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Investigation and discussion of methods proposed to determine the solvency capital requirement. A course for
PhD students.
Last update: T_KPMS (30.04.2015)
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Acquaintance with the topic of risk quantification in financial reporting.
Last update: T_KPMS (06.05.2014)
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Oral exam. Last update: Zichová Jitka, RNDr., Dr. (17.05.2024)
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T. Cipra: Riziko ve financích a pojišťovnictví: Basel III a Solvency II. Ekopress, Praha 2015.
A.J. McNeil, R. Frey, P. Embrechts: Quantitative Risk Management. Princeton University Press, Princeton 2005.
P. Booth, R. Chadburn, S. Habermann et al.: Modern Actuarial Theory and Practice. 2. vydání. Chapman & Hall/CRC, Londýn 2004.
Aktuální informace o stavu projektu Solvency II poskytované Evropskou komisí a o SST. Last update: Cipra Tomáš, prof. RNDr., DrSc. (04.01.2016)
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Lecture. Last update: T_KPMS (06.05.2014)
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Basic knowledge of probability, statistics and risk theory. Last update: Zichová Jitka, RNDr., Dr. (17.05.2024)
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Investigation and discussion of methods proposed to determine the solvency capital requirement in the EU Solvency II Project, Swiss Solvency Test and in other insurance supervision systems. Last update: T_KPMS (30.04.2015)
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Only for doctoral study (PhD). Last update: Cipra Tomáš, prof. RNDr., DrSc. (24.04.2018)
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