Analýza citlivosti solventnosti pojistitele na změny vybraných faktorů

Abstract

Insurance business belongs to significant stabilizers in national economy and it deals with research in risk´s development and possibilities of its interaction. It examines economic relationships which rises among insurance company and insurance consumer. Insurance companies in Czech insurance market are obliged to create, use and arrange their temporary free funds according to insurence law 363/1999 Sb. Every insurance company also create a technical provisions. Insurance companies have to bottle limits for financial localization of assets, which are determinated by bill 303/2004 Sb. The insurance company´s ability to cover in a given time a in required quantity its liabilities is reffered to as solvency. The aim of diploma work is to prove sensitivity analisis of the insurer´s solvency on selected factors changes. The work is divided on theoretic, methodological and application part. In theoretic part is described insured risks and basic principals of economy in insurance company. Also is defined conception of solvency and base law regulation in solvency in Czech Republic and European Union. On close is described a function of the state´s supervision of insurance´s system. The methodological part of work is devoted to description methods in metering solvency, calculation avalaible solvency margin, solvency capital requirement and guarantee fund according to valid methodology Solvency I. There are also described other used methods in solvency metering. Application part of work is specialized in calculation on selected insurers by the method of solvency margin. Lastly is performed sensitivity analisis of the insurer´s solvency on selected factors changes.