Hodnocení vlivu vybraných faktorů na solventnost pojistitele

Abstract

The aim of this thesis is to analyze the influences of changes of selected factors on solvency of the particular insurer. The thesis is divided to three main parts and introduction and conclusion. The first part is dedicated to characterization of risks and insolvency and Solvency I, Solvency II and others methods of measurement of solvency are also described in this part. Factors influencing the solvency of the insurer are also listed and defined in this part. The second part is focused on the description of the substance and procedure of using the marginal solvency method, the basic information about the insurer and afterwards the marginal solvency method is applied. The content of the third part is identifying and assessing the impact of changes of the selected factors on the solvency of the insurer using sensitivity analysis.