Sumários
Class 20
27 Novembro 2017, 16:30 • MARIA DE LURDES CARAÇAS CENTENO
8. CONTINUOUS TIME HOMOGENEOUS MARKOV CHAINS
8.1. Introduction: time homogeneous Markov process; Chapman-Kolmogorov equations
8.2. The transition probability matrix
8.3. The forward and backward differential equations
8.4. Holding times
Class 19
22 Novembro 2017, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
7.4. The non-homogeneous Poisson process
7.5. The mixed Poisson process; the Polya process
Class 18
20 Novembro 2017, 16:30 • MARIA DE LURDES CARAÇAS CENTENO
7. INTRODUCTION TO COUNTING PROCESSES
7.1. Some definitions: counting process, Markov counting process, birth process - the homogeneous and the non-homogeneous processes
7.2. The homogeneous Poisson process: its genesis, discussion of the postulates
7.3. The homogeneous Poisson process: the gamma, the binomial and the uniform
Class 16
13 Novembro 2017, 16:30 • MARIA DE LURDES CARAÇAS CENTENO
6.5. Limit Behaviour
6.6. Applications to no claim discount and bonus-malus systems