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Primerjava metod alokacije kapitala med zavarovalne vrste v sklopu solventnosti II : magistrsko delo
ID Rakić, Vesna (Author), ID Košir, Tomaž (Mentor) More about this mentor... This link opens in a new window, ID Harej, Bor (Co-mentor)

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MD5: CE9B643D95D82C55846855FA345F15D6
PID: 20.500.12556/rul/30d19ed8-4ae8-49a4-8a39-88e4c4009eed

Language:Slovenian
Keywords:solventnost II, VaR, CVaR, Eulerjeva alokacija, proporcionalna alokacija
Work type:Master's thesis/paper
Typology:2.09 - Master's Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[V. Rakić]
Year:2016
Number of pages:82 str.
PID:20.500.12556/RUL-96795 This link opens in a new window
UDC:519.8
COBISS.SI-ID:17701977 This link opens in a new window
Publication date in RUL:16.10.2017
Views:1059
Downloads:313
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Secondary language

Language:English
Keywords:Solvency II, VaR, CvaR, Euler allocation, proportional allocation

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