Career Forum

28 Novembro 2018, 11:00 • Alexandra Bugalho de Moura

There was no class so to allow students to attend the Career Forum.

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C22 - Continuous-time Markov chains

26 Novembro 2018, 17:00 • Alexandra Bugalho de Moura

7. CONTINUOUS TIME HOMOGENEOUS MARKOV CHAINS

Holding time in one state.

7.4.  The embedded Markov chain.

Examples.

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C21 - Continuous time Markov chains

21 Novembro 2018, 11:00 • Alexandra Bugalho de Moura

7. CONTINUOUS TIME HOMOGENEOUS MARKOV CHAINS

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

7.2. The transition probability matrix.

7.3. The forward and backward differential equations.

Examples.

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C20 - Discrete time Markov chains

19 Novembro 2018, 17:00 • Alexandra Bugalho de Moura

6. DISCRETE TIME MARKOV CHAINS

6.5. Limit behaviour.

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

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C19 - Discrete-time Markov chains

14 Novembro 2018, 11:00 • Alexandra Bugalho de Moura

6. DISCRETE TIME MARKOV CHAINS

6.4. Classification of states.

Examples.

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