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Course, academic year 2022/2023
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Mathematics of Life Insurance 1 - NMFP407
Title: Matematika životního pojištění 1
Guaranteed by: Department of Probability and Mathematical Statistics (32-KPMS)
Faculty: Faculty of Mathematics and Physics
Actual: from 2022
Semester: winter
E-Credits: 5
Hours per week, examination: winter s.:2/2, C+Ex [HT]
Capacity: unlimited
Min. number of students: unlimited
Virtual mobility / capacity: no
State of the course: taught
Language: English, Czech
Teaching methods: full-time
Guarantor: prof. RNDr. Tomáš Cipra, DrSc.
doc. RNDr. Martin Branda, Ph.D.
Class: M Mgr. FPM
M Mgr. FPM > Povinné
Classification: Mathematics > Mathematics, Algebra, Differential Equations, Potential Theory, Didactics of Mathematics, Discrete Mathematics, Math. Econ. and Econometrics, External Subjects, Financial and Insurance Math., Functional Analysis, Geometry, General Subjects, , Real and Complex Analysis, Mathematics General, Mathematical Modeling in Physics, Numerical Analysis, Optimization, Probability and Statistics, Topology and Category
Incompatibility : NMFM405
Interchangeability : NMFM405
Is incompatible with: NMFM405
Is pre-requisite for: NMFP432, NMFP532, NMFP501
Is interchangeable with: NMFM405
Annotation -
Last update: doc. RNDr. Martin Branda, Ph.D. (05.12.2020)
Model of random future lifetime. Capital life insurance. Life annuities. Net single premium and net premium of basic products of life insurance. Net premium reserve.
Literature -
Last update: prof. RNDr. Tomáš Cipra, DrSc. (04.12.2020)

Gerber H.U.: Life Insurance Mathematics. Springer, Berlin 1997.

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

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

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

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

Cipra, T.: Practical Guide to Financial and Insurance Mathematics. Ekopress, Praha 2020.

Teaching methods -
Last update: RNDr. Jitka Zichová, Dr. (13.05.2022)

Lecture + exercises.

Syllabus -
Last update: prof. RNDr. Tomáš Cipra, DrSc. (04.12.2020)

1. Demographic model of life insurance. Model of random future lifetime. Life Tables and commutation functions.

2. Capital life insurance: basic products, variable sum insured, insurance payable at moment of death.

3. Life annuities: annual and payable m-times a year .

4. Net premium: single and annual.

5. Net premium reserve

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