Insurance Mathematics

Insurance Mathematics
151-0107/01
čeština

Summary

The main goal is to acquaint students with the most fundamental results of
present actuarial mathematics at the appropriate level, so that they will be
able work further on these topics creatively on their own. Students will be
acquainted with insurance risk models, main demographic characteristics used
in life insurance, models of net premium and gross premium calculation as well
in life as in non-life insurance, general principles of premium reserves
calculation and reinsurance. Actual points related to pension systems and
insurer’s solvency will also be discussed. The matter of the subject can be
studied using the knowledge of financial mathematics, statistics, spreadsheets
(esp. MS Excel) and the very elementary knowledge of algorithms and
programming.

Literature

WILLIAMS, Chester A., SMITH, Michael L., YOUNG, Peter C.: Risk
Management and insurance. 7nd ed. New York: MacGraw-Hill,
1995. 680 s. .

Advised literature

CIPRA, T.: Kapitálová přiměřenost ve financích a solventnost v pojišťovnicví. 1. vyd. Praha: Ekopress, 2002. 271 s. ISBN 80-86119-54-8.
CIPRA, T.: Pojistná matematika v praxi. 1. vyd. Praha: HZ, 1993. 273 s. ISBN 80-901495-6-1.
CIPRA, T.: Penzijní pojištění. 1. vyd. Praha: HZ, 1996. ISBN 80-86009-04-1.
CIPRA, T.: Teorie rizika v pojistné matematice. 1. vyd. Praha: MFF UK, 1991. Vydáno společně s Českou Pojišťovnou jako interní tisk. 200 s.
CIPRA, T.: Matematické metody demografie a pojištění. 1. vyd. Praha: SNTL, 1990. 455 s. .
KOSCHIN, F.: Aktuárská demografie (úmrtnost a životní pojištění). 2. vyd. Praha: VŠE, 2000. 123 s. .

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Language of instruction	čeština
Code	151-0107
Abbreviation	PMvol
Course title	Insurance Mathematics
Coordinating department	Department of Mathematical Methods in Economics
Course coordinator	RNDr. Jan Hrubeš