Solventnost i adekvatnost kapitala u aktuarstvu

Zubak, Bernarda (2014) Solventnost i adekvatnost kapitala u aktuarstvu. Diploma thesis, Faculty of Science > Department of Mathematics.

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Abstract

This thesis uses a basic knowledge of actuarial science that deals with the problems of financial uncertainty and risk. The above problems are solved by applying the theory of probability, various statistical models and the knowledge of financial mathematics. After the introduction of a new legislation called Solvency II, banking and insurance industry use that knowledge, which is essential to solvency and capital adequacy of companies leading them to the highest possible level. Capital adequacy ratio is also called the solvency limit. It indicates the ability of banks to absorb losses and it is also defined as the ratio of bank capital and its risks. This thesis also analyzes the introduction of the new legislation and summarizes the advantages and disadvantages of the application of new regulations.

Item Type: Thesis (Diploma thesis)
Supervisor: Slijepčević, Siniša
Date: 2014
Number of Pages: 46
Subjects: NATURAL SCIENCES > Mathematics
Divisions: Faculty of Science > Department of Mathematics
Depositing User: Iva Prah
Date Deposited: 03 Sep 2015 09:52
Last Modified: 03 Sep 2015 09:52
URI: http://digre.pmf.unizg.hr/id/eprint/4214

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