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Presentation of advanced stochastic methods in non-life insurance mathematics concerning the calculation of
technical reserves, rate-making and risk management.
A course for PhD students.
Last update: T_KPMS (25.04.2016)
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Improvement of the knowledge of stochastic modelling in non-life insurance. Last update: T_KPMS (06.05.2014)
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Passing an oral exam. Last update: Mazurová Lucie, RNDr., Ph.D. (29.10.2019)
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Wütrich, M.V., Merz, M.: Stochastic Claims Reserving Methods in Insurance. John Wiley & Sons, 2008. Denuit, M., Marèchal, X., Pitrebois, S., Walhin, J.-F.: Actuarial Modelling of Claim Counts: risk classification, credibility and bonus-malus systems. John Wiley & Sons, Chichester, 2007. Bühlmann, H., Gisler, A.: A Course in Credibility Theory and its Applications. Springer-Verlag, Berlin Heidelberg, 2005. Mack, T.: Schadenversicherungsmathematik. Verlag Versicherungswirtschaft, Karlsruhe, 1997. Last update: Mazurová Lucie, RNDr., Ph.D. (29.10.2019)
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Lecture. Last update: T_KPMS (06.05.2014)
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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)
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1. Advanced methods of claims development analysis 2. Reserve risk modeling for solvency purposes 3. Statistical methods in creating tariff structure and rate making 4. Experience rating Last update: T_KPMS (07.05.2014)
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