Model izglađivanja empirijskih podataka

master's thesis

• Author: Matea Galović
• Mentor: Damir Bakić (mentor)
• Committee member: Damir Bakić (predsjednik povjerenstva)
• Committee member: Boris Guljaš (član povjerenstva)
• Committee member: Igor Pažanin (član povjerenstva)
• Committee member: Ljiljana Arambašić (član povjerenstva)
• Granter: University of Zagreb; Faculty of Science; (Department of Mathematics); Zagreb
• Defense date and country: 2016-09-26, Croatia
• Scientific / art field, discipline and subdiscipline: NATURAL SCIENCES; Mathematics

Abstract

U ovome radu najprije predstavljamo modele doživljenja, pri čemu definiramo osnovne pojmove aktuarske matematike i uvodimo pripadnu notaciju. Poseban naglasak stavljamo na tablice smrtnosti i ono što iz njih možemo izvesti, kao što su primjerice vjerojatnosti smrti i doživljenja te aproksimacija intenziteta smrtnosti. Središnje mjesto rada zauzima upravo interpolacija empirijskih podataka o broju živih osoba pojedine cjelobrojne dobi pomoću Karupove metode, što na kraju rada i grafički prikazujemo.

Abstract (english)

In this thesis we firstly introduce survival models, wherein we define fundamental notions of actuarial mathematics and introduce actuarial notation. Special attention is given to the life tables and all that can be derived from them, such as death and survival probabilities or approximation of the force of mortality. The centrepiece of the thesis is the very interpolation of empirical data about the number of persons alive at particular integer age using Karup's method, which is graphically displayed at the end of the thesis.

• Keywords: aktuarska matematika; modeli doživljenja; tablice smrtnosti; Karupova metoda
• Keywords (english): actuarial mathematics; survival models; life tables; Karup's method
• Language: croatian
• URN:NBN: urn:nbn:hr:217:514755
• Study programme: Title: Finance and Business Mathematics; Study programme type: university; Study level: graduate; Academic / professional title: magistar/magistra matematike (magistar/magistra matematike)
• Type of resource: Text
• File origin: Born digital
• Access conditions: Open access
• Created on: 2019-01-23 12:47:52