Class 10

9 Outubro 2017, 15:30 • MARIA DE LURDES CARAÇAS CENTENO

4. SEVERITY MODELS (CONTINUOUS MODELS)

4.1. Creating new distributions: sums of distributions; transformation of random variables; mixing of distributions

4.2. Recognition of families of distributions and their relations

 

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Class 9

6 Outubro 2017, 09:30 • MARIA DE LURDES CARAÇAS CENTENO

 

3.2. Mixed distributions: discrete and continuous mixtures

 

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Class 8

4 Outubro 2017, 10:00 • MARIA DE LURDES CARAÇAS CENTENO

3. CHARACTERISTICS OF ACTUARIAL MODELS

3.1. Parametric and scale distributions: scale distribution and scale parameter; location and shape parameters; the exponential family and the linear exponential family

 

 

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Class 7

2 Outubro 2017, 15:30 • MARIA DE LURDES CARAÇAS CENTENO

 

 

2.9.  Sum of independent random variables; central limit theorem

2.10. 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;  The equilibrium distribution and the tail behaviour

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Class 6

29 Setembro 2017, 09:30 • MARIA DE LURDES CARAÇAS CENTENO

2.8. Generating functions: probability generating function

 

 

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