prikaz prve stranice dokumenta Moralni hazard u agencijskom problemu osiguranja
  Download
PDF 266.21 KB
master's thesis
Moralni hazard u agencijskom problemu osiguranja
Zagreb: University of Zagreb, Faculty of Science, 2018. urn:nbn:hr:217:422124
Tutavac, Jelena
University of Zagreb
Faculty of Science
Department of Mathematics

Cite this document

Tutavac, J. (2018). Moralni hazard u agencijskom problemu osiguranja (Master's thesis). Zagreb: University of Zagreb, Faculty of Science. Retrieved from https://urn.nsk.hr/urn:nbn:hr:217:422124

Tutavac, Jelena. "Moralni hazard u agencijskom problemu osiguranja." Master's thesis, University of Zagreb, Faculty of Science, 2018. https://urn.nsk.hr/urn:nbn:hr:217:422124

Tutavac, Jelena. "Moralni hazard u agencijskom problemu osiguranja." Master's thesis, University of Zagreb, Faculty of Science, 2018. https://urn.nsk.hr/urn:nbn:hr:217:422124

Tutavac, J. (2018). 'Moralni hazard u agencijskom problemu osiguranja', Master's thesis, University of Zagreb, Faculty of Science, accessed 19 April 2024, https://urn.nsk.hr/urn:nbn:hr:217:422124

Tutavac J. Moralni hazard u agencijskom problemu osiguranja [Master's thesis]. Zagreb: University of Zagreb, Faculty of Science; 2018 [cited 2024 April 19] Available at: https://urn.nsk.hr/urn:nbn:hr:217:422124

J. Tutavac, "Moralni hazard u agencijskom problemu osiguranja", Master's thesis, University of Zagreb, Faculty of Science, Zagreb, 2018. Available at: https://urn.nsk.hr/urn:nbn:hr:217:422124

Please login to the repository to save this object to your list.
Metadata
TitleMoralni hazard u agencijskom problemu osiguranja
AuthorJelena Tutavac
MentorIlko Vrankić (mentor)
Committee memberIlko Vrankić (predsjednik povjerenstva)
Committee memberIvica Nakić (član povjerenstva)
Committee memberIlja Gogić (član povjerenstva)
Committee memberIgor Pažanin (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Science
(Department of Mathematics)
Zagreb
Defense date and country2018-03-02, Croatia
Scientific / art field,
discipline and subdiscipline		NATURAL SCIENCES
Mathematics
Abstract
Principal-agent odnos je situacija u kojoj blagostanje jedne osobe ovisi o tome što i kako druga osoba radi. U odnosu dvoje pojedinaca nemoguće je u potpunosti znati motive i misli druge osobe te zbog toga dolazi do principal-agent problema jer su informacije među njima asimetrične. Asimetrične informacije uzrokuju moralni hazard koji predstavlja situaciju u kojoj pojedinci, zahvaljujući sigurnosti od negativnog ishoda, imaju manju averziju prema prihvaćanju rizika. U ovom radu proučava se principal-agent problem osiguravajuće kuće i osiguranika. Osiguravajuće kuće su svjesne da od onog trenutka kada potrošač kupi policu osiguranja za svoje vozilo, on ima mogućnost moralnog hazarda u obliku nepažljive vožnje. Postavlja se pitanje koju policu osiguranja će osiguravajuća kuća ponuditi kupcu, a da pritom maksimizira profit. Analizira se model pod utjecajem simetričnih i asimetričnih informacija te se numerički ilustriraju izvedeni rezultati.
Abstract (english)
Principal-agent relationship is the situation in which well-being of one individual depends on the actions of the other one. In a relationship between two individuals, it is impossible to fully know the motives and thoughts of the partner. This asymmetry between two individuals leads to a principal-agent problem. Asymmetric information also cause a moral hazard - a situation in which individuals, due to safety of negative outcomes, are risk averse. This work examines the principal-agent problem of the insurance company and insured. Insurance companies are aware that from the moment when a consumer buys an insurance policy for their vehicle, he can commit a moral hazard in the form of careless driving. The question is, which insurance policy insurance company should offer to the buyer, in order to maximize profit. The model is analyzed under the influence of symmetric and asymmetric information and obtained results are being numerically illustrated.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:217:422124
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 conditionsOpen access
Terms of useLicence In copyright icon
RepositoryRepository of the Faculty of Science
Created on2018-11-21 09:19:27

(©) Nacionalna i sveučilišna knjižnica u Zagrebu 2015. Sva prava pridržana. | Hrvatske bratske zajednice 4 p.p. 550, 10000 Zagreb, Hrvatska Tel. ++ 385 1 616-4040
OIB: 84838770814 | IBAN: HR66 2340 0091 1000 1008 1, Porezni broj (PDV identifikacijski broj) - VAT Number: HR84838770814
Prijava u repozitorij