Subjects

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Non-life Insurance 1 - NMFM303

Title:	Neživotní pojištění 1
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:	3
Hours per week, examination:	winter s.:2/0, 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 Bc. FM M Bc. FM > Povinné
Classification:	Mathematics > Financial and Insurance Math.
Incompatibility :	NFAP045
Interchangeability :	NFAP045
Is co-requisite for:	NMFM302
Is pre-requisite for:	NMFM304
Is interchangeable with:	NFAP045

Opinion survey results Examination dates Schedule Noticeboard

Annotation -

Last update: RNDr. Jitka Zichová, Dr. (04.05.2018)

Mathematical models. Solvency. Ruin model. Unearned premium reserves. Outstanding claims reserves. Triangle schemes. Required course for bachelor's program in Financial mathematics.

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.

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.

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. Technical reserves in non-life insurance.