Sumários
C19 - INTRODUCTION TO COPULAS
23 Outubro 2020, 15:30 • Alexandra Bugalho de Moura
4.3. Measures of dependency
(2 students presential; 17 students online)
C18 - INTRODUCTION TO COPULAS
21 Outubro 2020, 14:00 • Alexandra Bugalho de Moura
4.1. Introduction
4.2. Skalar’s theorem and copulas
(5 students presential; 16 students online)
C17 - SEVERITY MODELS (CONTINUOUS MODELS)
19 Outubro 2020, 16:00 • Alexandra Bugalho de Moura
3.3. Extreme value distributions: distribution of the maximum; stability of the maximum of the extreme value distribution; generalised Pareto distribution.
Examples and exercises.
(4 students presential; 19 students online)