CHARACTERISTICS OF ACTUARIAL MODELS

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

2.1. Parametric and scale distributions: scale distribution and scale parameter; location and shape parameters

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CHARACTERISTICS OF ACTUARIAL MODELS

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

2.1. the exponential family and the linear exponential family and the overdispersed linear exponential family.

2.2. Mixed distributions: discrete and continuous mixtures.

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DISTRIBUTIONS AND BASIC DISTRIBUTIONAL QUANTITIES

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

1.9. The equilibrium distribution and the tail behaviour.

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DISTRIBUTIONS AND BASIC DISTRIBUTIONAL QUANTITIES

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

1.9. Tails of distributions: comparison of the tail based on moments, on the limiting tail behaviour, on the hazard rate function and on the mean excess loss function

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DISTRIBUTIONS AND BASIC DISTRIBUTIONAL QUANTITIES

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

1.8. Sum of independent random variables; central limit theorem.

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