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  • Life Insurance 2 - practicals (ST 2020/2021)

    -
    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

    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

  • Life Insurance 1 - practicals (WT 2020/2021)

    -
    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

    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

  • Life Insurance 2 - practicals (ST 2019/2020)

    -
    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


    Literature:
    Gerber H.U.: Life Insurance Mathematics. Springer-Verlag 1986.
    Cipra, T.: Pojistná matematika: teorie a praxe. Ekopress, Praha 2006. (in Czech)

  • Life Insurance 1 - practicals (WT 2019/2020)

    -
    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

    Literature:
    Gerber H.U.: Life Insurance Mathematics. Springer-Verlag 1986.
    Cipra, T.: Pojistná matematika: teorie a praxe. Ekopress, Praha 2006. (in Czech)

  • Life Insurance 2 - practicals (ST 2018/2019)

    -
    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

    Literature:
    Gerber H.U.: Life Insurance Mathematics. Springer-Verlag 1986.
    Cipra, T.: Pojistná matematika: teorie a praxe. Ekopress, Praha 2006. (in Czech)

  • Life Insurance 1 - practicals (WT 2018/2019)

    -
    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

    Literature:
    Gerber H.U.: Life Insurance Mathematics. Springer-Verlag 1986.
    Cipra, T.: Pojistná matematika: teorie a praxe. Ekopress, Praha 2006. (in Czech)

  • Life Insurance 2 - practicals (ST 2017/2018)

    -
    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

    Literature:
    Gerber H.U.: Life Insurance Mathematics. Springer-Verlag 1986.
    Cipra, T.: Pojistná matematika: teorie a praxe. Ekopress, Praha 2006. (in Czech)

  • Life Insurance 1 - practicals (WT 2017/2018)

    -
    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

    Literature:
    Gerber H.U.: Life Insurance Mathematics. Springer-Verlag 1986.
    Cipra, T.: Pojistná matematika: teorie a praxe. Ekopress, Praha 2006. (in Czech)

  • Life Insurance 2 - practicals (ST 2016/2017)

    -
    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

    Literature:
    Gerber H.U.: Life Insurance Mathematics. Springer-Verlag 1986.
    Cipra, T.: Pojistná matematika: teorie a praxe. Ekopress, Praha 2006. (in Czech)

  • Life Insurance 1 - practicals (WT 2016/2017)

    -
    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

    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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