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Last update: T_KPMS (25.04.2016)
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Last update: T_KPMS (06.05.2014)
Improvement of the knowledge of stochastic modelling in non-life insurance. |
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Last update: RNDr. Lucie Mazurová, Ph.D. (29.10.2019)
Passing an oral exam. |
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Last update: RNDr. Lucie Mazurová, Ph.D. (29.10.2019)
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. |
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Last update: T_KPMS (06.05.2014)
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: T_KPMS (07.05.2014)
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 |