154-0910/01 – Insurance models and their application (PMaV)
Gurantor department | Department of Finance | Credits | 10 |
Subject guarantor | prof. Ing. Tomáš Tichý, Ph.D. | Subject version guarantor | prof. Ing. Tomáš Tichý, Ph.D. |
Study level | postgraduate | Requirement | Choice-compulsory |
Year | | Semester | winter + summer |
| | Study language | Czech |
Year of introduction | 2013/2014 | Year of cancellation | |
Intended for the faculties | EKF | Intended for study types | Doctoral |
Subject aims expressed by acquired skills and competences
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.
Teaching methods
Lectures
Individual consultations
Summary
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.
Compulsory 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.
Recommended 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.
Additional study materials
Way of continuous check of knowledge in the course of semester
E-learning
Other requirements
There are no additional requirements on any student
Prerequisities
Subject has no prerequisities.
Co-requisities
Subject has no co-requisities.
Subject syllabus:
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.
Conditions for subject completion
Occurrence in study plans
Occurrence in special blocks
Assessment of instruction
Předmět neobsahuje žádné hodnocení.