delo diplomskega seminarja
Melinda Kavalir (Author), Janez Bernik (Mentor)

Abstract

Vloga aktuarske matematike v finančni krizi

Keywords

finančna kriza;upravljanje s tveganjem;kopule;Gaussova kopula;Marshall-Olkinova kopula;korelacija;struktura odvisnosti;AIG;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [M. Kavalir]
UDC: 519.2
COBISS: 16771417 Link will open in a new window
Views: 684
Downloads: 274
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary title: The role of actuarial mathematics in the financial crisis
Secondary keywords: financial crisis;risk management;copulas;Gaussian copula;Marshall-Olkin copula;correlation;dependence structure;AIG;
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages: 27 str.
ID: 10911104
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