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Insurance Mathematics

Typ studia navazující magisterskébakalářské
Jazyk výuky angličtina
Kód 151-0520/01
Zkratka InsMt
Název předmětu česky Insurance Mathematics
Název předmětu anglicky Insurance Mathematics
Kreditů 5
Garantující katedra Katedra matematických metod v ekonomice
Garant předmětu RNDr. Jan Hrubeš

Osnova předmětu

Risk Models in Assurance
Methods of Assurance Risk Evaluation

Probability Distribution of Assurance Claims
Principles of Insurance Premium Calculation
Equivalence Principle

Life Assurance - Mortality Modeling
Decrementing Population
Experience Tables
Experience Tables Smoothing
Time Shifting, Selection and Antiselection Risk
Collective Risk
Commutation Functions

Basic Kinds of Life Assurance and their Evaluation
General Rules of Life Assurance
Life Assurance Premium Calculation
Capital Assurance
Annuity Assurance
Gross Premium

Health Aspects of Life Assurance
Medical Underwriting
Accident and Disability Insurance
Private Health Insurance

Multiple-Lives and Collective Assurance

Life Insurance Reserves
Net Reserve, Gross Reserve
Saving and Risk Parts of the Insurance Premium

Calculations based upon te Life Assurance Reserve
Smart-Money
Reduction in the Case of Default on Premium Payment
Share in Profit

Modern Life Assurance Approach and Products
Profit Testing, Implicite Value of Life Insurance Company
Investment Life Assurance

Superannuation Scheme
Contributory and Benefit Pension Schemes
Superannuation Scheme Financing

Tariff Groups and Basic Indicators in Non-Life Insurance
Statistical Background and Indicators
Non-Life Insurance Premium Calculations

Non-Life Insurance Reserves
Triangular schemes, Chain-Ladder Method
Extraordinary Risk Composition Reserve

Non-Life Insurance Mathematical Models
Models of Insurance Claims, Insurance Loss, Compound Insurance Models
Time Aspects of Insurance Models
Bankrupcy Probability
Bonus-Malus Systems

Reinsurance
Proportional Reinsurance
Non-Proportional Reinsurance

E-learning

http://moodle.vsb.cz/vyuka/
kurs 151-320 Pojistná matematika

Povinná literatura

Promislow, Vavid S.: Fundamentals of Actuarial Mathematics.
Chichester: Wiley, 2006. ISBN 0-07-070584-4 .
WILLIAMS, Chester A., SMITH, Michael L., YOUNG, Peter C.: Risk
Management and insurance. 7nd ed. New York: MacGraw-Hill,
1995. ISBN 0-07-070584-4 .

Doporučená literatura

K tomuto předmětu nebyla specifikována doporučená literatura.