C28 - CONTINUOUS TIME HOMOGENEOUS MARKOV CHAINS

30 Novembro 2020, 17:00 • 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.

(19 students online)

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C27 - DISCRETE TIME MARKOV CHAINS

27 Novembro 2020, 15:30 • Alexandra Bugalho de Moura

6.5. Limit behaviour.

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

(7 students online; 9 presential)

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C26 - DISCRETE TIME MARKOV CHAINS

25 Novembro 2020, 14:00 • Alexandra Bugalho de Moura

Exercises.

6.4. Classification of states.

(10 presential; 10 online)

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C25 - DISCRETE TIME MARKOV CHAINS

20 Novembro 2020, 15:30 • Alexandra Bugalho de Moura

6.3. First step analysis. 

Examples and exercises.

(4 students presential; 15 students online)

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C24 - DISCRETE TIME MARKOV CHAINS

18 Novembro 2020, 14:00 • Alexandra Bugalho de Moura

6.1. Definitions.

6.2. Transition probability matrices.

Chapman-Kolmogorov equations.

No claims discount example.

(4 students presential, 15 students online)

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