Financial Modelling in Life Insurance - NFAP051
|
|
|
||
Last update: T_KPMS (23.05.2007)
|
|
||
Last update: G_M (06.06.2008)
To learn the applications of advanced probabilistic models in the risk management of a life insurance company.
|
|
||
Last update: prof. RNDr. Tomáš Cipra, DrSc. (09.09.2013)
P. Mandl: Pravděpodobnostní dynamické modely. Academia, Praha 1985.
H.H. Panjer (ed.): Financial economics with applications to investment, insurance and pensions. The Actuarial Foundation, Schaumburg Ill. 1998.
D. Brigo, F. Mercurio: Interest Rate Models. Theory and Practice. Springer-Verlag, Berlin-Heidelberg 2001.
T. Cipra: Matematika cenných papírů. Professional Publishing, Praha 2013.
T. Cipra: Penze: kvantitativní přístup. Ekopress, Praha 2012. |
|
||
Last update: G_M (27.05.2008)
Lecture. |