Teorija pričakovane koristnosti v zavarovalništvu

magistrsko delo

Maja Šket (Author), Marko Jakovac (Mentor)

Abstract

V magistrskem delu je obravnavana teorija koristnosti, ki se uporablja za predstavitev preferenc posameznika. Če posameznik preferira izbiro a pred izbiro b, potem funkcija koristnosti pripiše izbiri a večje število kot izbiri b. Prvi del magistrskega dela je teoretičen, kjer je najprej razložena teorija koristnosti pri gotovih izbirah. Nato sledi teorija koristnosti v tveganih pogojih, ki sta jo razvila John Von Neumann in Oskar Morgenstern in je osnova za praktični del. Pri praktičnem delu je opisan odnos posameznika do tveganja in uporaba pričakovane koristnosti pri zavarovanjih za izračun premij.

Keywords

magistrska dela;teorija pričakovane koristnosti;funkcija koristnosti;tveganja;zavarovanja;premije;

Data

Language:	Slovenian
Year of publishing:	2018
Typology:	2.09 - Master's Thesis
Organization:	UM FNM - Faculty of Natural Sciences and Mathematics
Publisher:	[M. Šket]
UDC:	51-7:368(043.2)
COBISS:	24226056
Views:	742
Downloads:	71
Average score:	0 (0 votes)
Metadata:

Other data

Secondary language:	English
Secondary title:	Expected utility theory in insurance
Secondary abstract:	In this master thesis utility theory is presented, which is used for preference representation. A utility function represents preferences, where a real number is assigned to each choice in such a way that choice a is assigned a greater number than a choice b if and only if an individual prefers choice a over choice b. First part of the master thesis is more theoretical in which utility theory with certainty is presented. Then utility theory under uncertainty is described, which was developed by John Von Neumann and Oskar Morgenstern and is the basis for the practical part. In the practical part risk aversion is described and how utility theory in insurance for calculating premiums is used.
Secondary keywords:	master theses;expected utility theory;utility function;risks;insurances;premia;
URN:	URN:SI:UM:
Type (COBISS):	Master's thesis/paper
Thesis comment:	Univ. v Mariboru, Fak. za naravoslovje in matematiko, Oddelek za matematiko in računalništvo
Pages:	IX, 46 f.
ID:	10979778