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PřF:M5KPM Chapters from actuarial mathem - Course Information

## M5KPM Chapters from actuarial mathematics

**Faculty of Science**

Autumn 2019

**Extent and Intensity**- 2/0/0. 2 credit(s) (fasci plus compl plus > 4). Type of Completion: zk (examination).
**Teacher(s)**- Mgr. Silvie Zlatošová, Ph.D. (lecturer)
**Guaranteed by**- doc. RNDr. Martin Kolář, Ph.D.

Department of Mathematics and Statistics - Departments - Faculty of Science

Supplier department: Department of Mathematics and Statistics - Departments - Faculty of Science **Timetable**- Thu 12:00–13:50 M4,01024
**Prerequisites**(in Czech)-
**M6110**Mathematics of Insurance **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**- Financial and Insurance Mathematics (programme PřF, B-MA)

**Course objectives**- The aim of the course is to teach students some important techniques from insurance mathematics. At the end of this course, students will be able to understand the collective and individual risk models and apply them. Based on the acquired knowledge student should also be able to determine tariff rates in different periods and credibility and Bayesian premiums.
**Learning outcomes**- At the end of this course, students will be able to understand the collective and individual risk models and apply them. Based on the acquired knowledge student should also be able to determine tariff rates in different periods and credibility and Bayesian premiums.
**Syllabus**- Conditional probability
- Model of individual claims
- Convolution, moment generating functions, application
- Distribution of total insurance claim
- Composite distribution
- Tariffing
- Credibility theory
- Bayesian premium
- Credibility premium

**Literature**- KLUGMAN, Stuart A., Harry H. PANJER and Gordon E. WILLMOT.
*Loss models : from data to decisions*. 4th ed. Hoboken, N.J.: John Wiley & Sons, 2012. xiv,511 s. ISBN 9781118315323. info - BOWERS, Newton L.
*Actuarial mathematics*. 2nd ed. Schaumburg, Ill.: Society of Actuaries, 1997. xxvi, 753. ISBN 0938959468. info

*required literature*- MANDL, Petr and Lucie MAZUROVÁ.
*Matematické základy neživotního pojištění*. Vyd. 1. Praha: Matfyzpress, 1999. 113 s. ;. ISBN 80-85863-42-1. info

*recommended literature*- KLUGMAN, Stuart A., Harry H. PANJER and Gordon E. WILLMOT.
**Teaching methods**- Lectures and discussion
**Assessment methods**- 2 written tests
**Language of instruction**- Czech
**Further Comments**- Study Materials

- Enrolment Statistics (Autumn 2019, recent)
- Permalink: https://is.muni.cz/course/sci/autumn2019/M5KPM