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Last update: T_KPMS (30.04.2015)
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Last update: T_KPMS (06.05.2014)
To learn the applications of advanced probabilistic models in the risk management of a life insurance company.
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Last update: T_KPMS (06.05.2014)
P. Mandl: Pravděpodobnostní dynamické modely. Academia, Praha 1985.
H.H. Panjer (ed.): Financial economics with applications to investment, insurance and pensions. The Actuarial Foundation, Schaumburg Ill. 1998.
D. Brigo, F. Mercurio: Interest Rate Models. Theory and Practice. Springer-Verlag, Berlin-Heidelberg 2001.
T. Cipra: Matematika cenných papírů. Professional Publishing, Praha 2013.
T. Cipra: Penze: kvantitativní přístup. Ekopress, Praha 2012. |
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Last update: T_KPMS (06.05.2014)
Lecture. |
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Last update: T_KPMS (30.04.2015)
Valuation of insurance liabilities, modelling of the insureds' participation in profits, determination of premium reserves using stochastic models of interest rates and of the return from financial placement. |