INTRODUCTION TO COPULAS

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

3.3. Extreme value distributions: generalised Pareto distribution.

4. INTRODUCTION TO COPULAS

4.1. Introduction and deifintion

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SEVERITY MODELS (CONTINUOUS MODELS)

27 Setembro 2024, 14:00 • Alexandra Bugalho de Moura

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

extreme value distribution

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SEVERITY MODELS (CONTINUOUS MODELS)

27 Setembro 2024, 08:00 • Alexandra Bugalho de Moura

3.1 frailty models; spliced distributions.

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SEVERITY MODELS (CONTINUOUS MODELS)

25 Setembro 2024, 13:30 • Alexandra Bugalho de Moura

3.1. Creating new distributions: sums of distributions; transformation of random variables; mixing of

distributions; frailty models; spliced distributions.

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CHARACTERISTICS OF ACTUARIAL MODELS

23 Setembro 2024, 14:30 • Alexandra Bugalho de Moura

2.2. Mixed distributions: discrete and continuous mixtures.

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