Pregled in analiza občutljivosti izbranih metod za izračunavanje škodnih rezervacij premoženjskih zavarovanj : magistrsko delo

Hrvatič, Anteja (author), Košir, Tomaž (mentor)

• Language: Slovenian
• Keywords: finančna matematika, škodne rezervacije, IBNR, zavarovanje, škodni proces, razvojni trikotniki, metoda veriženja, naivna metoda, Bornhuetter-Fergusonova metoda, Cape Cod metoda
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [A. Hrvatič]
• Year: 2017
• Number of pages: VII, 75 str.
• PID: 20.500.12556/RUL-100861
• UDC: 519.8
• COBISS.SI-ID: 18106457
• Publication date in RUL: 18.04.2018

Secondary language

• Language: English
• Title: Overview and sensitivity analysis of selected methods for calculating claim provisions in property and casualty insurance
• Keywords: claim provisions, incurred but not reported, insurance, claim process, development triangles, Chain Ladder Technique, Expected Claims Technique, Bornhuetter-Ferguson Technique, Cape Cod Technique