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

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Language:Slovenian
Keywords:solventnost II, VaR, CVaR, Eulerjeva alokacija, proporcionalna alokacija
Work type:Master's thesis/paper (mb22)
Tipology:2.09 - Master's Thesis
Organization:FMF - Faculty of Mathematics and Physics
Year:2016
Publisher:[V. Rakić]
Number of pages:82 str.
UDC:519.8
COBISS.SI-ID:17701977 Link is opened in a new window
Views:249
Downloads:124
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Secondary language

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

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