M6110 Mathematics of Insurance

Faculty of Science
Spring 2011 - only for the accreditation
Extent and Intensity
2/1/0. 3 credit(s) (příf plus uk k 1 zk 2 plus 1 > 4). Type of Completion: zk (examination).
Teacher(s)
doc. RNDr. Josef Niederle, CSc. (lecturer)
Guaranteed by
doc. RNDr. Josef Niederle, CSc.
Department of Mathematics and Statistics – Departments – Faculty of Science
Prerequisites
M2120 Mathematics of Finance
Basic courses in Mathematics of Finance and Probability Theory.
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
fields of study / plans the course is directly associated with
Course objectives
This is an introductory course in the Mathematics of Insurance. The objectives are to understand the mathematical backgrounds of life insurance, the computation of insurance reserve as well as the mathematical backgrounds of non-life insurance.
Syllabus
  • Basic principles
  • Life insurance
  • Non-life insurance
  • Stochastic models in Mathematics of Finance and Mathematics of Insurance
Literature
  • CIPRA, Tomáš. Pojistná matematika : teorie a praxe. Vyd. 1. Praha: Ekopress, 1999, 398 s. ISBN 8086119173. info
  • CIPRA, Tomáš. Pojistná matematika v praxi. Vyd. 1. Praha: HZ Praha, 1994, 273 s. ISBN 80-901495-6-1. info
  • CIPRA, Tomáš. Praktický průvodce finanční a pojistnou matematikou. Vyd. 1. Praha: HZ, 2000, 320 s. ISBN 80-901918-0-0. info
  • CIPRA, Tomáš. Matematické metody demografie a pojištění. 1. vyd. Praha: SNTL - Nakladatelství technické literatury, 1990, 455 s. ISBN 80-03-00222-2. info
  • CIPRA, Tomáš. Penzijní pojištění a jeho výpočetní aspekty. Vyd. 1. Praha: HZ Praha, 1996, 234 s. ISBN 80-86009-04-1. info
Teaching methods
Lectures and seminars.
Assessment methods
Written exam.
Language of instruction
Czech
Further comments (probably available only in Czech)
The course is taught annually.
The course is taught: every week.
Listed among pre-requisites of other courses
Teacher's information
ftp://www.math.muni.cz/pub/math/people/Niederle/info/index.html
The course is also listed under the following terms Spring 2008 - for the purpose of the accreditation, Spring 2000, Spring 2001, Spring 2002, Spring 2003, Spring 2004, Spring 2005, Spring 2006, Spring 2007, Spring 2008, Spring 2009, Spring 2010, Spring 2011, Spring 2012, spring 2012 - acreditation, Spring 2013, Spring 2014, Spring 2015, Spring 2016, Spring 2017, spring 2018, Spring 2019, Spring 2020, Spring 2021, Spring 2022, Spring 2023, Spring 2024, Spring 2025.