Sumários

Lecture 22

3 Novembro 2023, 13:30 • José Pedro Gaivão

Distribution law of Markov chains. Examples. 

Lecture 21

27 Outubro 2023, 13:30 • José Pedro Gaivão

Transition probability matrices. Chapman-Kolmogorov equations. Applications in Actuarial Science: No claim discount (NCD) model.

Lecture 20

25 Outubro 2023, 10:30 • José Pedro Gaivão

GENERAL NOTIONS OF STOCHASTIC PROCESSES 

Some definitions, specification of a stochastic process, classification of a stochastic process.

Lecture 19

20 Outubro 2023, 13:30 • José Pedro Gaivão

Archimedean copulas, Elliptical copulas, Extreme value copulas

Lecture 18

18 Outubro 2023, 10:30 • José Pedro Gaivão

Spearman's rho, Tail dependence and Archimedean copulas.