SubjectsSubjects(version: 953)
Course, academic year 2023/2024
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Introduction to Insurance - NMFM311
Title: Úvod do pojišťovnictví
Guaranteed by: Department of Probability and Mathematical Statistics (32-KPMS)
Faculty: Faculty of Mathematics and Physics
Actual: from 2021
Semester: winter
E-Credits: 5
Hours per week, examination: winter s.:2/2, C+Ex [HT]
Capacity: unlimited
Min. number of students: unlimited
4EU+: no
Virtual mobility / capacity: no
State of the course: taught
Language: Czech
Teaching methods: full-time
Teaching methods: full-time
Additional information: https://dl1.cuni.cz/course/view.php?id=12654
Guarantor: RNDr. Lucie Mazurová, Ph.D.
Class: M Bc. FM
M Bc. FM > Povinné
Classification: Mathematics > Financial and Insurance Math.
Pre-requisite : NMFM202
Is pre-requisite for: NMFM338
Is interchangeable with: NMFM303, NMFM304
Annotation -
Required course for Financial mathematics.
Last update: Zichová Jitka, RNDr., Dr. (02.06.2021)
Aim of the course -

An introduction to insurance mathematics and insurance companies accounting.

Last update: Zichová Jitka, RNDr., Dr. (02.06.2021)
Course completion requirements - Czech

Podmínkou pro získání zápočtu je napsání dvou testů v průběhu semestru se ziskem alespoň 60% bodů z každého z nich.

Zápočtové testy je možné případně opakovat.

Zápočet je podmínkou účasti na zkoušce.

Last update: Mazurová Lucie, RNDr., Ph.D. (13.10.2021)
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.

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)
Teaching methods -

Lecture + exercises.

Last update: Zichová Jitka, RNDr., Dr. (10.05.2021)
Requirements to the exam - Czech

Zkouška je ústní s písemnou přípravou. Požadavky pokrývají látku prezentovanou na přednášce.

Last update: Mazurová Lucie, RNDr., Ph.D. (13.10.2021)
Syllabus -

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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