magistrsko delo
Barbara Jordan (Author), Aleš Ahčan (Mentor)

Abstract

Uporaba stohastičnih modelov umrljivosti za izračun kapitalskih zahtev za tveganje dolgoživosti v okviru direktive solventnost II

Keywords

zavarovalstvo;kalkulacije;staranje;mortaliteta;statistika;stohastični procesi;obvladovanje tveganj;analiza;

Data

Language: Slovenian
Year of publishing:
Typology: 2.09 - Master's Thesis
Organization: UL EF - Faculty of Economics
Publisher: [B. Jordan]
UDC: 368
COBISS: 23347430 Link will open in a new window
Views: 797
Downloads: 142
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Other data

Secondary language: English
Secondary title: Application of stochastic mortality models in the calculation of required capital for longevity risk under solvency II directive
Secondary keywords: insurance;calculations;ageing;mortality;statistics;stochastic processes;risk management;analysis;
Type (COBISS): Master's thesis
Thesis comment: Univ. v Ljubljani, Ekonomska fak.
Pages: IV, 82, 63 str.
ID: 9602844