doktorska disertacija
Aleš Tomažin (Author), Aleš Berk Skok (Mentor)

Abstract

Vpliv stohastičnih modelov obrestnih mer pri vrednotenju zavarovanj, ki temeljijo na markovskih procesih z več stanji

Keywords

zavarovalstvo;aktuarska matematika;modeli;kalkulacije;stohastični procesi;Markovske verige;obrestna mera;finančna poročila;disertacije;

Data

Language: Slovenian
Year of publishing:
Typology: 2.08 - Doctoral Dissertation
Organization: UL EF - Faculty of Economics
Publisher: [A. Tomažin]
UDC: 368(043.3)
COBISS: 23002342 Link will open in a new window
Views: 1112
Downloads: 318
Average score: 0 (0 votes)
Metadata: JSON JSON-RDF JSON-LD TURTLE N-TRIPLES XML RDFA MICRODATA DC-XML DC-RDF RDF

Other data

Secondary language: English
Secondary title: ǂThe ǂimpact of usage of stohastic interest rate models on pricing of insurance contracts which are based on Markov processes with multiple states
Secondary keywords: insurance;actuarial mathematics;models;calculations;stochastic processes;Markov chains;interest rate;financial reports;
Type (COBISS): Dissertation
Thesis comment: Univ. v Ljubljani, Ekonomska fak.
Pages: V, 177, 3 str.
ID: 9154604