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Description
  • A part of a transmission process in the Czech Republic and other former communist countries is a significant growth of the competition on the insurance market. Occurrence of new risks and new international trends for assuring its financial stability require intense development of actuarial sciences and their application in insurance practice. A new project of the EU called Solvency II, that is now in preparation, focusing on a new quality of assessing the solvency of insurance companies, is based on risk modelling and stochastic modelling of financial flows using advanced mathematical methods, probability theory, operational research, programming and modern informatics technologies. It puts emphasis also on internal models of risk management of insurance companies which inevitably leads to more intense use of theoretical knowledge of actuarial sciences and their further theoretical development. In the Czech Republic, similarly to other former communist countries, the 40 years of absence in use of actuarial sciences caused a serious slackness in their theoretical and application use, or resulted in a mechanical adaptation of their results. The aim of researchers involved in this project is to contribute to a theoretical development as well as the right application of modern actuarial methods in the specific conditions of the Czech insurance market. (en)
  • Cílem projektu je přispět k řešení některých závažných aktuálních problémů pojistného trhu v České republice v souladu s připravovaným projektem Evropské unie pod názvem Solventnost II vhodnou aplikací metod matematiky, teorie pravděpodobnosti, statistiky a operačního výzkumu.
Title
  • Modelling, Simulations and Management of Insurance Risks (en)
  • Modelování, simulace a řízení pojistných rizik
skos:notation
  • GA402/09/1866
http://linked.open...avai/cep/aktivita
http://linked.open...kovaStatniPodpora
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  • pojistná rizika; řízení rizik; aktuárske vedy; pravděpodobnostní modely; stochastické modely (en)
http://linked.open...ep/partnetrHlavni
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  • The project gone according to plan both in terms of expertise and in terms of disbursement of funds. (en)
  • Řešení projektu proběhlo podle plánu jak z hlediska odborného tak i z hlediska čerpání finančních prostředků. (cs)
http://linked.open...tniCyklusProjektu
http://linked.open.../cep/klicoveSlovo
  • aktuárske vedy
  • pravděpodobnostní modely
  • řízení rizik
  • pojistná rizika
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