Run-off analýzy v neživotním pojištění
This thesis is dedicated to basic methods of calculating IBNR reserve estimate. The following approaches are introduced: chain ladder method, Mack's chain ladder method and Munich chain ladder method. Last two of them enable to calculate mean squared error of reserve estimate instead of only a...
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| Format: | Dissertation |
| Language: | Czech |
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2008
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| Online Access: | http://www.nusl.cz/ntk/nusl-290228 |