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Advanced Topics on Risk Theory - NMFM612

Title:	Pokročilé partie teorie rizika
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2014 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:	not taught
Language:	Czech
Teaching methods:	full-time
Teaching methods:	full-time

Guarantor:	prof. RNDr. Tomáš Cipra, DrSc.
Class:	Pravděp. a statistika, ekonometrie a fin. mat.
Classification:	Mathematics > Financial and Insurance Math.
Incompatibility :	NFAP050
Interchangeability :	NFAP050
Is interchangeable with:	NFAP050

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Annotation -

Last update: T_KPMS (30.04.2015)

Investigation and discussion of methods proposed to determine the solvency capital requirement. A course for PhD students.

Aim of the course -

Last update: T_KPMS (06.05.2014)

Acquaintance with the topic of risk quantification in financial reporting.

Literature - Czech

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

A.J. McNeil, R. Frey, P. Embrechts: Quantitative Risk Management. Princeton University Press, Princeton 2005.

P. Booth, R. Chadburn, S. Habermann et al.: Modern Actuarial Theory and Practice. 2. vydání. Chapman & Hall/CRC,

Londýn 2004.

Aktuální informace o stavu projektu Solvency II poskytované Evropskou komisí a o SST.

Teaching methods -

Last update: T_KPMS (06.05.2014)

Lecture.

Syllabus -

Last update: T_KPMS (30.04.2015)

Investigation and discussion of methods proposed to determine the solvency capital requirement in the EU Solvency II Project, Swiss Solvency Test and in other insurance supervision systems.