Analýza rizik v životní pojišťovně

Abstract

The purpose of this diploma thesis is to offer the global review of current risks in the eld of life insurance business. In the rst part we focused on segmentation and description of these risks and possibilities of managing such risks. The second part deals with the role of ALM in the life insurance company. It shows the usage of widely used models of ALM on a numerical exercise. We chose to use models created in Excel spreadsheet for this part. The nal part gives a short insight to the area of accounting and appraisal rules of for assets and liabilities in life insurance companies.