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Advanced Topics on Non-life Actuarial Mathematics - NFAP049

Title:	Pokročilé partie matematiky neživotního pojištění
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2018
Semester:	winter
E-Credits:	3
Hours per week, examination:	winter s.:2/0, Ex [HT]
Capacity:	unlimited
Min. number of students:	unlimited
4EU+:	no
Virtual mobility / capacity:	no
State of the course:	cancelled
Language:	Czech
Teaching methods:	full-time
Teaching methods:	full-time

Guarantor:	RNDr. Lucie Mazurová, Ph.D.
Class:	DS, finanční a pojistná matematika
Classification:	Mathematics > Financial and Insurance Math.
Interchangeability :	NMFM611

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Annotation -

Last update: T_KPMS (26.03.2014)

Presentation of advanced stochastic methods in non-life insurance mathematics concerning the calculation of technical reserves, rate-making and risk management.

Aim of the course -

Last update: T_KPMS (26.03.2014)

Improvement of the knowledge of stochastic modelling in non-life insurance.

Literature - Czech

Last update: T_KPMS (26.03.2014)

Wütrich, M.V., Merz, M.: Stochastic Claims Reserving Methods in Insurance. John Wiley & Sons, 2008.

Denuit, M., Marèchal, X., Pitrebois, S., Walhin, J.-F.: Actuarial Modelling of Claim Counts: risk classification, credibility and bonus-malus systems. John Wiley & Sons, Chichester, 2007.

Bühlmann, H., Gisler, A.: A Course in Credibility Theory and its Applications. Springer-Verlag, Berlin Heidelberg, 2005.

Mack, T.: Schadenversicherungsmathematik. Verlag Versicherungswirtschaft, Karlsruhe, 1997.

Teaching methods -

Last update: G_M (27.05.2008)

Lecture.