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Life Insurance 2 - NMFM406

Title:	Životní 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:	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:	prof. RNDr. Tomáš Cipra, DrSc.
Class:	M Mgr. FPM M Mgr. FPM > Povinné
Classification:	Mathematics > Financial and Insurance Math.
Incompatibility :	NFAP048
Pre-requisite :	NMFM405
Interchangeability :	NFAP048
Is co-requisite for:	NMFM416
Is pre-requisite for:	NMFM502, NMFM501
Is interchangeable with:	NFAP048

Annotation -

Last update: T_KPMS (13.05.2013)

Multiple decrements model. Multiple life insurance. Calculation of premiums and reserves including expense loadings. Pension funds.

Aim of the course -

Last update: T_KPMS (13.05.2013)

Students master life insurance mathematics on the level necessary to obtain the certificate of responsible actuary.

Literature - Czech

Last update: prof. RNDr. Tomáš Cipra, DrSc. (04.01.2016)

Gerber H.U.: Lebensversicherungsmathematik. Springer-Verlag 1986 (také anglicky Life Insurance Mathematics)

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

Cipra, T.: Penze: kvantitativní přístup. Ekopress, Praha 2012.

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

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

Cipra, T.: Kapitálová přiměřenost ve financích a solventnost v pojišťovnictví. Ekopress, Praha 2002.

Cipra, T.: Zajištění a přenos rizik v pojišťovnictví. Grada, Praha 2004.

Cipra, T.: Penzijní pojištění a jeho výpočetní aspekty. HZ, Praha 1996.

Teaching methods -

Last update: T_KPMS (13.05.2013)

Lecture.

Syllabus -

Last update: prof. RNDr. Tomáš Cipra, DrSc. (04.09.2023)

Multiple decrements model. Multiple life insurance. Calculation of premiums and reserves including expense loadings. Pension funds.