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.
Povinná literatura
Promislow, David.S.: Fundamentals of Actuarial Mathematics. 1st ed. Chichester: John Wiley & Sons Ltd, 2006. 372 pp. ISBN 0-470-01689-2
Doporučená literatura
Mikosch, T.: Non-Life Insurance Mathematics - An Introduction with Stochastic Processes. 1st ed. Berlin: Springer, 2004. 235 pp. ISBN 3-540-40650-6 WILLIAMS, Chester A., SMITH, Michael L., YOUNG, Peter C.: Risk
Management and insurance. 7nd ed. New York: MacGraw-Hill,
1995. 680 pp. ISBN 0-07-070584-4.