C16 - SEVERITY MODELS (CONTINUOUS MODELS)

16 Outubro 2020, 08:30 • Alexandra Bugalho de Moura

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

(8 students presential; 10 students online)

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C15 - SEVERITY MODELS (CONTINUOUS MODELS)

14 Outubro 2020, 14:00 • Alexandra Bugalho de Moura

3.1. Frailty models; spliced distributions.

3.2. Recognition of families of distributions and their relations

Examples

(11 students presential; 11 students online)

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C14 - SEVERITY MODELS (CONTINUOUS MODELS)

14 Outubro 2020, 11:30 • Alexandra Bugalho de Moura

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

Examples

(11 students presential; 11 students online)

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C13 - CHARACTERISTICS OF ACTUARIAL MODELS

12 Outubro 2020, 15:30 • Alexandra Bugalho de Moura

2.1. Parametric and scale distributions: scale distribution and scale parameter; location and shape parameters; the exponential family and the linear exponential family and the overdispersed linear exponential family.

2.2. Mixed distributions: discrete and continuous mixtures.

Examples

(10 students presential; 11 students online)

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C12 - DISTRIBUTIONS AND BASIC DISTRIBUTIONAL QUANTITIES

2 Outubro 2020, 08:30 • Alexandra Bugalho de Moura

Exercises.

(4 students presential, 13 students online)

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