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Statements

Subject Item
n2:RIV%2F61989100%3A27510%2F13%3A86086906%21RIV14-GA0-27510___
rdf:type
n3:Vysledek skos:Concept
dcterms: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.
dcterms: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
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
skos:notation
RIV/61989100:27510/13:86086906!RIV14-GA0-27510___
n3:predkladatel
n13:orjk%3A27510
n4:aktivita
n20:S n20:P
n4:aktivity
P(ED1.1.00/02.0070), P(EE2.3.20.0296), P(GA13-13142S), S
n4:dodaniDat
n11:2014
n4:domaciTvurceVysledku
n21:3252833
n4:druhVysledku
n14:D
n4:duvernostUdaju
n5:S
n4:entitaPredkladatele
n6:predkladatel
n4:idSjednocenehoVysledku
97827
n4:idVysledku
RIV/61989100:27510/13:86086906
n4:jazykVysledku
n16:eng
n4:klicovaSlova
solvency; Republic; Czech; modeling; rate; mortality; impact; Potential
n4:klicoveSlovo
n10:rate n10:impact n10:solvency n10:modeling n10:Republic n10:Potential n10:mortality n10:Czech
n4:kontrolniKodProRIV
[A1FFB039AE06]
n4:mistoKonaniAkce
Ostrava
n4:mistoVydani
Ostrava
n4:nazevZdroje
Financial Management of Firms and Financial Institutions : 9th international scientific conference : 9th - 10th September 2013, Ostrava, Czech Republic : proceedings. [Part 1-3]
n4:obor
n22:AH
n4:pocetDomacichTvurcuVysledku
1
n4:pocetTvurcuVysledku
2
n4:projekt
n12:ED1.1.00%2F02.0070 n12:EE2.3.20.0296 n12:GA13-13142S
n4:rokUplatneniVysledku
n11:2013
n4:tvurceVysledku
Tichý, Tomáš
n4:typAkce
n18:EUR
n4:zahajeniAkce
2013-09-09+02:00
s:issn
2336-162X
s:numberOfPages
6
n19:hasPublisher
Vysoká škola báňská - Technická univerzita Ostrava
n9:isbn
978-80-248-3172-5
n17:organizacniJednotka
27510