Numerične metode za vrednotenje življenjskih zavarovanj : magistrsko delo

Podgoršek, Špela (author), Košir, Tomaž (mentor)

• Language: Slovenian
• Keywords: matematika, življenjsko zavarovanje, odkupna opcija, Monte Carlo simulacija, PDE metoda, Monte Carlo metoda najmanjših kvadratov, Black-Scholesov model
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [Š. Podgoršek]
• Year: 2013
• Number of pages: 46 f.
• PID: 20.500.12556/RUL-96874
• UDC: 519.8
• COBISS.SI-ID: 16951897
• Publication date in RUL: 17.10.2017

Secondary language

• Language: English
• Title: Numerical methods for valuation of life insurance contracts
• Keywords: mathematics, life insurance, surrender option, Monte Carlo simulation, PDE methods, least-square Monte Carlo, Black-Scholes model