151-0320/02 – Insurance Mathematics (PMnav)
| Gurantor department | Department of Mathematical Methods in Economics | Credits | 5 |
| Subject guarantor | Mgr. Taťána Funioková, Ph.D. | Subject version guarantor | Mgr. Taťána Funioková, Ph.D. |
| Study level | undergraduate or graduate | Requirement | Compulsory |
| Year | 3 | Semester | winter |
| | Study language | Czech |
| Year of introduction | 2004/2005 | Year of cancellation | |
| Intended for the faculties | EKF | Intended for study types | Follow-up Master, Bachelor |
Subject aims expressed by acquired skills and competences
The objectives of the lessons are to analyse the methods of the actuarial calculations in the context of their ancient development, to identify their conveniences and disadvantages, and to formulate the universal principals on which they are based. The students should undertand them insomuch that they will be able to design new modifications of known caculations and to gauge their applicability in the practice.
Teaching methods
Lectures
Tutorials
Project work
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.
Compulsory literature:
Recommended literature:
Way of continuous check of knowledge in the course of semester
1.projekt - pojištění pro případ dožití a pojištění důchodu s jednorázovým pojistným
2.projekt - pojištění pro případ smrti s jednorázovým pojistným
3.projekt - pojištění s běžným pojistným
E-learning
http://moodle.vsb.cz/vyuka/
kurs 151-320 Pojistná matematika
Other requirements
No additional activities required.
Prerequisities
Subject has no prerequisities.
Co-requisities
Subject has no co-requisities.
Subject syllabus:
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.
Conditions for subject completion
Occurrence in study plans
Occurrence in special blocks
Assessment of instruction