Vrednotenje finančnih garancij in opcij v življenjskih zavarovanjih : magistrsko delo

Cafnik, Julia (author), Bernik, Janez (mentor)

• Language: Slovenian
• Keywords: življenjska zavarovanja, do tveganja nevtralno vrednotenje, binomski model, Monte Carlo metoda najmanjših kvadratov, Vasičkov model obrestnih mer
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [J. Cafnik]
• Year: 2013
• Number of pages: 61 str.
• PID: 20.500.12556/RUL-96878
• UDC: 519.22
• COBISS.SI-ID: 16762969
• Publication date in RUL: 17.10.2017

Secondary language

• Language: English
• Title: Valuing financial guarantees and options embedded in life insurance products
• Keywords: life insurance mathematics, risk neutral valuation, binomial model, Monte Carlo least squares method, Vasicek interest rate model