Subjects

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Mathematics of Non-Life Insurance 2 - NMFM402

Title:	Matematika neživotního pojištění 2
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2013 to 2014
Semester:	summer
E-Credits:	5
Hours per week, examination:	summer s.:2/2, 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.
Pre-requisite :	NMFM401
Is pre-requisite for:	NMFM502, NMFM501

Opinion survey results Examination dates Schedule Noticeboard

Annotation -

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

Using statistical methods in rate-making. Creation of a tariff structrure. Premium setting in a given tariff structure. Reinsurance. Models of health insurance.

Aim of the course -

Last update: T_KPMS (16.05.2013)

The aim of the subject is to make the students aquainted with selected mathematical methods used in non-life insurance rate-making.

Literature - Czech

Last update: T_KPMS (16.05.2013)

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

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

S. Haberman, E. Pitacco: Actuarial Models for Disability Insurance. Chapman & Hall, 1999.

Teaching methods -

Last update: T_KPMS (16.05.2013)

Lecture+exercises.

Syllabus -

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

Selected statistical methods in rate-making - selection of tariff variables, creation of tarif classes, premium rates setting. Basic ideas of bayesian credibility theory. Bühlmann-Straub model. Modelling systems bonus-malus. State model of health insurance.