30. 10. 2020  12:16 Simona, pamätný deň - Výročie Deklarácie slovenského národa
Akademický informačný systém

Sylabus predmetu AKMA06_6I - Actuarial Mathematics (MTF - WS 2019/2020)

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University: Slovak University of Technology in Bratislava
Course unit code:
Course unit title: Actuarial Mathematics
Mode of delivery, planned learning activities and teaching methods:
lecture2 hours weekly / 26 hours per semester of study (on-site method)
26 hours per semester of study (combined method)
2 hours weekly / 26 hours per semester of study (on-site method)
26 hours per semester of study (combined method)

Credits allocated:
Recommended semester/trimester:
Personnel Policy in Industrial Plant - master (compulsory), 1. semester
Personnel Policy in Industrial Plant - master (compulsory), 1. semester
Level of study:
Prerequisites for registration:
Assesment methods:
-- item not defined --
Learning outcomes of the course unit:
The aim of course is to broaden and deepen the knowledge of financial and insurance mathematics with focus on their applicability in practice.
Course contents:
1. Historical introduction, interest rate - basic concepts, simple decursive interest, future value of capital, calculation of interest on several items.
2. Tax burden and net income in simple interest, principle of financial equivalence, mathematical and bank discount.
3. Compounded interest, frequency of interest, effective interest rate, tax burden and net income in compound interest.
4. Mixed interest, continuous interest, the impact of the tax burden on the interest rate.
5. Annuities - basic definitions, temporary anticipative annuity, deferred anticipative annuity.
6. Eternal anticipative anuity, p-terms anticipative annuity.
7. Temporary decursive annuity, deferred decursive anuity, eternal decursive anuity.
8. P-terms decursive anuity, diferent between anticipative and decursive anuity.
9. Amortization of loan under decursive interest calculating.
10. Introduction to life insurance- basic definitions, decrement life tables, commutation figures, single premium life insurance products.
11. Single pension insurance products.
12. Regular premium life insurance products, regular pension insurance products.
13. Brutto premium, traditional approach to include expenses in the premium, interpretation of standard expense coefficients.
Recommended or required reading:
URBANÍKOVÁ, M. -- VACULÍKOVÁ, Ľ. Aktuárska matematika. Bratislava : STU v Bratislave, 2006. 186 p. ISBN 80-227-2442-4.
URBANÍKOVÁ, M. -- ŠPIRKOVÁ, J. -- VACULÍKOVÁ, Ľ. Aplikovaná matematika: Vybrané kapitoly z finančnej a poistnej matematiky. Bratislava : Nakladateľstvo STU, 2014. 201 p. ISBN 978-80-227-4128-6.
LAMOŠ, F. Matematika v poisťovníctve. Bratislava: Slovenské pedagogické nakladateľstvo, 1997. 160 p. ISBN 80-08-02552-2.
CIPRA, T. Matematika cenných papírů . Praha: Professional Publishing, 2013. 288 p. ISBN 978-80-7431-079-9.
CIPRA, T. Pojistná matematika. Praha: EKOPRESS, 2006. 412 p. ISBN 80-86929-11-6.

Language of instruction:
slovak or english
Courses evaluation:
Assessed students in total: 193

9,8 %
9,8 %
13,0 %
19,2 %
45,6 %2,6 %
Name of lecturer(s):
Mgr. Vladimír Liška, PhD. (examiner, instructor, lecturer) - slovak
doc. Mgr. Róbert Vrábeľ, PhD. (person responsible for course) - slovak
Last modification:
23. 10. 2019
doc. Mgr. Róbert Vrábeľ, PhD. and programme supervisor

Last modification made by Ing. Erika Kuracinová on 10/23/2019.

Typ výstupu: