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Title:Teorija pričakovane koristnosti v zavarovalništvu
Authors:ID Šket, Maja (Author)
ID Jakovac, Marko (Mentor) More about this mentor... New window
Files:.pdf MAG_Sket_Maja_2018.pdf (553,41 KB)
MD5: E884A8913063D79BC5D4DA3FCBBC69CD
PID: 20.500.12556/dkum/c41f2b50-db74-4590-a1cd-7a2a3773dc0b
 
Language:Slovenian
Work type:Master's thesis/paper
Typology:2.09 - Master's Thesis
Organization:FNM - Faculty of Natural Sciences and Mathematics
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 magistrske naloge 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:teorija pričakovane koristnosti, funkcija koristnosti, tveganje, zavarovanje, premija.
Place of publishing:Maribor
Publisher:[M. Šket]
Year of publishing:2018
PID:20.500.12556/DKUM-72722 New window
UDC:51-7:368(043.2)
COBISS.SI-ID:24226056 New window
NUK URN:URN:SI:UM:DK:1WRDBIO1
Publication date in DKUM:13.12.2018
Views:1516
Downloads:144
Metadata:XML DC-XML DC-RDF
Categories:FNM
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Licences

License:CC BY-NC-ND 4.0, Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International
Link:http://creativecommons.org/licenses/by-nc-nd/4.0/
Description:The most restrictive Creative Commons license. This only allows people to download and share the work for no commercial gain and for no other purposes.
Licensing start date:24.10.2018

Secondary language

Language:English
Title:Expected utility theory in insurance
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.
Keywords:expected utility theory, utility function, risk, insurance, premium.


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