Rentno osiguranje

professional thesis

• Author: Ana Handžiski
• Mentor: Damir Bakić (mentor)
• Granter: University of Zagreb; Faculty of Science; (Department of Mathematics); Zagreb
• Defense date and country: 2016, Croatia
• Scientific / art field, discipline and subdiscipline: NATURAL SCIENCES; Mathematics

Abstract

Rentno osiguranje je vrsta životnog osiguranja kojim se osiguravaju periodični prihodi tijekom određenog razdoblja ili doživotno. U ovom radu smo naveli osnovne vrste rentnog osiguranja podržane formulama i rezultatima iz financijske i aktuarske matematike. Pri određivanju premije rentnog osiguranja treba uzeti u obzir neizvjesnost u kretanju smrtnosti, rast očekivanog trajanja života i trend poboljšanja smrtnosti. Pokazano je da je smrtnost rentnih osiguranika manja u odnosu na smrtnost opće populacije, te stoga treba uzeti u obzir i negativnu selekciju. Zato je od iznimne važnosti za izračune koristiti rentne tablice smrtnosti koje obuhvaćaju navedene rizike. U ovom radu smo prikazali različite metode izrade rentnih tablica, važnost istih te utjecaj na premiju.

Abstract (english)

Annuity is a type of life insurance that insures periodic income for a temporary period or for whole life. In this paper we enumerated the basic types of annuities, supported by formulas and results of financial and actuarial mathematics. In determining the premium of annuity one must take into account the uncertainty in the movement of mortality, the increase in life expectancy and the mortality improvement trend. It has been shown that the mortality of annuitants is lower than the mortality of the general population, and thus negative selection must be considered. It is therefore of utmost importance to use the annuity tables which include these risks. In this paper we have shown different methods of creating annuity tables, their importance and their impact on premiums.

• Keywords: rentno osiguranje; životno osiguranje; određivanje premije; rentne tablice
• Keywords (english): annuity; life insurance; determining premium; annuity tables
• Language: croatian
• URN:NBN: urn:nbn:hr:217:395922
• Study programme: Title: Actuarial Mathematics; Study programme type: university; Study level: postgraduate specialist; Academic / professional title: sveučilišni/a specijalist/ specijalistica aktuarske matematike (sveučilišni/a specijalist/ specijalistica aktuarske matematike)
• Type of resource: Text
• File origin: Born digital
• Access conditions: Closed access
• Created on: 2019-04-03 09:56:05