Uporaba stohastičnih modelov umrljivosti za izračun kapitalskih zahtev za tveganje dolgoživosti v okviru direktive solventnost II : magistrsko delo

Jordan, Barbara (author), Ahčan, Aleš (mentor)

• Language: Slovenian
• Keywords: zavarovalstvo, kalkulacije, staranje, mortaliteta, statistika, stohastični procesi, obvladovanje tveganj, analiza
• Work type: Master's thesis
• Typology: 2.09 - Master's Thesis
• Organization: EF - School of Economics and Business
• Place of publishing: Ljubljana
• Publisher: [B. Jordan]
• Year: 2016
• Number of pages: IV, 82, 63 str.
• PID: 20.500.12556/RUL-91573
• UDC: 368
• COBISS.SI-ID: 23347430
• Publication date in RUL: 11.05.2017

Secondary language

• Language: English
• Title: Application of stochastic mortality models in the calculation of required capital for longevity risk under solvency II directive
• Keywords: insurance, calculations, ageing, mortality, statistics, stochastic processes, risk management, analysis