Vpliv negotovosti ocenjenega parametra na tvegano vrednost porazdelitve agregatnih odškodnin : na študijskem programu 2. stopnje Matematika : magistrsko delo

(UM)

Vpliv negotovosti ocenjenega parametra na tvegano vrednost porazdelitve agregatnih odškodnin : na študijskem programu 2. stopnje Matematika : magistrsko delo

Dimič, Jaša

V magistrskem delu obravnavamo vpliv negotovosti ocenjenih parametrov na tvegano vrednost porazdelitve agregatnih odškodnin. Delo je razdeljeno na teoretičen in praktičen del. V teoretičnem delu so ... razloženi uvodni pojmi iz verjetnosti in statistike, opisana so zavarovanja, zavarovalne vrste, mere tveganj in modeli za krajše obdobje. Predstavljena je analiza občutljivosti, opisane pa so tudi pomembnejše zvezne porazdelitve. V praktičnem delu z uporabo analize občutljivosti in stohastičnega modeliranja preučimo, kako negotovost ocenjenega parametra vpliva na izbranem portfelju avtomobilskih zavarovanj. Modeliranje izvedemo na dva načina - z oblikovanjem individualnega in agregatnega modela virov tveganj. Na vsakem modelu analiziramo vpliv parametra negotovosti na različne tvegane vrednosti porazdelitev. Na koncu so predstavljeni rezultati simulacij in primerjava modelov.

Type of material - master's thesis ; adult, serious

Publication and manufacture - Maribor : [J. Dimič], 2021

Language - slovenian

COBISS.SI-ID - 78403075

Link(s):
Digital Library of the University of Maribor – DLUM

Keep searching

Other authors
Jakovac, Marko | Skernišak, Matej

Holdings
Availability in other libraries

Library	Call number – location, accession no. ...	Copy status
Miklošič Library FPNM, Maribor	D MAG 51 DIMIČ J. Vpliv IN: 920210038	available - reading room

Access to the JCR database is permitted only to users from Slovenia. Your current IP address is not on the list of IP addresses with access permission, and authentication with the relevant AAI accout is required.

Year	Impact factor		Edition		Category		Classification
Year	JCR	SNIP	JCR	SNIP	JCR	SNIP	JCR	SNIP

Links to authors' personal bibliographies	Links to information on researchers in the SICRIS system
Dimič, Jaša	56266
Jakovac, Marko	29919
Skernišak, Matej

Source: Personal bibliographies and: SICRIS

The material from the parent unit is free. If the material is delivered to the pickup location from another unit, the library may charge you for this service.

Pickup location	Material status	Reservation

Upload image

Shelf entry

Adding material to shelf was successful.

Adding material to shelf failed.

It was not necessary to add the material to the shelf.

Permalink

E-mail

Impact factor

Select the library membership card:

DRS, in which the journal is indexed

Select pickup location:

Material pickup by post

Notification

Citations

Subject headings in COBISS General List of Subject Headings

Select pickup location

Reservation was successful.

Reservation failed.

Reservation...

Bibliographic data

Number of loans

Loan was successful

Loan failed

Loan was successful

Loan failed

Loan was successful

Loan failed

Loan was successful

Loan failed

Theme