C8 - Chapter 3

3 Outubro 2018, 10:00 • Alexandra Bugalho de Moura

2.2 Mixed distributions: discrete and continuous mixtures.

Examples

3.1 Creating distributions: sums of distributions, transformations of random variables; mixing of distributions; frailty models; spliced distributions.

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C7 - Chapter 2

1 Outubro 2018, 15:30 • Alexandra Bugalho de Moura

1.9. The equilibrium distribution and the tail behaviour.

Exercises

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.

 

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C6 - Chapter 1

28 Setembro 2018, 11:30 • Alexandra Bugalho de Moura

Exercises.

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

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C5 - Chapter 1

26 Setembro 2018, 10:00 • Alexandra Bugalho de Moura

Exercises.

1.7. Moment generating function, probability generating function and cumulant generating function.

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

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C4 - Chapter 1

24 Setembro 2018, 15:30 • Alexandra Bugalho de Moura

Exercises.

1.6. Residual life; left censored and shifted random variable; limit loss variable.

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