154-9510/01 – Insurance models and their application (PMVa)

Gurantor departmentDepartment of FinanceCredits10
Subject guarantorprof. Ing. Tomáš Tichý, Ph.D.Subject version guarantorprof. Ing. Tomáš Tichý, Ph.D.
Study levelpostgraduateRequirementChoice-compulsory
YearSemesterwinter + summer
Study languageEnglish
Year of introduction2013/2014Year of cancellation
Intended for the facultiesEKFIntended for study typesDoctoral
Instruction secured by
LoginNameTuitorTeacher giving lectures
TIC02 prof. Ing. Tomáš Tichý, Ph.D.
Extent of instruction for forms of study
Form of studyWay of compl.Extent
Full-time Examination 80+0
Part-time Examination 80+0

Subject aims expressed by acquired skills and competences

Cílem předmětu je poskytnutí znalostí o podstatě pojistných modelů a jejich využití při řízení rizik v pojišťovnách a dalších subjektech. Předmět je proto zaměřen na jednotlivé aspekty odhadu pojistných rizik v rámci všech odvětví pojišťovnictví a jejich následného řízení.

Teaching methods

Lectures
Individual consultations

Summary

Předmět je zaměřen na jednotlivé aspekty odhadu pojistných rizik v rámci všech odvětví pojišťovnictví a jejich následného řízení. Rovněž jsou zahrnuty principy investování pojistně technických rezerv i cenotvorba. Nedílnou součástí je také institucionální zabezpečení pojistného sektoru, včetně koncepce regulace prostřednictvím měr solventnosti.

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.

Way of continuous check of knowledge in the course of semester

E-learning

Other requirements

There are no other requirements on studnets.

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

Part-time form (validity from: 2013/2014 Winter semester)
Task nameType of taskMax. number of points
(act. for subtasks)
Min. number of points
Examination Examination  
Mandatory attendence parzicipation:

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Occurrence in study plans

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2020/2021 (P6202) Economic Policy and Administration (6202V010) Finance P English Ostrava Choice-compulsory study plan
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2019/2020 (P6202) Economic Policy and Administration (6202V010) Finance P English Ostrava Choice-compulsory study plan
2019/2020 (P6202) Economic Policy and Administration (6202V010) Finance K English Ostrava Choice-compulsory study plan
2018/2019 (P6202) Economic Policy and Administration (6202V010) Finance P English Ostrava Choice-compulsory study plan
2018/2019 (P6202) Economic Policy and Administration (6202V010) Finance K English Ostrava Choice-compulsory study plan
2017/2018 (P6202) Economic Policy and Administration (6202V010) Finance P English Ostrava Choice-compulsory study plan
2017/2018 (P6202) Economic Policy and Administration (6202V010) Finance K English Ostrava Choice-compulsory study plan
2016/2017 (P6202) Economic Policy and Administration (6202V010) Finance P English Ostrava Choice-compulsory study plan
2016/2017 (P6202) Economic Policy and Administration (6202V010) Finance K English Ostrava Choice-compulsory study plan
2015/2016 (P6202) Economic Policy and Administration (6202V010) Finance P English Ostrava Choice-compulsory study plan
2015/2016 (P6202) Economic Policy and Administration (6202V010) Finance K English Ostrava Choice-compulsory study plan
2014/2015 (P6202) Economic Policy and Administration (6202V010) Finance P Czech Ostrava Choice-compulsory study plan
2014/2015 (P6202) Economic Policy and Administration (6202V010) Finance K Czech Ostrava Choice-compulsory study plan
2014/2015 (P6202) Economic Policy and Administration (6202V010) Finance P English Ostrava Choice-compulsory study plan
2013/2014 (P6202) Economic Policy and Administration (6202V010) Finance P Czech Ostrava Choice-compulsory study plan

Occurrence in special blocks

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