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Last update: T_KPMS (25.04.2016)
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Last update: T_KPMS (06.05.2014)
Acquaintance with the actual state of the international financial reporting standards for insurance contracts and of the solvency regulation with focus on liability valuation methods. |
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Last update: T_KPMS (06.05.2014)
McNeil, A.J., Frey, R., Embrechts, P.: Quantitative Risk Management: Concepts, Techniques and Tools. Princeton University Press, 2005. Směrnice č. 2009/138/ES o zahájení a provozování podnikatelské činnosti v oblasti pojištění a zajištění. Heep-Altiner, M., Kaya, H., Krenzlin, B., Welter, D.: Interne Modelle nach Solvency II. Verlag Versicherungswirtschaft, Karlsruhe, 2010. http://www.ifrs.org/Current-Projects/IASB-Projects/Insurance-Contracts/Pages/Insurance-Contracts.aspx |
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Last update: T_KPMS (06.05.2014)
Lecture. |
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Last update: T_KPMS (06.05.2014)
1. Internal models for SCR calculation - risk classification, simulation, dependences 2. Financial reporting in S2 and IFRS 3. Methods of valuation of insurance liabilities 4. Principles of risk margin calculation 5. Mathematical methods in risk management of an insurance company 6. ORSA process |