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.