magistrsko delo
Ajda Pirnat (Author), Mihael Perman (Mentor)

Abstract

Agregiranje komponent solventnostnega kapitala pri premoženjskih zavarovanjih

Keywords

aktuarska znanost;finančna matematika;porazdelitvene funkcije;stohastične ureditve;komonotonost;kopule;solventnostni kapital;tveganje;

Data

Language: Slovenian
Year of publishing:
Typology: 2.09 - Master's Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [A. Prek]
UDC: 519.22
COBISS: 18215257 Link will open in a new window
Views: 724
Downloads: 310
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Other data

Secondary language: English
Secondary title: Capital risk aggregation in non-life insurance
Secondary keywords: actuarial sciences;financial mathematics;distriburion functions;stochastic orderings;comonotonicity;copula;solvency capital;risk;
Type (COBISS): Master's thesis/paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 2. stopnja
Pages: XI, 77, 21 str.
ID: 10927686