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Life Insurance 2 - practicals (ST 2020/2021)
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Conditions for the pass:
- test (7 points out of 10), only one possibility to repeat
- 3 homework assignments. Solutions must be sent by email by the deadlines. You may be asked to correct the mistakes. Details in PDF
- Classroom teaching has been cancelled. This course will be taught by distant education methods including homework.
Self-study materials will be published on this website.
- Dr. Petr Vejmělka webpage
- Collection of solved examples (will be extended during the semester): PDF
- Multiple decrements: 03_MD.pdf
- Video files from ZOOM exercises in MOODLE.
- Homework 1: TBD
- Homework 2: TBD
- Homework 3: TBD
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Literature:
- Gerber H.U.: Life Insurance Mathematics. Springer-Verlag 1986.
- Cipra, T.: Pojistná matematika: teorie a praxe. Ekopress, Praha 2006. (in Czech)
- Vocabulary: PDF XLSX
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Life Insurance 1 - practicals (WT 2020/2021)
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Conditions for the pass:
- 5 homework assignments. Solutions must be sent by email by the deadlines. You may be asked to correct the mistakes. Details in PDF
- Classroom teaching has been cancelled. This course will be taught by distant education methods including homework.
Self-study materials will be published on this website.
- Dr. Petr Vejmělka webpage
- Collection of solved examples (will be extended during the semester): PDF
- Video files from ZOOM exercises in MOODLE.
- Homework 1: PDF
- Homework 2: PDF
- Homework 3: PDF
- Homework 4: PDF
- Homework 5: PDF
- RESULTS: PDF
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Literature:
- Gerber H.U.: Life Insurance Mathematics. Springer-Verlag 1986.
- Cipra, T.: Pojistná matematika: teorie a praxe. Ekopress, Praha 2006. (in Czech)
- Vocabulary: PDF XLSX
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Life Insurance 2 - practicals (ST 2019/2020)
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Conditions for the pass (taking into account the current situation):
- 5 homework assignments. Solutions must be sent by email by the deadlines. You may be asked to correct the mistakes.
- Vocabulary: PDF XLSX
- Classroom teaching has been cancelled until further notice. For the duration of the cancellation, this course will be taught by distant education methods including homework.
- Net premium reserves, overal loss, technical gain
- Homework 1-2: LI2_HW12_2020.pdf Policies2020.txt
- Multiple decrements: 03_MD.pdf
- Multiple lifes: 04_ML.pdf
- Homework 3-4: LI2_HW34_2020.pdf LT_disability.txt
- Expense-loaded premium and reserves: 05_Brutto.pdf
- Homework 5: LI2_HW5_2020.pdf
- Lee-Carter model: 06_Lee_Carter.pdf
- Lee-Carter model: Additional reading
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Literature:
- Gerber H.U.: Life Insurance Mathematics. Springer-Verlag 1986.
- Cipra, T.: Pojistná matematika: teorie a praxe. Ekopress, Praha 2006. (in Czech)
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Life Insurance 1 - practicals (WT 2019/2020)
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Conditions for the pass:
- at least 10 actively attended practicals out of 13
- test (7 points out of 10), only one possibility to repeat
- 3 homework (will be specified during the semester)
- Financial mathematics - examples: PDF
- Homework 1: LI1_HW1_2019WT.pdf
- Homework 2-3: LI1_HW23_2019.pdf
- FINAL TEST: January 6, 2020
- REVISION TEST: January 15, 2020, 9:00, room K4. Please, let me know a day before that you are coming.
- Vocabulary: PDF XLSX
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Literature:
- Gerber H.U.: Life Insurance Mathematics. Springer-Verlag 1986.
- Cipra, T.: Pojistná matematika: teorie a praxe. Ekopress, Praha 2006. (in Czech)
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Life Insurance 2 - practicals (ST 2018/2019)
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Conditions for the pass:
- at least 8 actively attended practicals out of 11
- test (7 points out of 10), only one possibility to repeat
- 3 homework (will be specified during the semester)
- Vocabulary: PDF XLSX
- Homework 1-2: LI2_HW12_2019.pdf Policies2019.txt
- Homework 3: LI2_HW3_2019.pdf
- FINAL TEST: 16. 5. 2019
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Literature:
- Gerber H.U.: Life Insurance Mathematics. Springer-Verlag 1986.
- Cipra, T.: Pojistná matematika: teorie a praxe. Ekopress, Praha 2006. (in Czech)
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Life Insurance 1 - practicals (WT 2018/2019)
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Conditions for the pass:
- at least 10 actively attended practicals out of 13
- test (7 points out of 10), only one possibility to repeat
- 3 homework (will be specified during the semester)
- Financial mathematics - examples: PDF
- Homework 1: LI1_HW1_2018WT.pdf
- Homework 2-3: LI1_HW23_2018WT.pdf
- FINAL TEST: December 17, 2018
- REVISION TEST: 9:00, January 16, 2019, room K9. Please, let me know a day before that you are coming.
- Vocabulary: PDF XLSX
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Literature:
- Gerber H.U.: Life Insurance Mathematics. Springer-Verlag 1986.
- Cipra, T.: Pojistná matematika: teorie a praxe. Ekopress, Praha 2006. (in Czech)
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Life Insurance 2 - practicals (ST 2017/2018)
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Conditions for the pass:
- at least 8 actively attended practicals out of 11
- test (7 points out of 10), only one possibility to repeat
- 3 homework (will be specified during the semester)
- Vocabulary: PDF XLSX
- Homework 1-2: LI2_HW12_2018.pdf Policies2018.txt
- Homework 3: LI2_HW3_2018.pdf
- FINAL TEST: 21. 5. 2018
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Literature:
- Gerber H.U.: Life Insurance Mathematics. Springer-Verlag 1986.
- Cipra, T.: Pojistná matematika: teorie a praxe. Ekopress, Praha 2006. (in Czech)
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Life Insurance 1 - practicals (WT 2017/2018)
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Conditions for the pass:
- at least 10 actively attended practicals out of 13
- test (7 points out of 10), only one possibility to repeat
- 3 homework (will be specified during the semester)
- Financial mathematics: PDF
- Homework 1: LI1_HW1_2017WT.pdf
- Life tables and commutation functions: Male, Female, Unisex
- Homework 2-3: LI1_HW23_2017.pdf
- RESULTS
- FINAL TEST: January 8, 2018
- REVISION TEST: Januray 18 (9:00, room K7). Please, let me know a day before that you are coming.
- Vocabulary: PDF XLSX
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Literature:
- Gerber H.U.: Life Insurance Mathematics. Springer-Verlag 1986.
- Cipra, T.: Pojistná matematika: teorie a praxe. Ekopress, Praha 2006. (in Czech)
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Life Insurance 2 - practicals (ST 2016/2017)
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Conditions for the pass:
- at least 8 actively attended practicals out of 11
- test (7 points out of 10), only one possibility to repeat
- 3 homework (will be specified during the semester)
- Vocabulary: PDF XLSX
- Homework 1: LI2_HW1_2017.pdf
- Homework 2: LI2_HW2_2017.pdf Policies2017.txt
- Homework 3: LI2_HW3_2017.pdf
- FINAL TEST: May 15, 2017 (14:00, room K9)
- RESULTS
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Literature:
- Gerber H.U.: Life Insurance Mathematics. Springer-Verlag 1986.
- Cipra, T.: Pojistná matematika: teorie a praxe. Ekopress, Praha 2006. (in Czech)
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Life Insurance 1 - practicals (WT 2016/2017)
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Conditions for the pass:
- at least 10 actively attended practicals out of 13
- test (7 points out of 10), only one possibility to repeat
- 2 homework (will be specified during the semester)
- Homework 1: LI1_HW1_2016WT.pdf
- Life tables and commutation functions: Male, Female, Unisex
- Homework 2-3: LI1_HW23_2016WT.pdf
- FINAL TEST: December 19, 2016
- REVISION TEST: January 16, 2017, 9:00, room K6. Please, let me know a day before that you come.
- RESULTS
- Vocabulary: PDF XLSX
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Literature:
- Gerber H.U.: Life Insurance Mathematics. Springer-Verlag 1986.
- Cipra, T.: Pojistná matematika: teorie a praxe. Ekopress, Praha 2006. (in Czech)