20.500.12556/RUL-113803 Mere tveganja magistrsko delo Risk measures V delu predstavimo mere tveganja. V prvem delu obravnavamo osnovne pojme in lastnosti mer tveganja. V drugem delu izpeljemo potrebna orodja iz funkcionalne analize in teorije mere, ki jih nato uporabimo pri predstavitvi konveksnih mer tveganja s pomočjo pričakovane vrednosti slučajnih spremenljivk. Na koncu obravnavamo še predstavitev dveh posebnih mer tveganja. In this thesis we present risk measures. In the first section, basic notions and properties are introduced. The second part begins with an overview of the necessary tools from functional analysis and measure theory, which are then used for the representation of convex risk measures in terms of expected value of random variables. At the end, we present two special risk measures. mera tveganja konveksna mera tveganja koherentna mera tveganja risk measure convex risk measure coherent risk measure true false false Slovenski jezik Angleški jezik Magistrsko delo/naloga 2020-02-05 07:45:04 2020-02-05 07:45:30 2024-05-30 10:15:39 0000-00-00 00:00:00 2020 0 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 517.9 106325 18944857 1144.pdf 1144.pdf 1 6E6F9D608CA91F590B93F4BBB2B4A58B 1aacc82f94fe36fa3a6b1351d7e53054630737fb38db3c15cd41c0408c51aade 2920b3ed-a1b8-11eb-a523-00155dcfd717 https://repozitorij.uni-lj.si/Dokument.php?lang=slv&id=125913 Fakulteta za matematiko in fiziko 0 0 0