1. Internal models for SCR calculation - risk classification, simulation, dependences
2. Financial reporting in S2 and IFRS
3. Methods of valuation of insurance liabilities
4. Principles of risk margin calculation
5. Mathematical methods in risk management of an insurance company
6. ORSA process
Study of the regulatory framework Solvency 2 and of the international financial reporting standards for insurance contracts from the actuarial point of view. Valuation methods. Internal models for the capital requirements calculation and for the risk management of an insurance company.
A course for PhD students.