The course 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.
Povinná literatura
CRUZ, M. The Solvency II Handbook. Risk Books, 2009.
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. Boca Raton: CRC Press, 2010.
Doporučená literatura
HULL, J. C. Risk Management and Financial Institutions. Willey, 2012.
INGERSOLL, J. E. Theory of Financial Decision-Making. Totowa: Rowman & Littlefield, 2000.
SANDSTROM, A. Solvency: Models, Assessment and Regulation. Boca Raton: CRC/Chapman, 2005.