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master's thesis
Primjene Markovljevih modela u osiguranju
2025. urn:nbn:hr:126:673117
Jelošek, Ana
Josip Juraj Strossmayer University of Osijek
School of Applied Mathematics and Informatics

Cite this document

Jelošek, A. (2025). Primjene Markovljevih modela u osiguranju (Master's thesis). Osijek: Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics. Retrieved from https://urn.nsk.hr/urn:nbn:hr:126:673117

Jelošek, Ana. "Primjene Markovljevih modela u osiguranju." Master's thesis, Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics, 2025. https://urn.nsk.hr/urn:nbn:hr:126:673117

Jelošek, Ana. "Primjene Markovljevih modela u osiguranju." Master's thesis, Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics, 2025. https://urn.nsk.hr/urn:nbn:hr:126:673117

Jelošek, A. (2025). 'Primjene Markovljevih modela u osiguranju', Master's thesis, Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics, accessed 08 April 2025, https://urn.nsk.hr/urn:nbn:hr:126:673117

Jelošek A. Primjene Markovljevih modela u osiguranju [Master's thesis]. Osijek: Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics; 2025 [cited 2025 April 08] Available at: https://urn.nsk.hr/urn:nbn:hr:126:673117

A. Jelošek, "Primjene Markovljevih modela u osiguranju", Master's thesis, Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics, Osijek, 2025. Available at: https://urn.nsk.hr/urn:nbn:hr:126:673117

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Metadata
TitlePrimjene Markovljevih modela u osiguranju
Title (english)Applications Of Markov Models In Insurance
AuthorAna Jelošek
MentorDanijel Grahovac (mentor)
Committee memberNenad Šuvak (predsjednik povjerenstva)
Committee memberDanijel Grahovac (član povjerenstva)
Committee memberIvan Papić (član povjerenstva)
GranterJosip Juraj Strossmayer University of Osijek
School of Applied Mathematics and Informatics
Osijek
Defense date and country2025-04-02, Croatia
Scientific / art field,
discipline and subdiscipline		NATURAL SCIENCES
Mathematics
Probability Theory and Statistics
Abstract
Uradu se istražuje primjena Markovljevih modela u aktuarskim analizama. Rad predstavlja teorijski okvir koji obuhvaća tablice smrtnosti, očekivani životni vijek te metodologiju za procjenu intenziteta smrtnosti. Primjenom statističkih metoda i simulacija implementiranih u programskom jeziku R, analizirani su ključni aspekti rizika u životnom osiguranju. Dobiveni rezultati pokazuju kako se Markovljevi modeli mogu iskoristiti za procjenu rizika i optimizaciju premijskih modela, čime se doprinosi razvoju suvremenih aktuarskih tehnika.
Abstract (english)
This paper investigates the application of Markov chain models in actuarial analyses. It presents a theoretical framework that includes mortality tables, life expectancy, and methodologies for estimating mortality intensity. The study analyzes key risk factors in life insurance by applying statistical techniques and simulations implemented in the R programming language. The results demonstrate howMarkovmodelscanbeutilizedtoenhanceriskassessmentaccuracyand optimize premium calculation models, thereby contributing to the advancement of modern actuarial methodologies.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:126:673117
Study programmeTitle: Mathematics; specializations in: Financial and Statistical Mathematics, Mathematics and Computer Science, Industrial and Applied Mathematics
Course: Financial and Statistical Mathematics
Study programme type: university
Study level: graduate
Academic / professional title: magistar/magistra matematike (magistar/magistra matematike)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
Created on2025-04-08 05:55:52