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Model of random future lifetime. Net single premium and net premium of basic products of life insurance. Net premium
reserve.
Last update: T_KPMS (13.05.2013)
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Students master life insurance mathematics on the level necessary to obtain the certificate of responsible actuary.
Last update: T_KPMS (13.05.2013)
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Course credit requirements:
1) gaining at least 70 % of the total points from 3 homework assignments with solutions sent by deadlines during the semester,
2) gaining at least 70 % of the total points from the final test written at the end of the semester.
One regular and one retake term will be available to pass the final test.
The nature of the requirements precludes the possibility of additional attempts to obtain the course credit.
Remark. Obtaining the course credit is not a condition of participation in the exam.
Exam:
1. Possibility of written exam test: 10 questions covering the course; only one term for this test in the end of semester; a correction is possible by means of an oral exam.
2. Otherwise the oral exam with requirements corresponding to the syllabus of the course.
3. Credit from the exercise is not a condition for passing exam. Last update: Cipra Tomáš, prof. RNDr., DrSc. (13.10.2021)
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Dickson,D.C.M.,Hardy,M.R., Waters, H.R.: Actuarial Mathematics for Life Contingent Risks. Cambridge University Press, Cambridge 2012. Cipra, T.: Financial and Insurance Formulas. Springer, New York 2010 (také česky Cipra, T.: Finanční a pojistné vzorce. Grada, Praha 2006). Gerber H.U.: Lebensversicherungsmathematik. Springer-Verlag 1986 (také anglicky Life Insurance Mathematics). Cipra, T.: Pojistná matematika: teorie a praxe. Ekopress, Praha 2006. Cipra, T.: Penze: kvantitativní přístup. Ekopress, Praha 2012. Cipra, T.: Penzijní pojištění a jeho výpočetní aspekty. HZ, Praha 1996. Cipra, T.: Riziko ve financích a pojišťovnictví: Basel III a Solvency II. Ekopress, Praha 2015. Cipra, T.: Zajištění a přenos rizik v pojišťovnictví. Grada, Praha 2004.
Last update: Cipra Tomáš, prof. RNDr., DrSc. (04.09.2023)
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Lecture+exercises. Last update: T_KPMS (13.05.2013)
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1. Possibility of written exam test: 10 questions covering the course; only one term for this test in the end of semester; a correction is possible by means of an oral exam. 2. Otherwise the oral exam with requirements corresponding to the syllabus of the course. 3. Credit from the exercise is not a condition for passing exam. Last update: Zichová Jitka, RNDr., Dr. (12.10.2017)
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1. Actuarial demography. Remaining lifetime. Force of mortality. 2. Life Tables and commutation functions. 3. Financial mathematics. Financial annuities. 4. Traditional capital products of life insurance. Deferred and variable insurance benefit. 5. Life annuities. Deferred and variable life annuities. Life annuities payable m-times per year. 6. Net premium calculation. General type of life insurance. 7. Calculation of net premium reserve. Savings premium and risk premium. Last update: Cipra Tomáš, prof. RNDr., DrSc. (04.09.2023)
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Basic knowledge of financial mathematics. Last update: Cipra Tomáš, prof. RNDr., DrSc. (24.04.2018)
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