C23 - Continuous time homogeneous Markov Chains

24 Novembro 2021, 08:30 • Alexandra Bugalho de Moura

7. CONTINUOUS TIME HOMOGENEOUS MARKOV CHAINS

7.1. Introduction: time homogeneous Markov process; Chapman-Kolmogorov equations.

7.2. The transition probability matrix.

7.3. The forward and backward differential equations.

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C22 - Discrete time Markov Chains

22 Novembro 2021, 17:00 • Alexandra Bugalho de Moura

Exercises.

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C21 - Discrete time Markov Chains

19 Novembro 2021, 14:00 • Alexandra Bugalho de Moura

6.4. Classification of states.

6.5. Limit behaviour.

6.6. Applications to no claim discount and bonus-malus systems.

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C20 - Discrete time Markov Chains

17 Novembro 2021, 08:30 • Alexandra Bugalho de Moura

6.3. First step analysis.

6.4. Classification of states.

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C20 - Discrete time Markov Chains

12 Novembro 2021, 14:00 • Alexandra Bugalho de Moura

6. DISCRETE TIME MARKOV CHAINS

6.2. Transition probability matrices.

6.3. First step analysis.

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