LIFE INSURANCE OPTIONS
| Thesis title: | LIFE INSURANCE OPTIONS |
|---|---|
| Author: | Černý, Zdeněk |
| Thesis type: | Diploma thesis |
| Supervisor: | Cipra, Tomáš |
| Opponents: | Málek, Jiří |
| Thesis language: | English |
| Abstract: | The goal of the thesis is to present and apply mathematical tools that are necessary for proper understanding of valuation of options in life insurance. This includes basic principles of actuarial calculations based on first order assumptions and the basics of stochastic calculus used for derivatives pricing. Afterthat we discuss the difference between first and second order assumptions and apply the mathematical tools to valuation of life insurance options. Finally the appearance of life insurance options within the liability adequacy test and european law is mentioned. |
| Keywords: | - |
| Thesis title: | OPCE V ŽIVOTNÍM POJIŠTĚNÍ |
|---|---|
| Author: | Černý, Zdeněk |
| Thesis type: | Diplomová práce |
| Supervisor: | Cipra, Tomáš |
| Opponents: | Málek, Jiří |
| Thesis language: | English |
| Abstract: | |
| Keywords: | - |
| Thesis title: | OPCE V ŽIVOTNÍM POJIŠTĚNÍ |
|---|---|
| Author: | Černý, Zdeněk |
| Thesis type: | Diploma thesis |
| Supervisor: | Cipra, Tomáš |
| Opponents: | Málek, Jiří |
| Thesis language: | English |
| Abstract: | |
| Keywords: | - |
Information about study
| Study programme: | Kvantitativní metody v ekonomice/Statistické a pojistné inženýrství |
|---|---|
| Type of study programme: | Magisterský studijní program |
| Assigned degree: | Ing. |
| Institutions assigning academic degree: | Vysoká škola ekonomická v Praze |
| Faculty: | Faculty of Informatics and Statistics |
| Department: | Department of Statistics and Probability |
Information on submission and defense
| Date of assignment: | 1. 5. 2008 |
|---|---|
| Date of submission: | 1. 5. 2008 |
| Date of defense: | 9. 6. 2008 |
| Identifier in the InSIS system: | https://insis.vse.cz/zp/9199/podrobnosti |