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Last update: RNDr. Jitka Zichová, Dr. (04.05.2018)
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Last update: RNDr. Lucie Mazurová, Ph.D. (04.10.2012)
The aim of the subject is to explain the fundamentals of the collective risk model including elementary ruin theory and to make a survey of the basic forms of reinsurance and the main types of technical reserves in non-life insurance. |
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Last update: RNDr. Lucie Mazurová, Ph.D. (29.10.2019)
Passing an oral exam. |
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Last update: RNDr. Lucie Mazurová, Ph.D. (29.10.2019)
Mandl, P., Mazurová, L.: Matematické základy neživotního pojištění. Matfyzpress, Praha 1999.
Klugman, S.A., Panjer, H.H., Willmot, G.E.: Loss Models, John Wiley & Sons, 1998. |
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Last update: G_M (24.04.2012)
Lecture. |
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Last update: RNDr. Lucie Mazurová, Ph.D. (29.10.2019)
Oral exam with written preparation. Requirements for the exam consist of the entire extent of the lecture. |
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Last update: RNDr. Lucie Mazurová, Ph.D. (26.04.2018)
Model of risk in collective. Claim severity and claim frequency distributions. Numerical computation of the distribution of total claim amounts. Ruin theory. Reinsurance. |