magistrsko delo
Blaž Koroša (Author), Aleš Vavpetič (Mentor), Janez Komelj (Co-mentor)

Abstract

Teorija porušenja in aproksimativne metode izračuna verjetnosti porušenja

Keywords

finančna matematika;pogoj neto dobička;verjetnost porušenja;integrirana repna porazdelitev;Pollaczek-Hinčin;koeficient prilagajanja;aproksimacija;simulacija;

Data

Language: Slovenian
Year of publishing:
Typology: 2.09 - Master's Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [B. Koroša]
UDC: 519.2
COBISS: 17758553 Link will open in a new window
Views: 733
Downloads: 350
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary keywords: Cramér-Lundberg;net profit condition;ruin probability;integrated tail distribution;Pollaczek-Khinchine;adjustment coefficient;approximation;simulation;
Type (COBISS): Master's thesis/paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 2. stopnja
Pages: XVI, 88 str.
ID: 10911007