C16 - SEVERITY MODELS (CONTINUOUS MODELS)

11 Outubro 2019, 14:00 • Alexandra Bugalho de Moura

3.3. Stability of the maximum of the extreme value distribution; Generalised Pareto distribution.

Examples.
 

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C15 - SEVERITY MODELS (CONTINUOUS MODELS)

11 Outubro 2019, 11:30 • Alexandra Bugalho de Moura

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

Examples.

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C14 - SEVERITY MODELS (CONTINUOUS MODELS)

11 Outubro 2019, 08:30 • Alexandra Bugalho de Moura

3.1. Creating new distributions: spliced distributions.

3.2. Recognition of families of distributions and their relations.

Examples and exercises.

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C13 - SEVERITY MODELS (CONTINUOUS MODELS)

9 Outubro 2019, 11:30 • Alexandra Bugalho de Moura

3. SEVERITY MODELS (CONTINUOUS MODELS)

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

Examples.

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C12 - Characteristics of Actuarial Models

7 Outubro 2019, 15:30 • Alexandra Bugalho de Moura

2.2. Mixed distributions: discrete and continuous mixtures.

Examples.

Exercises.

 

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