Subjects

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Non-life Insurance 2 - NMFM304

Title:	Neživotní pojištění 2
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2013 to 2015
Semester:	summer
E-Credits:	3
Hours per week, examination:	summer 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 :	NFAP046
Pre-requisite :	NMFM303
Interchangeability :	NFAP046
Is interchangeable with:	NFAP046

Opinion survey results Examination dates Schedule Noticeboard

Annotation -

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

Reinsurance. Rate making. Credibility. Bonus systems. 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 make the students aquainted with basic methods of calculation outstanding claims reserves and selected mathematical methods used in non-life insurance rate - making.

Literature - Czech

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

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

Mack, T.: Schadenversicherungsmathematik. Verlag Versicherungsvirtschaft, Karlsruhe, 1997.

Van Eeghen, J., Greup, E.K., Nijssen, J.A.: Rate Making. Nationale-Netherlanden, Rotterdam, 1983.

Teaching methods -

Last update: G_M (24.04.2012)

Lecture.

Syllabus -

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

Claims development analysis. IBNR reserves calculation methods. Rate - making. Statistical methods of tariff variables selection and construction of tariff classes. Credibility. Model of Buhlmann and Straub. Mathematical modelling of Bonus - Malus Systems.