20.500.12556/RUL-187466 Cikli pozavarovalnega trga delo diplomskega seminarja Reinsurance market cycles V delu diplomskega seminarja najprej opišem pozavarovanje, nato pa obravnavam cikle pozavarovalnega trga. Ti pomenijo izmenjavanje obdobij trdega in mehkega trga, ki se odraža v nihanju cen pozavarovanja. Kot mero cene uporabim indeks Guy Carpenter Global Property Catastrophe Rate-on-Line za obdobje od leta 1990 do 2026. Indeks obravnavam kot letno časovno vrsto in nanj prilagodim avtoregresijski model drugega reda AR(2). Ocenjeni model ima kompleksno konjugirana karakteristična korena z modulom, manjšim od ena, zato opisuje stacionarno dušeno ciklično dinamiko. Iz argumenta korenov dobim karakteristično dolžino cikla približno 7,7 leta. Rezultat je skladen z zgodovinskim gibanjem trga in z razlago ciklov s kapacitetnimi omejitvami. The thesis first describes reinsurance and its contractual forms, and then examines reinsurance market cycles, that is, the alternation between hard and soft market conditions reflected in changes in reinsurance prices. As a measure of price, I use the Guy Carpenter Global Property Catastrophe Rate-on-Line index for the period from 1990 to 2026. I treat the index as an annual time series and fit a second-order autoregressive model, AR(2). The estimated model has complex conjugate characteristic roots whose modulus is smaller than one and therefore describes stationary damped cyclical dynamics. The argument of the roots implies a characteristic cycle length of approximately 7.7 years. The result is consistent with the historical behaviour of the market and with the capacity-constraint explanation of reinsurance cycles. pozavarovanje cikli pozavarovalnega trga razmerje med premijo in kritjem časovne vrste model AR(2) cikličnost reinsurance reinsurance market cycles rate on line time series AR(2) model cyclicality true false false Slovenski jezik Angleški jezik Delo diplomskega seminarja/zaključno seminarsko delo/naloga 2026-09-11 08:15:39 2026-09-11 08:15:42 2026-09-12 04:29:21 0000-00-00 00:00:00 2026 0 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 519.2 163412 290842883 24062.pdf 24062.pdf 1 D0C66EBDD11C3AD530FE7885FC8D33DD 9e88da5e5257af713847853ba114b1758eea4c694093378ce4bb3352911b1f42 336de9bc-ada8-11f1-8bc5-0050569b8976 https://repozitorij.uni-lj.si/Dokument.php?lang=slv&id=247100 Fakulteta za matematiko in fiziko 0 0 0