Teorija porušenja in aproksimativne metode izračuna verjetnosti porušenja : magistrsko delo

Koroša, Blaž (author), Vavpetič, Aleš (mentor), Komelj, Janez (co-mentor)

• Language: Slovenian
• Keywords: finančna matematika, pogoj neto dobička, verjetnost porušenja, integrirana repna porazdelitev, Pollaczek-Hinčin, koeficient prilagajanja, aproksimacija, simulacija
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [B. Koroša]
• Year: 2016
• Number of pages: XVI, 88 str.
• PID: 20.500.12556/RUL-96785
• UDC: 519.2
• COBISS.SI-ID: 17758553
• Publication date in RUL: 16.10.2017

Secondary language

• Language: English
• Keywords: Cramér-Lundberg, net profit condition, ruin probability, integrated tail distribution, Pollaczek-Khinchine, adjustment coefficient, approximation, simulation