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Title:Poissonov proces pri neživljenjskih zavarovanjih
Authors:ID Zorman, Janja (Author)
ID Jakovac, Marko (Mentor) More about this mentor... New window
Files:.pdf MAG_Zorman_Janja_2017.pdf (1,15 MB)
MD5: B3FBB2D7DF0F93943773EACD63EFDFDB
 
Language:Slovenian
Work type:Master's thesis/paper
Typology:2.09 - Master's Thesis
Organization:FNM - Faculty of Natural Sciences and Mathematics
Abstract:Magistrsko delo temelji na naključnih procesih za neživljenjska zavarovanja. Predstavljene so osnove verjetnosti, ki so potrebne za razumevanje nadaljnje snovi. Procesi obravnavajo velikosti terjatve, štejejo terjatve, ki so se zgodile v nekem časovnem obdobju ter njihove ponovitve. Tako pod različnimi pogoji vpeljemo različne procese, kot so Poissonov, obnovitveni in mešani proces, ki izpolnjujejo različne lastnosti, nekatere lastnosti pa imajo tudi skupne. Vsi ti procesi so uporabni tudi v vsakdanjem življenju, na primer v financah, stohastičnih omrežjih, zdravstveni statistiki in še mnogih drugih področjih. Pogledali si bomo tudi nekaj zgledov, ki nam bodo v pomoč pri razumevanju teh procesov, zapisali pa bomo tudi nekaj principov za izračun premij.
Keywords:naključni procesi, neživljenjska zavarovanja, terjatve
Place of publishing:Maribor
Publisher:[J. Zorman]
Year of publishing:2017
PID:20.500.12556/DKUM-66218 New window
UDC:519.21(043.2)
COBISS.SI-ID:23268104 New window
NUK URN:URN:SI:UM:DK:RZO4WMGG
Publication date in DKUM:11.08.2017
Views:1787
Downloads:202
Metadata:XML DC-XML DC-RDF
Categories:FNM
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Secondary language

Language:English
Title:Poisson process with non-life insurance
Abstract:The master's thesis is based on non-life insurance processes. The basics of probabilities that are necessary for the understanding of the following topic are presented. The processes deal with the claim sizes, they process the claim numbers that happened in a period of time, and their repetitions. We introduce under different circumstances various processes like the Poisson process, the renewal process and the mixed process that fulfil different features, and features which are common for all of them. All these processes are useful in everyday life, e.g. in finance, stochastic networks, health statistics. We will look at some examples that will help us understand these processes. We will write down a variety of classical premium calculation principles.
Keywords:random processes, non-life insurance, claims


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