| Title: | Različne metode optimalnega pozavarovanja : na študijskem programu 2. stopnje Matematika |
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| Authors: | ID Bračič, Iva (Author)
ID Jakovac, Marko (Mentor) More about this mentor...  |
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| Files: |  MAG_Bracic_Iva_2022.pdf (1,26 MB)
MD5: F5EA01CDAAE0FCBF8F9FAF7ED34E9221
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| Language: | Slovenian |
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| Work type: | Master's thesis/paper |
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| Typology: | 2.09 - Master's Thesis |
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| Organization: | FNM - Faculty of Natural Sciences and Mathematics
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| Abstract: | Magistrsko delo se nanaša na različne metode optimalnega pozavarovanja. Predstavljeni sta dve klasični metodi, in sicer maksimiziranje koeficienta prilagoditve in minimiziranje priičakovane vrednosti naključne spremenljivke največje skupne izgube, ter moderna metoda, v kateri se opremo na meri tveganja VaR in CTE. |
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| Keywords: | zavarovanje, optimalno pozavarovanje, VaR, CTE, teorija propada |
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| Place of publishing: | Maribor |
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| Place of performance: | Maribor |
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| Publisher: | [I. Bračič] |
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| Year of publishing: | 2022 |
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| Number of pages: | VIII, 62 f. |
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| PID: | 20.500.12556/DKUM-83358 |
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| UDC: | 519.22:368.029(043.2) |
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| COBISS.SI-ID: | 130712835 |
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| Publication date in DKUM: | 24.11.2022 |
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| Views: | 840 |
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| Downloads: | 58 |
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| Metadata: |    |
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| Categories: | FNM
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