Subjects

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Non-life Insurance 1 - NMFM303

Title:	Neživotní pojištění 1
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2021
Semester:	winter
E-Credits:	3
Hours per week, examination:	winter s.:2/0, Ex [HT]
Capacity:	unlimited
Min. number of students:	unlimited
4EU+:	no
Virtual mobility / capacity:	no
State of the course:	not taught
Language:	Czech
Teaching methods:	full-time
Teaching methods:	full-time

Guarantor:	RNDr. Lucie Mazurová, Ph.D.
Class:	M Bc. FM M Bc. FM > Povinné
Classification:	Mathematics > Financial and Insurance Math.
Interchangeability :	NMFM311
Is co-requisite for:	NMFM302
Is interchangeable with:	NFAP045

Opinion survey results Examination dates Schedule Noticeboard

Annotation -

Last update: RNDr. Jitka Zichová, Dr. (04.05.2018)

Collective risk model. Distribution of claim sizes and claim counts. Compound distributions. Technical ruin theory. Reinsurance.

Aim of the course -

Last update: RNDr. Lucie Mazurová, Ph.D. (04.10.2012)

The aim of the subject is to explain the fundamentals of the collective risk model including elementary ruin theory and to make a survey of the basic forms of reinsurance and the main types of technical reserves in non-life insurance.

Course completion requirements -

Last update: RNDr. Lucie Mazurová, Ph.D. (29.10.2019)

Passing an oral exam.

Literature -

Last update: RNDr. Lucie Mazurová, Ph.D. (29.10.2019)

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

Klugman, S.A., Panjer, H.H., Willmot, G.E.: Loss Models, John Wiley & Sons, 1998.

Teaching methods -

Last update: G_M (24.04.2012)

Lecture.

Requirements to the exam -

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.

Syllabus -

Last update: RNDr. Lucie Mazurová, Ph.D. (26.04.2018)

Model of risk in collective. Claim severity and claim frequency distributions. Numerical computation of the distribution of total claim amounts. Ruin theory. Reinsurance.