Selected applications of cash flow models of life insurance
| Název práce: | Selected applications of cash flow models of life insurance |
|---|---|
| Autor(ka) práce: | Hoang, Thu Giang |
| Typ práce: | Diploma thesis |
| Vedoucí práce: | Janeček, Martin |
| Oponenti práce: | Fojtík, Jan |
| Jazyk práce: | English |
| Abstrakt: | The thesis deals with the practical applications of a cash flows model in a life insurance company accompanied by illustrative numerical examples. Specifically, the applications presented are profit testing, calculation of value of liabilities, liability adequacy test and estimation of company value (embedded value). The thesis is structured in three chapters. Firstly, life insurance companies and their products are introduced. Then the cash flows model and its components are described in detail. The third chapter presents each application one by one, firstly of their main principle and then demonstrates with a real example of endowment product. The thesis is a consolidated source of cash flows model’s application in life insurance. |
| Klíčová slova: | cash flows model; life insurance; liability adequacy test; embedded value; profit testing; fair value of liabilities; endowment |
| Název práce: | Selected applications of cash flow models of life insurance |
|---|---|
| Autor(ka) práce: | Hoang, Thu Giang |
| Typ práce: | Diplomová práce |
| Vedoucí práce: | Janeček, Martin |
| Oponenti práce: | Fojtík, Jan |
| Jazyk práce: | English |
| Abstrakt: | The thesis deals with the practical applications of a cash flows model in a life insurance company accompanied by illustrative numerical examples. Specifically, the applications presented are profit testing, calculation of value of liabilities, liability adequacy test and estimation of company value (embedded value). The thesis is structured in three chapters. Firstly, life insurance companies and their products are introduced. Then the cash flows model and its components are described in detail. The third chapter presents each application one by one, firstly of their main principle and then demonstrates with a real example of endowment product. The thesis is a consolidated source of cash flows model’s application in life insurance. |
| Klíčová slova: | life insurance; profit testing; fair value of liabilities; liability adequacy test; embedded value; cash flows model; endowment |
Informace o studiu
| Studijní program / obor: | Kvantitativní metody v ekonomice/Quantitative Economic Analysis |
|---|---|
| Typ studijního programu: | Magisterský studijní program |
| Přidělovaná hodnost: | Ing. |
| Instituce přidělující hodnost: | Vysoká škola ekonomická v Praze |
| Fakulta: | Fakulta informatiky a statistiky |
| Katedra: | Katedra statistiky a pravděpodobnosti |
Informace o odevzdání a obhajobě
| Datum zadání práce: | 22. 8. 2019 |
|---|---|
| Datum podání práce: | 24. 6. 2020 |
| Datum obhajoby: | 26. 8. 2020 |
| Identifikátor v systému InSIS: | https://insis.vse.cz/zp/70272/podrobnosti |