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master's thesis
Solventnost i adekvatnost kapitala u aktuarstvu
Zagreb: University of Zagreb, Faculty of Science, 2014. urn:nbn:hr:217:498894
Zubak, Bernarda
University of Zagreb
Faculty of Science
Department of Mathematics

Institutional repository: Repository of the Faculty of Science

Cite this document

Zubak, B. (2014). Solventnost i adekvatnost kapitala u aktuarstvu (Master's thesis). Zagreb: University of Zagreb, Faculty of Science. Retrieved from https://urn.nsk.hr/urn:nbn:hr:217:498894

Zubak, Bernarda. "Solventnost i adekvatnost kapitala u aktuarstvu." Master's thesis, University of Zagreb, Faculty of Science, 2014. https://urn.nsk.hr/urn:nbn:hr:217:498894

Zubak, Bernarda. "Solventnost i adekvatnost kapitala u aktuarstvu." Master's thesis, University of Zagreb, Faculty of Science, 2014. https://urn.nsk.hr/urn:nbn:hr:217:498894

Zubak, B. (2014). 'Solventnost i adekvatnost kapitala u aktuarstvu', Master's thesis, University of Zagreb, Faculty of Science, accessed 29 December 2024, https://urn.nsk.hr/urn:nbn:hr:217:498894

Zubak B. Solventnost i adekvatnost kapitala u aktuarstvu [Master's thesis]. Zagreb: University of Zagreb, Faculty of Science; 2014 [cited 2024 December 29] Available at: https://urn.nsk.hr/urn:nbn:hr:217:498894

B. Zubak, "Solventnost i adekvatnost kapitala u aktuarstvu", Master's thesis, University of Zagreb, Faculty of Science, Zagreb, 2014. Available at: https://urn.nsk.hr/urn:nbn:hr:217:498894

Metadata
TitleSolventnost i adekvatnost kapitala u aktuarstvu
AuthorBernarda Zubak
MentorSiniša Slijepčević (mentor)
Committee memberSiniša Slijepčević (predsjednik povjerenstva)
Committee memberMladen Jurak (član povjerenstva)
Committee memberSonja Štimac (član povjerenstva)
Committee memberVjeran Hari (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Science
(Department of Mathematics)
Zagreb
Defense date and country2014-07-14, Croatia
Scientific / art field,
discipline and subdiscipline		NATURAL SCIENCES
Mathematics
Abstract
Ovaj diplomski rad koristi temeljna znanja iz aktuaristike koja se bavi problemima financijske neizvjesnosti i rizika. Navedeni problemi rješavaju se primjenom teorije vjerojatnosti, statističkih modela te znanjima iz financijske matematike. Bankarski i osigurateljni sektor koriste ta znanja te su ona, uvođenjem nove zakonske regulative naziva Solventnost II, prijeko potrebna kako bi se solventnost i adekvatnost kapitala poduzeća dovela na najvišu moguću razinu. Adekvatnost kapitala naziva se još i granica solventnosti te prikazuje sposobnost banke da apsorbira gubitke a također se definira i kao omjer kapitala banke i njenog rizika. Ovaj diplomski rad daje i osvrt na uvođenje nove zakonske regulative te sažima nedostatke i prednosti primjena novih odredbi.
Abstract (english)
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.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:217:498894
Study programmeTitle: Finance and Business Mathematics
Study programme type: university
Study level: graduate
Academic / professional title: magistar/magistra matematike (magistar/magistra matematike)
Type of resourceText
File originBorn digital
Access conditionsAccess restricted to students and staff of home institution
Terms of useLicence In copyright icon
Created on2019-02-20 14:36:51