NMFM401 Mathematics of Non-Life Insurance 1
- Practicals:
- Wednesday 17:20 K3
- SIS web page of the event
- Guarantor RNDr. Lucie Mazurová, Ph.D.
Conditions for the pass
- at least 9 attended practicals out of 12
- all solved homeworks (1 week deadline)
- written exam (at least 50% of points, one possible revision exam); secondary written pass exam: Wednesday 10. 12. 2014 at 3:40pm in K1
- oral presentation with transparencies (in groups of three)
Data for presentations
- R data sets from package ChainLadder
- install.packages("ChainLadder")
- library("ChainLadder")
- 9 data sets for groups: ABC, auto$PersonalAutoPaid, auto$CommercialAutoPaid, GenIns, liab$GeneralLiab, liab$AutoLiab, M3IR5, Mortgage, RAA
Exercises and homeworks
- 1. 10. 2014 - severity I
- 8. 10. 2014 - severity II
- 15. 10. 2014 - severity III
- 22. 10. 2014 - frequency I
- 29. 10. 2014 - frequency II
- 5. 11. 2014 - frequency III
- 12. 11. 2014 - no practicals (Dean's day)
- 19. 11. 2014 - aggregate loss models I
- 26. 11. 2014 - aggregate loss models II
- 3. 12. 2014 - written pass exam
- 10. 12. 2014 - loss reserving: chain ladder and bootstrap, GLM reserving, residuals and bootstrapping
- 17. 12. 2014 - presentations
- 7. 1. 2014 - presentations
Presentations
| Group | Assignment and date of presentation | |
|---|---|---|
| Data | Date | |
| Perichtová, Božoňová, Malíková | auto$PersonalAutoPaid | 17. 12. |
| Mirtes, Kuzminskaya | auto$CommercialAutoPaid | 17. 12. |
| Filka, Bouř | GenIns | 17. 12. |
| Kudlík, Rušin, Brisudová | liab$GeneralLiab | 17. 12. |
| Biolek, Korbel, Masák | liab$AutoLiab | 17. 12. |
| Smolárová, Marko, Fučík | Mortgage | 7. 1. |
| Kuzmiak, Krajňák | M3IR5 | 7. 1. |
| Németh, Fehérová, Petrovič | ABC | 7. 1. |
| Vacek, Benko, Kušnír | RAA | 7. 1. |
Written pass exam - results
| Name | Points | Pass [Yes/No] | |
|---|---|---|---|
| I. | II. | ||
| Benko Milan | 17 | - | Y |
| Biolek Jiří | 20 | - | Y |
| Bouř Vojtěch | 19 | - | Y |
| Božoňová Denisa | 14 | - | Y |
| Brisudová Katarína | 18 | - | Y |
| Fehérová Veronika | 17 | - | Y |
| Filka Jakub | 17 | - | Y |
| Fučík Jan | 19 | - | Y |
| Korbel Michal | 20 | - | Y |
| Krajňák Tomáš | 13 | - | Y |
| Kudlík Michal | 19 | - | Y |
| Kušnír Martin | 16 | - | Y |
| Kuzmiak Maroš | 18 | - | Y |
| Kuzminskaya Kseniya | 18 | - | Y |
| Malíková Kateřina | 13 | - | Y |
| Marko Dominik | 16 | - | Y |
| Masák Štěpán | 18 | - | Y |
| Mirtes Lukáš | 20 | - | Y |
| Németh Richard | 20 | - | Y |
| Perichtová Margaréta | 13 | - | Y |
| Petrovič Martin | 18 | - | Y |
| Rušin Ján | 15 | - | Y |
| Smolárová Tereza | 19 | - | Y |
| Vacek Lukáš | 15 | - | 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.