C11 - Characteristics of Actuarial Models

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

2. CHARACTERISTICS OF ACTUARIAL MODELS

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.

Examples and exercises.

---

C10 - DISTRIBUTIONS AND BASIC DISTRIBUTIONAL QUANTITIES

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

Exercises.

---

C9 - DISTRIBUTIONS AND BASIC DISTRIBUTIONAL QUANTITIES

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

1.9. Tails of distributions: comparison of the tail based on the mean excess loss function; the equilibrium distribution and the tail behaviour.

Examples.

---

C8 - DISTRIBUTIONS AND BASIC DISTRIBUTIONAL QUANTITIES

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

1.9. Tails of distributions: comparison of the tail based on moments, on the limiting tail behaviour, and on the hazard rate function.

Examples.

---

C7 - DISTRIBUTIONS AND BASIC DISTRIBUTIONAL QUANTITIES

30 Setembro 2019, 15:30 • Alexandra Bugalho de Moura

1.8. Sum of independent random variables; central limit theorem.

Examples and exercises.

---