NMFM401

NMFM401 Mathematics of Non-Life Insurance 1

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: Monday 9. 1. 2019 at 9:00 in K6
oral presentation with transparencies (in groups)

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

3. 10. 2018 - severity I
10. 10. 2018 - severity II
17. 10. 2018 - severity III
24. 10. 2018 - frequency I
31. 10. 2018 - frequency II
7. 11. 2018 - frequency III
14. 11. 2018 - aggregate loss models I
21. 11. 2018 - aggregate loss models II
28. 11. 2018 - written pass exam
5. 12. 2018 - loss reserving: chain ladder and bootstrap, GLM reserving, residuals and bootstrapping
12. 12. 2018 - presentations I
19. 12. 2018 - presentations II
9. 1. 2019 - revision pass exam

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.