Class 25

13 Dezembro 2017, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

Exercises

 

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Class 24

11 Dezembro 2017, 16:30 • MARIA DE LURDES CARAÇAS CENTENO

Exercises

 

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Class 23

6 Dezembro 2017, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

Exercises

 

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Class 22

4 Dezembro 2017, 16:30 • MARIA DE LURDES CARAÇAS CENTENO

9. Time inhomogeneous Markov CHAINS

9.1.      Introduction; Chapman-Kolmogorov equations

9.2.      Kolmogorov's forward differential   equations

9.3.        Holding times

9.4.      Kolmogorov's backward differential equations

9.5.     Integrated form of the Kolmogorov backward equations

9.6.     Integrated form of the Komogorov forward equations

9.7.      Applications in insurance

 

 

 

 

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Class 21

29 Novembro 2017, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

8.5.  Expected time to reach a given state

8.6. The embedded Markov chain

8.7. Stationary and limiting distributions

 

 

 

 

 

 

 

 

 

 

 

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