US |
| dc.description.department | Katedra pravděpodobnosti a matematické statistiky | cs_CZ |
| dc.description.faculty | Faculty of Mathematics and Physics | en_US |
| dc.description.faculty | Matematicko-fyzikální fakulta | cs_CZ |
| dc.identifier.repId | 49537 | |
| dc.title.translated | Risk securitization in life insurance | en_US |
| dc.contributor.referee | Mandl, Petr | |
| dc.identifier.aleph | 001171275 | |
| thesis.degree.name | Mgr. | |
| thesis.degree.level | navazující magisterské | cs_CZ |
| thesis.degree.discipline | Finanční a pojistná matematika | cs_CZ |
| thesis.degree.discipline | Financial and insurance mathematics | en_US |
| thesis.degree.program | Matematika | cs_CZ |
| thesis.degree.program | Mathematics | en_US |
| 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 | Velmi dobře | cs_CZ |
| thesis.grade.en | Very good | en_US |
| uk.abstract.en | In the presented work we focus on securitization of two major technical risks in life insurance - longevity risk and catastrophic mortality risk. We show some particular examples of issued bonds and some theoretical constructions of mortality linked derivatives. We mention several models applicable for projection of mortality and requirements on these models. Problems connected with projection will be discussed. We describe methods used for pricing these securities, ie. pricing by transformation of probability distribution. | 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 | 990011712750106986 | |
