Vloga aktuarske matematike v finančni krizi : delo diplomskega seminarja

Kavalir, Melinda (author), Bernik, Janez (mentor)

• Language: Slovenian
• Keywords: finančna kriza, upravljanje s tveganjem, kopule, Gaussova kopula, Marshall-Olkinova kopula, korelacija, struktura odvisnosti, AIG
• Work type: Final seminar paper
• Typology: 2.11 - Undergraduate Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [M. Kavalir]
• Year: 2012
• Number of pages: 27 str.
• PID: 20.500.12556/RUL-96883
• UDC: 519.2
• COBISS.SI-ID: 16771417
• Publication date in RUL: 17.10.2017

Secondary language

• Language: English
• Title: The role of actuarial mathematics in the financial crisis
• Keywords: financial crisis, risk management, copulas, Gaussian copula, Marshall-Olkin copula, correlation, dependence structure, AIG