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Posplošeni Panjerjev algoritem in numerična stabilnost pri izračunu tveganj : delo diplomskega seminarja
ID
Trobina, Mark
(
Author
),
ID
Knez, Marjetka
(
Mentor
)
More about this mentor...
,
ID
Šega, Gregor
(
Comentor
)
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MD5: 7662B54EB0D6F1CA94D8D103463932B0
PID:
20.500.12556/rul/ee9bc8d2-da23-4650-be0a-edddd3abf368
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Language:
Slovenian
Keywords:
matematika
,
Panjerjev algoritem
,
aktuarstvo
,
upravljanje s tveganjem
Work type:
Final seminar paper
Typology:
2.11 - Undergraduate Thesis
Organization:
FMF - Faculty of Mathematics and Physics
Place of publishing:
Ljubljana
Publisher:
[M. Trobina]
Year:
2014
Number of pages:
28 str.
PID:
20.500.12556/RUL-97007
UDC:
519.6
COBISS.SI-ID:
17274969
Publication date in RUL:
18.10.2017
Views:
1773
Downloads:
435
Metadata:
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Secondary language
Language:
English
Title:
Generalization of Panjer’s algorithm and numerically stable risk aggregation
Keywords:
mathematics
,
Panjer algorithm
,
actuarial science
,
risk management
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