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Life Insurance 2 - NFAP048

Title:	Životní pojištění 2
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2018
Semester:	summer
E-Credits:	6
Hours per week, examination:	summer s.:2/2, 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
Teaching methods:	full-time

Guarantor:	prof. RNDr. Tomáš Cipra, DrSc. doc. RNDr. Martin Branda, Ph.D.
Classification:	Mathematics > Financial and Insurance Math.
Co-requisite :	NFAP047
Interchangeability :	NMFM406

Annotation -

Last update: T_KPMS (13.05.2010)

Multiple decrements model. Multiple life insurance. Calculation of premiums and reserves including expense loadings. Pension funds.

Aim of the course -

Last update: T_KPMS (09.05.2008)

Students master life insurance mathematics on the level necessary to obtain the certificate of responsible actuary.

Literature - Czech

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

Gerber H.U.: Lebensversicherungsmathematik. Springer-Verlag 1986 (také anglicky Life Insurance Mathematics)

Cipra, T.: Pojistná matematika: teorie a praxe. Ekopress, Praha 2006.

Cipra, T.: Penze: kvantitativní přístup. Ekopress, Praha 2012.

Cipra, T.: Finanční a pojistné vzorce. Grada, Praha 2006.

Cipra, T.: Financial and Insurance Formulas. Springer, New York 2010.

Cipra, T.: Kapitálová přiměřenost ve financích a solventnost v pojišťovnictví. Ekopress, Praha 2002.

Cipra, T.: Zajištění a přenos rizik v pojišťovnictví. Grada, Praha 2004.

Cipra, T.: Penzijní pojištění a jeho výpočetní aspekty. HZ, Praha 1996.

Teaching methods -

Last update: G_M (27.05.2008)

Lecture+exercises.

Syllabus -

Last update: T_KPMS (13.05.2010)

Multiple decrements model. Multiple life insurance. Calculation of premiums and reserves including expense loadings. Pension funds.