Sumários
C32 - Exercises
16 Dezembro 2020, 14:00 • Alexandra Bugalho de Moura
Esercises
(2 students presential; 15 students online)
C31 - Exercises
14 Dezembro 2020, 17:00 • Alexandra Bugalho de Moura
Exercises.
(3 presential; 16 online)
C30 - TIME INHOMOGENEOUS MARKOV CHAINS
9 Dezembro 2020, 14:00 • Alexandra Bugalho de Moura
8. TIME INHOMOGENEOUS MARKOV CHAINS
8.1. Introduction; Chapman-Kolmogorov equations.
8.2. Kolmogorov’s forward differential equations.
8.3. Probabilities of remaining in states for given time periods.
8.4. Kolmogorov’s backward differential equations.
8.5. Applications in insurance.
Examples
(8 students online; 9 students presential)
C29 - CONTINUOUS TIME HOMOGENEOUS MARKOV CHAINS
2 Dezembro 2020, 14:00 • Alexandra Bugalho de Moura
7.3. The forward and backward differential equations.
Examples and exercises.
(20 students online)