Sumários
Multidecrement models
15 Dezembro 2010, 11:00 • JORGE MANUEL AFONSO GARCIA
Multidecrement and single decrement models. Probabilities of decrement. Calculation of decrements.
Examples and exercises.
Markov Model
10 Dezembro 2010, 10:00 • JORGE MANUEL AFONSO GARCIA
Actuarial functions in Markov models.
Reserving.
Examples.
Markov model
3 Dezembro 2010, 10:00 • JORGE MANUEL AFONSO GARCIA
Life contingencies and the Markov process.
Transition probabilities and rates of transition.
Chapman-Kolmogorof equation. Progressive and regressive equations. States classification.
Examples
Multi status
26 Novembro 2010, 10:00 • JORGE MANUEL AFONSO GARCIA
Survival annuities.
Reversionary annuities.
Examples and exercises.
Introduction to Universal Life and Unit Linked products.