30.3.2017 12:45 - Seminář Firemí data

30.3.2017 12:45 - Seminář Firemí data

13.4.2017 - Děkanský den

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Pokročilé hledání

4IM – Insurance Mathematics

A. Garant

Ing. Pavel Zimmermann, Ph.D.

B. Charakteristics

The specialization covers statistical and probabilistic models applied in the field of insurance. It is a combination of theory and methodology and applications. Most lecturers have also practical experience with applications of the advanced methodology in the business and hence are able to prepare the attendants for solving real tasks. Many examples and study cases are based on real data.
The specialization covers tasks from both life and non-life insurance. Task covers pricing, reserving, solvency and reinsurance tasks. Examples are solved in Excel and statistical freeware R.

C. Requirements for registration

Designed primarily for students of the master programme ‘Quantitative Economic Analysis’ but available for all master programs (incl. Czech programs) except for students of „Statistika“ and „Statisticko-pojistné inženýrství“.

D. Requirements for graduation

I. A group of required courses – 18 ECTS

Ident Subject title
4ST624 Mathematical and probabilistic methods in life insurance
4ST625 Probabilistic and statistical methods in non-life insurance
4ST630 Probability and Mathematic Statistics 2

II. A group of elective courses – 12 ECTS

Ident Subject title
4ST622 Non-life Insurance Models
4ST632 Operational Risk
4ST644 Stochastic Processes and Risk in Finance and Insurance
4EK602 Games and Decisions

III. Minor Field State Exam – 3 ECTS

Ident Subject title
4IM Minor Field State Exam

F. Questions from the state exam