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Introduction to Insurance - NMFM311

Title:	Úvod do pojišťovnictví
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2021
Semester:	winter
E-Credits:	5
Hours per week, examination:	winter s.:2/2, C+Ex [HT]
Capacity:	unlimited
Min. number of students:	unlimited
4EU+:	no
Virtual mobility / capacity:	no
State of the course:	taught
Language:	Czech
Teaching methods:	full-time
Teaching methods:	full-time
Additional information:	https://dl1.cuni.cz/course/view.php?id=12654

Guarantor:	RNDr. Lucie Mazurová, Ph.D.
Class:	M Bc. FM M Bc. FM > Povinné
Classification:	Mathematics > Financial and Insurance Math.
Pre-requisite :	NMFM202
Is pre-requisite for:	NMFM338
Is interchangeable with:	NMFM303, NMFM304

Opinion survey results Examination dates WS schedule Noticeboard

Annotation -

Last update: RNDr. Jitka Zichová, Dr. (02.06.2021)

Required course for Financial mathematics.

Aim of the course -

Last update: RNDr. Jitka Zichová, Dr. (02.06.2021)

An introduction to insurance mathematics and insurance companies accounting.

Course completion requirements - Czech

Last update: RNDr. Lucie Mazurová, Ph.D. (13.10.2021)

Podmínkou pro získání zápočtu je napsání dvou testů v průběhu semestru se ziskem alespoň 60% bodů z každého z nich.

Zápočtové testy je možné případně opakovat.

Zápočet je podmínkou účasti na zkoušce.

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.

Bokšová, J.: Účetnictví komerčních pojišťoven - specifika v ČR. Wolters Kluwer ČR, 2010.

České účetní standardy pro pojišťovny.

Teaching methods -

Last update: RNDr. Jitka Zichová, Dr. (10.05.2021)

Lecture + exercises.

Requirements to the exam - Czech

Last update: RNDr. Lucie Mazurová, Ph.D. (13.10.2021)

Zkouška je ústní s písemnou přípravou. Požadavky pokrývají látku prezentovanou na přednášce.

Syllabus -

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

Basic notions. Parametric models of claim sizes and claim counts, basic characteristics of loss variables, compound distributions. Introduction to rate making: tariff variables, tariff classes, calculation of premium rates.

Types of technical provisions in life and non-life insurance, definition according to the Czech accounting standards and according to the international accounting standards. Basic forms of proportional and non-proportional reinsurance, methods of reinsurance pricing. Specifics of the insurance companies accounting.