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Last update: RNDr. Jitka Zichová, Dr. (04.05.2018)
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Last update: RNDr. Lucie Mazurová, Ph.D. (04.10.2012)
The aim of the subject is to make the students aquainted with basic methods of calculation outstanding claims reserves and selected mathematical methods used in non-life insurance rate - making.
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Last update: RNDr. Lucie Mazurová, Ph.D. (29.10.2019)
Oral exam. |
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Last update: RNDr. Lucie Mazurová, Ph.D. (29.10.2019)
Mandl, P., Mazurová, L.: Matematické základy neživotního pojištění. Matfyzpress, Praha 1999.
Mack, T.: Schadenversicherungsmathematik. Verlag Versicherungsvirtschaft, Karlsruhe, 1997.
Van Eeghen, J., Greup, E.K., Nijssen, J.A.: Rate Making. Nationale-Netherlanden, Rotterdam, 1983. |
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Last update: G_M (24.04.2012)
Lecture. |
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Last update: RNDr. Lucie Mazurová, Ph.D. (29.10.2019)
Oral exam with written preparation. Requirements for the exam consist of the entire extent of the lecture. |
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Last update: RNDr. Lucie Mazurová, Ph.D. (26.04.2018)
Claims development analysis. IBNR reserves calculation methods. Rate-making. Basic rate-making in a multiplicative tariff structure. Credibility. Model of Bühlmann and Straub. Mathematical modelling of Bonus - Malus Systems.
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