Vpliv stohastičnih modelov obrestnih mer pri vrednotenju zavarovanj, ki temeljijo na markovskih procesih z več stanji : doktorska disertacija

Tomažin, Aleš (author), Berk Skok, Aleš (mentor)

• Language: Slovenian
• Keywords: zavarovalstvo, aktuarska matematika, modeli, kalkulacije, stohastični procesi, Markovske verige, obrestna mera, finančna poročila, disertacije
• Work type: Dissertation
• Typology: 2.08 - Doctoral Dissertation
• Organization: EF - School of Economics and Business
• Place of publishing: Ljubljana
• Publisher: [A. Tomažin]
• Year: 2016
• Number of pages: V, 177, 3 str.
• PID: 20.500.12556/RUL-83957
• UDC: 368(043.3)
• COBISS.SI-ID: 23002342
• Publication date in RUL: 08.07.2016

Secondary language

• Language: English
• Title: The impact of usage of stohastic interest rate models on pricing of insurance contracts which are based on Markov processes with multiple states
• Keywords: insurance, actuarial mathematics, models, calculations, stochastic processes, Markov chains, interest rate, financial reports