Non-life Insurance Mathematics WM-MA-MUM
Prerequisites: probability theory, mathematical analysis
Objectives of the course: Students are intended to obtain a basic knowledge on: modeling numbers and size of claims, premium calculations, analyzing insurance portfolio in terms of risk theory and utility theory.
Assessment methods: By a combination of examinations and coursework.
(in Polish) E-Learning
(in Polish) Grupa przedmiotów ogólnouczenianych
Type of subject
Course coordinators
Bibliography
1.Otto W., Ubezpieczenia majątkowe, cz. I, WNT, Warszawa 2004,
2. E. Straub, Non-life insurance mathematics,
Springer, 1988, Association of Swiss Actuaries, Zurich
3.H. Gerber, An intoduction to mathematical risk theory, the Huebner Foundation for Insurance Education, 1979, University of Pennsylvania
4. T. Rolski i inni, Stochastic processes for insurance and finance, John Wiley and Sons, 1998, Chichester.
Additional information
Additional information (registration calendar, class conductors, localization and schedules of classes), might be available in the USOSweb system: