magistrsko delo
Maruša Povhe (Author), Tomaž Košir (Mentor), Bor Harej (Co-mentor)

Abstract

Merjenje premijskega tveganja in tveganja rezervacij v okviru Solventnosti II

Keywords

finančna matematika;Solventnost II;lastna ocena tveganja in solventnosti;standardna formula;notranji model;podjetju specifični parametri;

Data

Language: Slovenian
Year of publishing:
Typology: 2.09 - Master's Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [M. Povhe]
UDC: 519.8
COBISS: 18015065 Link will open in a new window
Views: 663
Downloads: 320
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Other data

Secondary language: English
Secondary title: Premium and reserve risk assessment under Solvency II regulations
Secondary keywords: Solvency II;own risk and solvency assessment;standard formula;internal model;undertaking specific parameters;
Type (COBISS): Master's thesis/paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 2. stopnja
Pages: VI, 51 f.
ID: 10911066