|
Lecturer(s)
|
-
Brebera David, Mgr.
-
Kubanová Jana, doc. PaedDr. CSc.
-
Gogola Ján, RNDr. Ph.D.
-
Janeček Martin, RNDr. Ph.D.
-
Boháčová Hana, Mgr. Ph.D.
|
|
Course content
|
Mortality tables. Actuarial mathematic calculations in life insurance. Premium, insurance reserves in life insurance. Tariff groups and basic indicators in general insurance. Damage tables and exclusion plan of the damage status. Premium, insurance reserves and its time resolution. Participation, bonuses and extra premiums Principles of placing insurance technical reserves. Individual and collective hazards. Dynamic models of reserves, theory of ruining. Pension scheme, health insurance. Reinsurance, classification of reinsurance, proportional and unproportional reinsurance.
|
|
Learning activities and teaching methods
|
|
Monologic (reading, lecture, briefing), Dialogic (discussion, interview, brainstorming), Work with text (with textbook, with book)
|
|
Learning outcomes
|
The aim of the course is to provide the necessary theoretical knowledge and computational skills in a specialized SOPHAS software that is specifically created for fast processing of cash flow models, especially in the insurance industry.
Students will be able to use acquired knowledge not only in the system of insurance but also in other related disciplines, they will formulate alternate approaches, select appropriate methods and suitably present the solution and defend it with necessary arguments.
|
|
Prerequisites
|
unspecified
|
|
Assessment methods and criteria
|
Oral examination, Written examination, Student performance assessment
The examination is written, eventually oral.
|
|
Recommended literature
|
-
Stochastic Modeling: Theory and reality from an actuarial perspective.. Ottawa: Association Actuarielle Internationale, 2010.
-
CIPRA, T.:. Finanční a pojistné vzorce. Praha: Grada Publishing, 2006.
-
Cipra, Tomáš. Kapitálová přiměřenost ve financích a solventnost v pojišťovnictví. Praha: Ekopress, 2002. ISBN 80-86119-54-8.
-
Cipra, Tomáš. Pojistná matematika : teorie a praxe. Praha: Ekopress, 2006. ISBN 80-86929-11-6.
-
DICKSON, D. C. M., HARDY, M. R., WATERS, H. R. Actuarial Mathematics for Life Contingent Risks. Cambridge: Cambridge University Press, 2009.
-
LIN, X. Introductory stochastic analysis for finance and insurance.. Hoboken: Wiley-Interscience, 2006.
-
Wüthrich, Mario V. Stochastic claims reserving methods in insurance. Chichester: John Wiley & Sons, 2008. ISBN 978-0-470-72346-3.
|