## NMFM401 Mathematics of Non-Life Insurance 1

- Practicals:
- Tuesday 14:00 K2
- SIS web page of the event
- Guarantor RNDr. Lucie Mazurová, Ph.D.

### Conditions for the pass

- at least
**10 attended practicals**out of 13 - all
**solved homeworks**(1 week deadline) - written
**exam**(at least 50% of points); secondary written pass exam: Tuesday**10. 12. 2013**at**9:00am**in**K2** - oral
**presentation**with transparencies (in groups of two)

### Data for presentations

**R**data sets from package**ChainLadder***install.packages("ChainLadder")**library("ChainLadder")*- 9 data sets for groups of two:
*ABC, auto$PersonalAutoPaid, auto$CommercialAutoPaid, GenIns, liab$GeneralLiab, liab$AutoLiab, M3IR5, Mortgage, RAA*

### Exercises and homeworks

- 1. 10. 2013 - severity I
- 8. 10. 2013 - severity II
- 15. 10. 2013 - severity III
- 22. 10. 2013 - frequency I
- 29. 10. 2013 - frequency II
- 5. 11. 2013 - frequency III
- 12. 11. 2013 - aggregate loss models I
- 19. 11. 2013 - no practicals (graduation day)
- 26. 11. 2013 - aggregate loss models II
- 3. 12. 2013 - written pass exam
- 10. 12. 2013 - loss reserving: chain ladder and bootstrap, GLM reserving, residuals and bootstrapping
- 17. 12. 2013 - presentations
- 7. 1. 2014 - presentations

### Written pass exam - results

Name | Points | Pass [Yes/No] | |
---|---|---|---|

I. | II. | ||

Berdák Vladimír | 13 | - | Y |

Gerthofer Michal | 18 | - | Y |

Hlavandová Radana | 16 | - | Y |

Janouchová Petra | 10 | - | Y |

Kaplanová Martina | 20 | - | Y |

Kráľová Veronika | 20 | - | Y |

Peržina Vít | 20 | - | Y |

Skřivanová Zuzana | 15 | - | Y |

Valentovičová Katarína | 20 | - | Y |

Vichr Jaroslav | 16 | - | Y |

Vlčková Kateřina | 10 | - | Y |

Vojtěch Jonáš | 20 | - | Y |

Volchenkova Irina | 10 | - | Y |

Waczulík Oliver | 16 | - | Y |

Congratulations !

### References

- Klugman, Stuart A., Panjer, Harry H., and Willmont, Gordon E.:
*Loss Models: From Data to Decisions.*John Wiley & Sons, Inc., New York, NY, 4th Edition, 2012.