Sumários

CONTINUOUS TIME HOMOGENEOUS MARKOV CHAINS

15 Novembro 2024, 08:00 • Alexandra Bugalho de Moura

Applications.

CONTINUOUS TIME HOMOGENEOUS MARKOV CHAINS

13 Novembro 2024, 10:30 • Alexandra Bugalho de Moura

7.4. The embedded Markov chain.

7.5. Stationary and limiting distributions.

Applications.

DISCRETE TIME MARKOV CHAINS

8 Novembro 2024, 08:00 • Alexandra Bugalho de Moura

Applications to no claim discount and bonus-malus systems.

CONTINUOUS TIME HOMOGENEOUS MARKOV CHAINS

6 Novembro 2024, 10:30 • Alexandra Bugalho de Moura

7.1. Introduction: time homogeneous Markov process; Chapman-Kolmogorov equations.
7.2. The transition probability matrix.
7.3. The forward and backward differential equations.

DISCRETE TIME MARKOV CHAINS

30 Outubro 2024, 10:30 • Alexandra Bugalho de Moura

6.4. Classification of states.

6.5. Limit behaviour.

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