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Title:Modeli več stanj za življenjska zavarovanja : na študijskem programu 2. stopnje Matematika
Authors:ID Kren, Polona (Author)
ID Jakovac, Marko (Mentor) More about this mentor... New window
Files:.pdf MAG_Kren_Polona_2024.pdf (1,71 MB)
MD5: E9A6434DA7ACFA674C920E859CD0D9C9
 
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 so predstavljeni modeli več stanj za življenjska zavarovanja. Delo je razdeljeno na dva dela, na teoretični in praktični del. V teoretičnem delu so najprej predstavljene osnovne definicije iz verjetnosti in statistike. Nato je opisana osnovna aktuarska notacija in definirana jakost smrtnosti. Sledi predstavitev osnovnih modelov več stanj in predpostavk, vezanih nanje. Prikazana je izpeljava formul za verjetnosti prehoda ob znanih jakostih prehodov. Opisan je tudi izračun aktuarskih sedanjih vrednosti, izračun premije in vrednotenje polic takšnih modelov. Na koncu je še predstavljen način oblikovanja rezervacij življenjskih polic. V praktičnem delu je prikazano, kako lahko ob znanih jakostih prehoda zgradimo zavarovanje za dolgotrajno oskrbo. V programu Python pa je izračunana tudi neto premija za takšno zavarovanje (koda je podana v prilogi).
Keywords:življenjsko zavarovanje, zavarovalstvo, stohastični procesi, Markovske verige, premija
Place of publishing:Maribor
Place of performance:Maribor
Publisher:[P. Kren]
Year of publishing:2024
Number of pages:VIII, 65 f.
PID:20.500.12556/DKUM-89162 New window
UDC:519.21(043.2)
COBISS.SI-ID:200985347 New window
Publication date in DKUM:08.07.2024
Views:113
Downloads:30
Metadata:XML DC-XML DC-RDF
Categories:FNM
:
KREN, Polona, 2024, Modeli več stanj za življenjska zavarovanja : na študijskem programu 2. stopnje Matematika [online]. Master’s thesis. Maribor : P. Kren. [Accessed 15 April 2025]. Retrieved from: https://dk.um.si/IzpisGradiva.php?lang=eng&id=89162
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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:20.06.2024

Secondary language

Language:English
Title:Multiple state models for life insurance : magistrsko delo
Abstract:In this master's thesis, multiple-state model for life insurance is presented. The work is divided into two parts, a theoretical section, and an experimental section. In the theoretical section, fundamental definitions from probability and statistics are initially introduced. Then, the basic actuarial notation and the concept of force of mortality are described. This is followed by the introduction of basic multiple-state models and the assumptions associated with them. The derivation of formulas for transition probabilities, given known transition intensities, is demonstrated. Additionally, the calculation of actuarial present values, premium, and policy evaluation for these models are explained. Finally, the method for establishing reserves for life insurance policies is presented. In the practical section, the construction of long-term care insurance based on known transition intensities is demonstrated. The net premium for such insurance is calculated using Python, with the code provided in the appendix.
Keywords:life insurance, insurance, stochastic processes, Markov chains, premium


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