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Title:Kopule in odvisnost avtomobilskih zavarovanj
Authors:ID Šarh, Tamara (Author)
ID Jakovac, Marko (Mentor) More about this mentor... New window
ID Skernišak, Matej (Comentor)
Files:.pdf MAG_Sarh_Tamara_2019.pdf (1,38 MB)
MD5: 6F31F2D7DDEE923B896AF561E5ECDCDD
PID: 20.500.12556/dkum/29e8f0cb-79de-4a97-af36-411a33b8052b
 
Language:Slovenian
Work type:Master's thesis/paper
Typology:2.09 - Master's Thesis
Organization:FNM - Faculty of Natural Sciences and Mathematics
Abstract:V magistrskem delu obravnavamo odvisnost avtomobilskih zavarovanj, natančneje zavarovanje avtomobilskega kaska in avtomobilske odgovornosti. Magistrsko delo je razdeljeno na dva dela, teoretičen del ter praktični primer. V prvem delu so opisani osnovni pojmi s področja verjetnosti in statistike, predstavljena so neživljenjska zavarovanja s poudarkom na avtomobilskih zavarovanjih, zapisane so pomembne definicije in izrek s področja teorije kopul ter definirane različne mere odvisnosti. Praktični primer temelji na analizi odvisnosti dveh naključnih spremenljivk, avtomobilskega kaska in avtomobilske odgovornosti. Za naključni spremenljivki poiščemo pripadajoči porazdelitveni funkciji ter izračunamo različne mere odvisnosti med spremenljivkama, nato za izbrani naključni spremenljivki, z ustreznimi knjižnjicami v programu R, poiščemo kopulo, ki najboljše opiše odnos med spremenljivkama. Simuliramo dva naključna vzorca kopul, prvi za družino kopul, ki jo izbere program R, ter drugega za kopulo Clayton, izbrano po lastni presoji. Iščemo ustreznejšo družino kopul. Postopek reševanja ponovimo za različne skupine določene glede na vrsto škodnega primera. Ključne ugotovitve so zapisane v zadnjem poglavju.
Keywords:avtomobilsko zavarovanje, zavarovanje avtomobilskega kaska, zavarovanje avtomobilske odgovornosti, kopula, odvisnost.
Place of publishing:Maribor
Publisher:[T. Šarh]
Year of publishing:2019
PID:20.500.12556/DKUM-75169 New window
UDC:519.2(043.2)
COBISS.SI-ID:24941064 New window
NUK URN:URN:SI:UM:DK:ZYUUVPBE
Publication date in DKUM:27.11.2019
Views:5805
Downloads:109
Metadata:XML DC-XML DC-RDF
Categories:FNM
:
ŠARH, Tamara, 2019, Kopule in odvisnost avtomobilskih zavarovanj [online]. Master’s thesis. Maribor : T. Šarh. [Accessed 30 April 2025]. Retrieved from: https://dk.um.si/IzpisGradiva.php?lang=eng&id=75169
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Licences

License:CC BY-NC-ND 4.0, Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International
Link:http://creativecommons.org/licenses/by-nc-nd/4.0/
Description:The most restrictive Creative Commons license. This only allows people to download and share the work for no commercial gain and for no other purposes.
Licensing start date:25.09.2019

Secondary language

Language:English
Title:Copulas and dependence of car insurances
Abstract:In the master thesis we discuss dependence of car insurances, more specifically dependence between the motor vehicle damage insurance and the motor vehicle liability insurance. The thesis is divided into the theoretical part and a practical example. In first part we describe basic concepts of probability and statistics, we present nonlife insurances with emphasis on car insurances, we describe significant definitions and theorems of copulas and define different measures of dependence. Practical example is based on analysis of dependence between two random variables, the motor vehicle damage insurance and the motor vehicle liability insurance. We obtain the distribution of the two random variables and calculate different measures of dependence between the two random variables. In the next step we select a copula, using corresponding packages in program R, which might describe joint behavior of the two variables. Then we generate two random samples using copulas, one for the copula family selected by the program R, and second for the Clayton copula. We try to determine which copula fits best. Described procedure is repeated for different groups, which are determined depending on the type of loss. Key findings are described in the last chapter.
Keywords:car insurance, motor vehicle damage insurance, motor vehicle liability insurance, copula, dependence.


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