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Optimalno pozavarovanje glede na kriterij povprečje-varianca : delo diplomskega seminarja
ID
Petrič, Miha
(
Author
),
ID
Vavpetič, Aleš
(
Mentor
)
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MD5: C9F5505FADE27625697FAE608566A571
PID:
20.500.12556/rul/82819004-7df0-41af-8cbf-d562dd2a6553
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Language:
Slovenian
Keywords:
finančna matematika
,
zavarovalnica
,
pozavarovalnica
,
povprečje
,
varianca
,
optimum
,
nelinearno konveksno programiranje
,
Gâteauxev odvod
Work type:
Final seminar paper
Typology:
2.11 - Undergraduate Thesis
Organization:
FMF - Faculty of Mathematics and Physics
Place of publishing:
Ljubljana
Publisher:
[M. Petrič]
Year:
2013
Number of pages:
22 str.
PID:
20.500.12556/RUL-96956
UDC:
519.8
COBISS.SI-ID:
16947289
Publication date in RUL:
17.10.2017
Views:
1592
Downloads:
335
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Secondary language
Language:
English
Title:
Optimal reinsurance by looking at mean and variance
Keywords:
mathematics
,
insurance company
,
reinsurance contract
,
mean
,
variance
,
optimal
,
nonlinear convex programming
,
Gâteaux differentiability
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