NMFM401 Mathematics of Non-Life Insurance 1
- Practicals:
- Tuesday 12:20 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, one possible revision exam); secondary written pass exam: Tuesday 22. 12. 2015 at 12:20 in K2
- oral presentation with transparencies (in groups)
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
- 6. 10. 2015 - severity I
- 13. 10. 2015 - severity II
- 20. 10. 2015 - severity III
- 27. 10. 2015 - frequency I
- 3. 11. 2015 - frequency II
- 10. 11. 2015 - frequency III
- 17. 11. 2015 - no practicals (Struggle for Freedom and Democracy Day)
- 24. 11. 2015 - aggregate loss models I
- 1. 12. 2015 - aggregate loss models II
- 8. 12. 2015 - written pass exam
- 15. 12. 2015 - loss reserving: chain ladder and bootstrap, GLM reserving, residuals and bootstrapping
- 22. 12. 2015 - ruining
- 5. 1. 2016 - presentations
- 12. 1. 2016 - presentations
Presentations
Group | Assignment and date of presentation | |
---|---|---|
Data | Date | |
Satorres Almenara, Reissmann | auto$PersonalAutoPaid | 5. 1. |
Čáha, Čápová | auto$CommercialAutoPaid | 5. 1. |
Dlouhá, Voráčková | GenIns | 5. 1. |
Pavčová, Tian | M3IR5 | 12. 1. |
Bednárik, Lipták | ABC | 12. 1. |
Khýr, Studnička | RAA | 12. 1. |
Written pass exam - results
Name | Points | Pass [Yes/No] | |
---|---|---|---|
I. | II. | ||
Bednárik Vojtěch | 20 | - | Y |
Čáha Pavel | 20 | - | Y |
Čápová Petra | 20 | - | Y |
Dlouhá Veronika | 18 | - | Y |
Khýr Miroslav | 19 | - | Y |
Lipták Patrik | 20 | - | Y |
Pavčová Eva | 17 | - | Y |
Reissmann Konstantin | 18 | - | Y |
Satorres Almenara Angel | 20 | - | Y |
Studnička Václav | 19 | - | Y |
Tian Cheng | 17 | - | Y |
Voráčková Andrea | 20 | - | 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.