SubjectsSubjects(version: 850)
Course, academic year 2019/2020
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Non-life Insurance 1 - NMFM303
Title in English: Neživotní pojištění 1
Guaranteed by: Department of Probability and Mathematical Statistics (32-KPMS)
Faculty: Faculty of Mathematics and Physics
Actual: from 2018
Semester: winter
E-Credits: 3
Hours per week, examination: winter s.:2/0 Ex [hours/week]
Capacity: unlimited
Min. number of students: unlimited
State of the course: taught
Language: Czech
Teaching methods: full-time
Guarantor: RNDr. Lucie Mazurová, Ph.D.
Class: M Bc. FM
M Bc. FM > Povinné
Classification: Mathematics > Financial and Insurance Math.
Is co-requisite for: NMFM302
Is pre-requisite for: NMFM304
Annotation -
Last update: RNDr. Jitka Zichová, Dr. (04.05.2018)
Collective risk model. Distribution of claim sizes and claim counts. Compound distributions. Technical ruin theory. Reinsurance.
Aim of the course -
Last update: RNDr. Lucie Mazurová, Ph.D. (04.10.2012)

The aim of the subject is to explain the fundamentals of the collective risk model including elementary ruin theory and to make a survey of the basic forms of reinsurance and the main types of technical reserves in non-life insurance.

Course completion requirements - Czech
Last update: RNDr. Jitka Zichová, Dr. (20.04.2018)

Složení ústní zkoušky.

Literature - Czech
Last update: RNDr. Lucie Mazurová, Ph.D. (04.10.2012)

Mandl, P., Mazurová, L.: Matematické základy neživotního pojištění. Matfyzpress, Praha 1999.

Klugman, S.A., Panjer, H.H., Willmot, G.E.: Loss Models, John Wiley & Sons, 1998.

Teaching methods -
Last update: G_M (24.04.2012)

Lecture.

Requirements to the exam - Czech
Last update: RNDr. Lucie Mazurová, Ph.D. (10.10.2017)

Zkouška je ústní s písemnou přípravou. Požadavky pokrývají látku prezentovanou na přednášce.

Syllabus -
Last update: RNDr. Lucie Mazurová, Ph.D. (26.04.2018)

Model of risk in collective. Claim severity and claim frequency distributions. Numerical computation of the distribution of total claim amounts. Ruin theory. Reinsurance.

 
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