The course aims at providing knowledge of the principles of insurance models and their application within management of insurance companies and other entities. It is focused on particular aspects of insurance risk estimation in all branches of insurance sector and their subsequent management. It also covers calculation of technical provisions, related investment issues and pricing problems. An inherent part of the course is the analysis of institutional dimension.
Insurance models and their application
| Type of study | Doctoral |
|---|---|
| Language of instruction | English |
| Code | 154-9510/01 |
| Abbreviation | PMVa |
| Course title | Insurance models and their application |
| Credits | 10 |
| Coordinating department | Department of Finance |
| Course coordinator | prof. Ing. Tomáš Tichý, Ph.D. |
Subject syllabus
Literature
HULL, J. C. Risk Management and Financial Institutions. Willey, 2012.
CIPRA, T. Pojistná matematika – teorie a praxe. Praha: Ekopress, 2006.
DOFF, R. Risk Management for Insurers: Risk Control, Economic Capital and Solvency II. Risk Books, 2007.
SANDSTROM, A. Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice. CRC Press, 2010.
CIPRA, T. Pojistná matematika – teorie a praxe. Praha: Ekopress, 2006.
DOFF, R. Risk Management for Insurers: Risk Control, Economic Capital and Solvency II. Risk Books, 2007.
SANDSTROM, A. Handbook of Solvency for Actuaries and Risk Managers: Theory and Practice. CRC Press, 2010.
Advised literature
CIPRA, T. Praktický průvodce finanční a pojistnou matematikou. Praha: Ekopress, 2005.
CIPRA, T. Zajištění a přenos rizik v pojišťovnictví. Praha: Grada, 2004.
ČEJKOVÁ, V. Pojistný trh. Praha: Grada, 2002.
CRUZ, M. The Solvency II Handbook. Riskbook, 2009.
DAŇHEL, J. a kol. Pojistná teorie. Praha: Professional Publishing, 2006.
DUCHÁČKOVÁ, E. Principy pojištění a pojišťovnictví. Praha: Ekopress, 2009.
DUCHÁČKOVÁ, E., DAŇHEL, J. Teorie pojistných trhů. Praha: Professional Publishing, 2010.
SANDSTROM, A. Solvency: Models, Assessment and Regulation. CRC – Chapman, 2005.
CIPRA, T. Zajištění a přenos rizik v pojišťovnictví. Praha: Grada, 2004.
ČEJKOVÁ, V. Pojistný trh. Praha: Grada, 2002.
CRUZ, M. The Solvency II Handbook. Riskbook, 2009.
DAŇHEL, J. a kol. Pojistná teorie. Praha: Professional Publishing, 2006.
DUCHÁČKOVÁ, E. Principy pojištění a pojišťovnictví. Praha: Ekopress, 2009.
DUCHÁČKOVÁ, E., DAŇHEL, J. Teorie pojistných trhů. Praha: Professional Publishing, 2010.
SANDSTROM, A. Solvency: Models, Assessment and Regulation. CRC – Chapman, 2005.