Subjects

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Advanced Topics on Risk Theory - NFAP050

Title:	Pokročilé partie teorie rizika
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2018
Semester:	summer
E-Credits:	3
Hours per week, examination:	summer s.:2/0, Ex [HT]
Capacity:	unlimited
Min. number of students:	unlimited
4EU+:	no
Virtual mobility / capacity:	no
State of the course:	cancelled
Language:	Czech
Teaching methods:	full-time

Guarantor:	prof. RNDr. Tomáš Cipra, DrSc.
Class:	DS, finanční a pojistná matematika
Classification:	Mathematics > Financial and Insurance Math.
Interchangeability :	NMFM612

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Annotation -

Investigation and discussion of methods proposed to determine the solvency capital requirement in the EU Solvency II Project, Swiss Solvency Test and in other insurance supervision systems. A course for PhD students.

Last update: T_KPMS (23.05.2007)

Aim of the course -

Acquaintance with the topic of risk quantification in financial reporting.

Last update: G_M (06.06.2008)

Literature - Czech

A.J. McNeil, R. Frey, P. Embrechts: Quantitative Risk Management. Princeton University Press, Princeton 2005.

P. Booth, R. Chadburn, S. Habermann et al.: Modern Actuarial Theory and Practice. 2. vydání. Chapman & Hall/CRC,

Londýn 2004.

Aktuální informace o stavu projektu Solvency II poskytované Evropskou komisí a o SST.

Last update: Cipra Tomáš, prof. RNDr., DrSc. (09.09.2013)

Teaching methods -

Lecture.

Last update: G_M (27.05.2008)