Neto premije i matematičke rezerve osnovnih oblika životnih osiguranja

master's thesis

• Author: Nikolina Šalković
• Mentor: Damir Bakić (mentor)
• Committee member: Damir Bakić (predsjednik povjerenstva)
• Committee member: Boris Guljaš (član povjerenstva)
• Committee member: Dijana Ilišević (član povjerenstva)
• Committee member: Boris Muha (član povjerenstva)
• Granter: University of Zagreb; Faculty of Science; (Department of Mathematics); Zagreb
• Defense date and country: 2019-02-28, Croatia
• Scientific / art field, discipline and subdiscipline: NATURAL SCIENCES; Mathematics

Abstract

Na početku ovog rada definirani su osnovni teorijski elementi financijske matematike: kamatne stope, akumulacijski faktor, sadašnja vrijednost, financijske rente. Nakon toga izložene su osnovne činjenice o strukturi i konstrukciji tablica smrtnosti. Sve to bilo je potrebno kako bi se u centralnom dijelu rada izvele formule za neto premije osnovnih oblika životnih osiguranja. Tu podrazumijevamo osiguranje doživljenja, životne rente i osiguranje za slučaj smrti. Naglasak je bio na doživotnim i neposrednim vrstama, dok su za ostale navedene formule. Potom je uveden i opisan pojam matematičke rezerve te su izvedene formule za njen iznos u svakom danom trenutku nakon sklapanja police osiguranja života. Tijekom cijelog rada, definicije i formule popraćene su kratkim ilustrativnim primjerima.

Abstract (english)

At the beginning of this thesis, fundamental theoretical elements of financial mathematics were defined: interest rate, accumulation factor, present value, annuity-certain. Subsequently, basic facts on the structure and construction of mortality tables are presented. All this was necessary to understand and bring out the formula for the net premiums of pure endowments, life annuities and life insurances in the central part of the work. The emphasis was on the forms payable immediate, yearly throughout life. Then, concept of the mathematical reserve was introduced and described. Moreover, formulas for its amount at any given time after commencement of the life insurance policy were derived. Throughout the work, definitions and formulas are followed by brief illustrative examples.

• Keywords: financijska matematika; tablica smrtnosti; životno osiguranje; matematička rezerva
• Keywords (english): financial mathematics; mortality table; life insurance; mathematical reserve
• Language: croatian
• URN:NBN: urn:nbn:hr:217:286002
• 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: 2019-09-05 09:30:34