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Course, academic year 2023/2024
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Non-life Insurance 1 - NMFM303
Title: Neživotní pojištění 1
Guaranteed by: Department of Probability and Mathematical Statistics (32-KPMS)
Faculty: Faculty of Mathematics and Physics
Actual: from 2021
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: not taught
Language: Czech
Teaching methods: full-time
Teaching methods: full-time
Guarantor: RNDr. Lucie Mazurová, Ph.D.
Class: M Bc. FM
M Bc. FM > Povinné
Classification: Mathematics > Financial and Insurance Math.
Interchangeability : NMFM311
Is co-requisite for: NMFM302
Is interchangeable with: NFAP045
Annotation -
Collective risk model. Distribution of claim sizes and claim counts. Compound distributions. Technical ruin theory. Reinsurance.
Last update: Zichová Jitka, RNDr., Dr. (04.05.2018)
Aim of the course -

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.

Last update: Mazurová Lucie, RNDr., Ph.D. (04.10.2012)
Course completion requirements -

Passing an oral exam.

Last update: Mazurová Lucie, RNDr., Ph.D. (29.10.2019)
Literature -

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.

Last update: Mazurová Lucie, RNDr., Ph.D. (29.10.2019)
Teaching methods -

Lecture.

Last update: G_M (24.04.2012)
Requirements to the exam -

Oral exam with written preparation. Requirements for the exam consist of the entire extent of the lecture.

Last update: Mazurová Lucie, RNDr., Ph.D. (29.10.2019)
Syllabus -

Model of risk in collective. Claim severity and claim frequency distributions. Numerical computation of the distribution of total claim amounts. Ruin theory. Reinsurance.

Last update: Mazurová Lucie, RNDr., Ph.D. (26.04.2018)
 
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