SubjectsSubjects(version: 845)
Course, academic year 2018/2019
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Life Insurance 2 - NMFM406
Title in English: Životní pojištění 2
Guaranteed by: Department of Probability and Mathematical Statistics (32-KPMS)
Faculty: Faculty of Mathematics and Physics
Actual: from 2018 to 2019
Semester: summer
E-Credits: 3
Hours per week, examination: summer s.:2/0 Ex [hours/week]
Capacity: unlimited
Min. number of students: unlimited
State of the course: taught
Language: Czech, English
Teaching methods: full-time
Guarantor: prof. RNDr. Tomáš Cipra, DrSc.
Class: M Mgr. FPM
M Mgr. FPM > Povinné
Classification: Mathematics > Financial and Insurance Math.
Pre-requisite : NMFM405
Is co-requisite for: NMFM416
Is pre-requisite for: NMFM502, NMFM501
Annotation -
Last update: T_KPMS (13.05.2013)
Multiple decrements model. Multiple life insurance. Calculation of premiums and reserves including expense loadings. Pension funds.
Aim of the course -
Last update: T_KPMS (13.05.2013)

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

Course completion requirements -
Last update: prof. RNDr. Tomáš Cipra, DrSc. (02.02.2018)

1) Active participation in 70% of total number of exercises.

2) Accomplishing 3 homeworks in given terms. If an error is found, the student must correct it and send it again.

3) Successfull passing the credit test in the end of semester: the student must achieve at least 7 points from 10. The test can be repeated at most once in the given term.

Remarks. The credit for the excersices is not condition for passing exam.

Literature - Czech
Last update: prof. RNDr. Tomáš Cipra, DrSc. (04.01.2016)

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.: Riziko ve financích a pojišťovnictví: Basel III a Solvency II. Ekopress, Praha 2015.

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: T_KPMS (13.05.2013)

Lecture.

Requirements to the exam -
Last update: prof. RNDr. Tomáš Cipra, DrSc. (02.02.2018)

1. Possibility of written exam test: 10 questions covering the course; only one term for this test in the end of semester; a correction is possible by means of an oral exam.

2. Otherwise the oral exam with requirements corresponding to the syllabus of the course.

3. Credit from the exercise is not a condition for passing exam.

Syllabus -
Last update: T_KPMS (13.05.2013)

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

Entry requirements -
Last update: prof. RNDr. Tomáš Cipra, DrSc. (24.04.2018)

Basic knowledge of financial mathematics. Knowledge of mathematics of life insurance delivered in course Life Insurance 1.

 
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