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Several Insurance-Mathematical Methods - NMFM338

Title:	Vybrané pojistně-matematické metody
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2023
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:	taught
Language:	Czech
Teaching methods:	full-time
Additional information:	https://dl1.cuni.cz/course/view.php?id=13386

Guarantor:	RNDr. Lucie Mazurová, Ph.D.
Class:	M Bc. FM M Bc. FM > Povinně volitelné
Classification:	Mathematics > Financial and Insurance Math.
Pre-requisite :	NMFM301, NMFM311
Is interchangeable with:	NMFM302

Opinion survey results Examination dates Noticeboard

Annotation -

A course for Financial mathematics.

Last update: Zichová Jitka, RNDr., Dr. (09.05.2023)

Aim of the course -

To introduce students who will not continue their studies in the field of Financial and Insurance Mathematics to selected methods of pricing, reserving and valuing insurance liabilities.

Last update: Mazurová Lucie, RNDr., Ph.D. (01.10.2025)

Course completion requirements -

The course ends with an oral exam.

Last update: Mazurová Lucie, RNDr., Ph.D. (01.10.2025)

Literature - Czech

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

Wuthrich, Mario V., Non-Life Insurance: Mathematics & Statistics (March 14, 2017).

Dostupné na SSRN: https://ssrn.com/abstract=2319328.

Vybrané mezinárodní standardy finančního výkaznictví: http://www.ifrs.org/

Směrnice č. 2009/138/ES o přístupu k pojišťovací a zajišťovací činnosti a jejím výkonu (Solventnost II)

Last update: Kaplický Petr, doc. Mgr., Ph.D. (30.05.2019)

Teaching methods -

Lecture.

Last update: Zichová Jitka, RNDr., Dr. (11.06.2021)

Requirements to the exam -

The exam is oral with written preparation. The requirements cover the material presented in the lecture.

Last update: Mazurová Lucie, RNDr., Ph.D. (01.10.2025)

Syllabus -

Setting rates in a multiplicative tariff structure.

Estimation of loss reserves using development triangles.

Premiums in life insurance, calculation using a cash-flow model.

Basic approaches to valuing insurance liabilities.

Last update: Mazurová Lucie, RNDr., Ph.D. (01.10.2025)

Entry requirements -

Basic insurance concepts, probabilistic models for claim sizes, claim numbers and aggregate claims, maximum likelihood method, basics of linear regression.

Last update: Mazurová Lucie, RNDr., Ph.D. (01.10.2025)