Sumários

C14 - Severity models (continuous models)

15 Outubro 2021, 15:30 • Alexandra Bugalho de Moura

3.3. Extreme value distributions: distribution of the maximum; stability of the maximum of the

extreme value distribution; generalised Pareto distribution.

C13 - Severity models (continuous models)

13 Outubro 2021, 08:00 • Alexandra Bugalho de Moura

3.1. Creating new distributions: frailty models; spliced distributions.

3.2. Recognition of families of distributions and their relations.

C12 - Severity models (continuous models)

11 Outubro 2021, 16:00 • Alexandra Bugalho de Moura

2. CHARACTERISTICS OF ACTUARIAL MODELS

2.2. Mixed distributions: discrete and continuous mixtures

3. SEVERITY MODELS (CONTINUOUS MODELS) 3.1. Creating new distributions: sums of distributions; transformation of random variables; mixing of distributions;

C11 - Characteristics of actuarial models

8 Outubro 2021, 15:30 • Alexandra Bugalho de Moura

2.1. Parametric and scale distributions: scale distribution and scale parameter; location and shape parameters; the exponential family and the linear exponential family and the overdispersed linear exponential family.

2.2. Mixed distributions: discrete mixtures.

C10 - Distributions and basic distributional quantities

6 Outubro 2021, 08:00 • Alexandra Bugalho de Moura

Exercises.