C25 - CONTINUOUS TIME HOMOGENEOUS MARKOV CHAINS

22 Novembro 2019, 13:30 • Alexandra Bugalho de Moura

Time discrete Markov Chains: exercises.

7. CONTINUOUS TIME HOMOGENEOUS MARKOV CHAINS

7.1. Introduction: time homogeneous Markov process; Chapman-Kolmogorov equations.

7.2. The transition probability matrix.

Examples.

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C25 - DISCRETE TIME MARKOV CHAINS

18 Novembro 2019, 17:00 • Alexandra Bugalho de Moura

Exercises on copulas

6. DISCRETE TIME MARKOV CHAINS

6.5. Limit behaviour.

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

Exercises.

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C24 - DISCRETE TIME MARKOV CHAINS

15 Novembro 2019, 13:30 • Alexandra Bugalho de Moura

6.3. First step analysis.

Examples.

6.4. Classification of states.

Examples.

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C23 - DISCRETE TIME MARKOV CHAINS

11 Novembro 2019, 17:00 • Alexandra Bugalho de Moura

Examples.

6.3. First step analysis.

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C22 - GENERAL NOTIONS OF STOCHASTIC PROCESSES

8 Novembro 2019, 13:30 • Alexandra Bugalho de Moura

5. GENERAL NOTIONS OF STOCHASTIC PROCESSES

5.1. Some definitions.

5.2. Specification of a stochastic process.

5.3. Classification of a stochastic process.
 
6. DISCRETE TIME MARKOV CHAINS

6.1. Definitions.

6.2. Transition probability matrices.

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