Kvantifikace rizika v pojištění důchodu
The thesis examines the impact of individual risks on an annuity product. It focuses on the deffered whole life annuity and on two basic risks, which affect the overall loss the most. These are interest rate risk and longevity risk. We choose standard deviation (σ), value at risk (VaR) and expected...
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| Format: | Dissertation |
| Language: | Slovak |
| Published: |
2018
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| Online Access: | http://www.nusl.cz/ntk/nusl-382841 |