Bayesovi verižni modeli za določanje škodnih rezervacij : magistrsko delo

Barle, Anja (author), Velušček, Dejan (mentor)

• Language: Slovenian
• Keywords: Bayesove metode veriženja, Mackov model, faktorji razvoja, trikotniki razvoja zahtevkov, škodni zahtevki, škodne rezervacije, najboljša ocena rezervacij, marža za tveganje, pristop stroška kapitala, solventnost, zavarovanje, rezultat razvoja zahtevkov, enoletno tveganje, neživljenjsko zavarovanje
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: FMF - Faculty of Mathematics and Physics
• Place of publishing: Ljubljana
• Publisher: [A. Barle]
• Year: 2014
• Number of pages: 82 str.
• PID: 20.500.12556/RUL-96837
• UDC: 519.8
• COBISS.SI-ID: 17206617
• Publication date in RUL: 16.10.2017

Secondary language

• Language: English
• Keywords: Bayesian chain ladder methods, Mack model, development factors, claims development triangles, claims, claims reserves, best-estimatate reserves, risk margin, cost-of-capital approach, solvency, insurance, claims development result, one-year risk, non-life insurance