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Non-life Insurance 2

Class at Faculty of Mathematics and Physics |
NMFM304

Syllabus

Claims development analysis. IBNR reserves calculation methods.

Rate-making. Basic rate-making in a multiplicative tariff structure.

Credibility. Model of Bühlmann and Straub.

Mathematical modelling of Bonus - Malus Systems.

Annotation

Technical reserves in non-life insurance. Rate-making.

Credibility. Bonus systems.