Kreditno tveganje v zavarovalništvu

magistrsko delo

Tjaša Krašna (Author), Mihael Perman (Mentor)

Abstract

No abstract data available

Keywords

solventnost II;standardna formula;tržno tveganje;kreditno tveganje;Mertonov model;KMV model;CreditMetrics model;CreditRisk+ model;tveganje neplačila nasprotne stranke;tveganje razpona;

Data

Language:	Slovenian
Year of publishing:	2021
Typology:	2.09 - Master's Thesis
Organization:	UP - University of Primorska
Publisher:	[T. Krašna]
UDC:	368.029(043.2)
COBISS:	74576643
Views:	1020
Downloads:	15
Average score:	0 (0 votes)
Metadata:

Other data

Secondary language:	English
Secondary title:	Credit risk in insurance
Secondary keywords:	solvency II;standard formula;market risk;credit risk;Merton Model;KMV model;CreditMetrics model;CreditRisk+ model;counterparty default risk;spread risk;
Type (COBISS):	Master's thesis/paper
Thesis comment:	Univ. na Primorskem, Fak. za matematiko, naravoslovje in informacijske tehnologije
Pages:	IX, 61 str.
ID:	13571091