Agregiranje komponent solventnostnega kapitala pri premoženjskih zavarovanjih : magistrsko delo

Prek, Ajda (author), Perman, Mihael (mentor)

• Language: Slovenian
• Keywords: aktuarska znanost, finančna matematika, porazdelitvene funkcije, stohastične ureditve, komonotonost, kopule, solventnostni kapital, tveganje
• 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. Prek]
• Year: 2017
• Number of pages: XI, 77, 21 str.
• PID: 20.500.12556/RUL-100885
• UDC: 519.22
• COBISS.SI-ID: 18215257
• Publication date in RUL: 19.04.2018

Secondary language

• Language: English
• Title: Capital risk aggregation in non-life insurance
• Keywords: actuarial sciences, financial mathematics, distriburion functions, stochastic orderings, comonotonicity, copula, solvency capital, risk