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Course, academic year 2023/2024
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Non-life Insurance 2 - NMFM304
Title: Neživotní pojištění 2
Guaranteed by: Department of Probability and Mathematical Statistics (32-KPMS)
Faculty: Faculty of Mathematics and Physics
Actual: from 2021
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: RNDr. Lucie Mazurová, Ph.D.
Class: M Bc. FM
M Bc. FM > Povinné
Classification: Mathematics > Financial and Insurance Math.
Interchangeability : NMFM311
Is interchangeable with: NFAP046
Annotation -
Technical reserves in non-life insurance. Rate-making. Credibility. Bonus systems.
Last update: Zichová Jitka, RNDr., Dr. (04.05.2018)
Aim of the course -

The aim of the subject is to make the students aquainted with basic methods of calculation outstanding claims reserves and selected mathematical methods used in non-life insurance rate - making.

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

Oral exam.

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

Mandl, P., Mazurová, L.: Matematické základy neživotního pojištění. Matfyzpress, Praha 1999.

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

Van Eeghen, J., Greup, E.K., Nijssen, J.A.: Rate Making. Nationale-Netherlanden, Rotterdam, 1983.

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


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 -

Claims development analysis. IBNR reserves calculation methods. Rate-making. Basic rate-making in a multiplicative tariff structure. Credibility. Model of Bühlmann and Straub. Mathematical modelling of Bonus - Malus Systems.

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