Subjects

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Risk Theory - NFAP034

Title:	Teorie rizika
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2018
Semester:	winter
E-Credits:	9
Hours per week, examination:	winter s.:4/2, C+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:	RNDr. Lucie Mazurová, Ph.D.
Classification:	Mathematics > Financial and Insurance Math., Probability and Statistics
Interchangeability :	NMFM503
Is incompatible with:	NSTP034
Is interchangeable with:	NSTP034

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Annotation -

Series of events. Compound stochastic processes. Collective model of risk theory. Credibility theory. Ordering of risks. Models of insurance and pension funds.

Last update: T_MUUK (31.01.2001)

Aim of the course -

The aim of the subject is the explanation of the collective risk model in continuous time and of selected advanced methods of actuarial mathematics and risk management.

Last update: T_KPMS (22.05.2008)

Literature - Czech

Baxter M., Rennie A.: Financial Calculus. Cambridge University Press 1996.

Goovaerts M.J., Kaas R., van Heerwaarden E.J., Bauwelinck T.: Effective Actuarial Methods. North Holland 1990

Kaas, R. et al.: Modern Actuarial Risk Theory. Kluwer, Dordrecht, 2001.

Last update: T_KPMS (01.03.2007)

Teaching methods -

Lecture+exercises.

Last update: G_M (27.05.2008)

Syllabus -

Series of events. Compound stochastic processes. Collective model of risk theory. Credibility theory. Ordering of risks. Models of insurance and pension funds.

Last update: T_KPMS (09.05.2003)