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Required course for Financial mathematics.
Last update: Zichová Jitka, RNDr., Dr. (02.06.2021)
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An introduction to insurance mathematics and insurance companies accounting. Last update: Zichová Jitka, RNDr., Dr. (02.06.2021)
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The condition for obtaining credit is to write two tests during the semester with at least 60% of points in each of them.
Tests can be repeated if necessary.
Credit is a condition for participation in the exam. Last update: Mazurová Lucie, RNDr., Ph.D. (29.09.2025)
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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. Bokšová, J.: Účetnictví komerčních pojišťoven - specifika v ČR. Wolters Kluwer ČR, 2010. České účetní standardy pro pojišťovny. Last update: Mazurová Lucie, RNDr., Ph.D. (29.10.2019)
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Lecture + exercises. Last update: Zichová Jitka, RNDr., Dr. (10.05.2021)
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The exam is oral with written preparation. The requirements cover the material presented in the lecture. Last update: Mazurová Lucie, RNDr., Ph.D. (29.09.2025)
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Basic notions. Parametric models of claim sizes and claim counts, basic characteristics of loss variables, compound distributions. Introduction to rate making: tariff variables, tariff classes, calculation of premium rates. Types of technical provisions in life and non-life insurance, definition according to the Czech accounting standards and according to the international accounting standards. Basic forms of proportional and non-proportional reinsurance, methods of reinsurance pricing. Specifics of the insurance companies accounting.
Last update: Mazurová Lucie, RNDr., Ph.D. (29.10.2019)
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Random variable and its probability distribution, distribution function, density, moments, conditional distribution, conditional expected value. Last update: Mazurová Lucie, RNDr., Ph.D. (29.09.2025)
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