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Ukončeno v akademickém roce 2018/2019

Insurance II.

Type of study Follow-up Master
Language of instruction English
Code 154-0520/01
Abbreviation INS II.
Course title Insurance II.
Credits 3
Coordinating department Department of Finance
Course coordinator Ing. Petr Polák, Ph.D.

Osnova předmětu

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Povinná literatura

DORFMAN, M. S., CATHER, D. Introduction to risk management and insurance. 10th ed. Harlow: Pearson Prentice Hall, 2012. 496 p. ISBN 0-13-144958-3.
OLIVIERI, A., PITACCO, E. Introduction to insurance mathematics: technical and financial features of risk transfers. 2nd ed. Berlin: Springer, 2015. 526 p. ISBN 978-3-319-21376-7.
WÜTHRICH, M.V., MERZ, M. Stochastic Claims Reserving Methods in Insurance. Chichester: Wiley, 2008. 424 p. ISBN 978-0-470-77272-0 .

Doporučená literatura

DICKSON, D. C. M. Insurance Risk and Ruin. 2nd ed. Cambridge: Cambridge University Press, 2017. 294 p. ISBN 978-1-107-15460-5.
SANDSTRÖM, A. Handbook of solvency for actuaries and risk managers: theory and practice. Boca Raton: CRC Press, 2011. 1055 p. ISBN 978-1-4398-2130-5.
WÜTHRICH, M. V., MERZ, M. Financial modeling, actuarial valuation and solvency in insurance. Berlin: Springer, 2013. 432 p. ISBN 978-3-642-31391-2.