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Risk Theory - NMFM503

Title:	Teorie rizika
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2014 to 2015
Semester:	winter
E-Credits:	8
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:	taught
Language:	Czech
Teaching methods:	full-time
Teaching methods:	full-time

Guarantor:	RNDr. Lucie Mazurová, Ph.D.
Class:	M Mgr. FPM M Mgr. FPM > Povinné
Classification:	Mathematics > Financial and Insurance Math., Probability and Statistics
Incompatibility :	NFAP034
Interchangeability :	NFAP034
Is interchangeable with:	NFAP034

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Annotation -

Last update: RNDr. Jitka Zichová, Dr. (27.04.2018)

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

Aim of the course -

Last update: T_KPMS (14.05.2013)

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.

Literature - Czech

Last update: RNDr. Lucie Mazurová, Ph.D. (10.10.2017)

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.

Teaching methods -

Last update: RNDr. Lucie Mazurová, Ph.D. (13.10.2021)

Lecture+exercises.

Syllabus -

Last update: RNDr. Lucie Mazurová, Ph.D. (10.10.2017)

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