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  • Each type of reinsurance has an impact on probability distribution of individual claim amounts and thus on the probability model of aggregate claims, named the collective risk model. In article there are derived formulas for the basic characteristics and for probability distributions of collective risk models in the case of proportional reinsurance and non-proportional excess of loss and stop reinsurance. The theoretical results are applied to compound Poisson distribution of collective risk in case of exponential and of Pareto loss distributions. (en)
  • Každý typ zaistenia má vplyv na rozdelenie pravdepodobnosti individuálnych poistných plnení a tým aj na rozdelenie pravdepodobnosti celkových poistných plnení, tzv. kolektívny model rizika. V článku sú odvodené vzťahy pre základné charakteristiky a pre pravdepodobnostné modely kolektívneho rizika v prípade proporcionálneho zaistenia, neproporcionálneho zaistenia škodového nadmerku jednotlivých rizík a zaistenia celkového ročného nadmerku. Teoretické výsledky sú aplikované na zložené Poissonovo rozdelenie kolektívneho rizika v prípade exponenciálneho a Paretovho rozdelenia individuálnych škôd.
Title
  • Effect of Reinsurance on the Collective Risk Model (en)
  • Vplyv zaistenia na kolektívny model rizika
skos:prefLabel
  • Effect of Reinsurance on the Collective Risk Model (en)
  • Vplyv zaistenia na kolektívny model rizika
skos:notation
  • RIV/00216275:25410/14:39898840!RIV15-MSM-25410___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • I
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 54194
http://linked.open...ai/riv/idVysledku
  • RIV/00216275:25410/14:39898840
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Stop loss reinsurance; Excess of loss reinsurance; Quota share reinsurance; Collective risk model; Loss distribution (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [77D6EEEB9B75]
http://linked.open...v/mistoKonaniAkce
  • Ostrava
http://linked.open...i/riv/mistoVydani
  • Ostrava
http://linked.open...i/riv/nazevZdroje
  • Managing and modelling of financial risks: 7th international scientific conference
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Pacáková, Viera
  • Zapletal, David
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • Vysoká škola báňská - Technická univerzita Ostrava
https://schema.org/isbn
  • 978-80-248-3631-7
http://localhost/t...ganizacniJednotka
  • 25410
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