About: Potential impact of mortality rate modeling in the Czech Republic on the solvency

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Financial institutions are exposed to different classes of risk, some of them being specific to particular types of entities. For example, a specific risk factors of insurance companies are so called mortality and longevity. Their modelling even more challenging that modelling of market risks. In this paper, we describe the mortality evolution in the Czech Republic and apply the Lee-Carter model to estimate the trends for males and females. Finally, we show the potential impact of the random term on the VaR (capital) estimation. Financial institutions are exposed to different classes of risk, some of them being specific to particular types of entities. For example, a specific risk factors of insurance companies are so called mortality and longevity. Their modelling even more challenging that modelling of market risks. In this paper, we describe the mortality evolution in the Czech Republic and apply the Lee-Carter model to estimate the trends for males and females. Finally, we show the potential impact of the random term on the VaR (capital) estimation. (en)
Title	Potential impact of mortality rate modeling in the Czech Republic on the solvency Potential impact of mortality rate modeling in the Czech Republic on the solvency (en)
skos:prefLabel	Potential impact of mortality rate modeling in the Czech Republic on the solvency Potential impact of mortality rate modeling in the Czech Republic on the solvency (en)
skos:notation	RIV/61989100:27510/13:86086906!RIV14-GA0-27510___
http://linked.open...avai/predkladatel	Ekonomická fakulta
http://linked.open...avai/riv/aktivita	P S
http://linked.open...avai/riv/aktivity	P(ED1.1.00/02.0070), P(EE2.3.20.0296), P(GA13-13142S), S
http://linked.open...vai/riv/dodaniDat	2014
http://linked.open...aciTvurceVysledku	Tichý, Tomáš
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Vysoká škola báňská - Technická univerzita Ostrava / Ekonomická fakulta
http://linked.open...dnocenehoVysledku	97827
http://linked.open...ai/riv/idVysledku	RIV/61989100:27510/13:86086906
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	solvency; Republic; Czech; modeling; rate; mortality; impact; Potential (en)
http://linked.open.../riv/klicoveSlovo	solvency Czech Republic impact modeling mortality rate Potential
http://linked.open...ontrolniKodProRIV	[A1FFB039AE06]
http://linked.open...v/mistoKonaniAkce	Ostrava
http://linked.open...i/riv/mistoVydani	Ostrava
http://linked.open...i/riv/nazevZdroje	Financial Management of Firms and Financial Institutions : 9th international scientific conference : 9th - 10th September 2013, Ostrava, Czech Republic : proceedings. [Part 1-3]
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Research team for modelling of economic and financial processes at VSB-TU Ostrava Verification of suitability of particular Lévy models for selected issues of financial modeling IT4Innovations Centre of Excellence
http://linked.open...UplatneniVysledku	2013
http://linked.open...iv/tvurceVysledku	Tichý, Tomáš
http://linked.open...vavai/riv/typAkce	EUR - Evropská
http://linked.open.../riv/zahajeniAkce	2013-09-09 (xsd:date)
issn	2336-162X
number of pages	6 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Vysoká škola báňská - Technická univerzita Ostrava
https://schema.org/isbn	978-80-248-3172-5
http://localhost/t...ganizacniJednotka	27510

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