Class 5

27 Setembro 2017, 10:00 • MARIA DE LURDES CARAÇAS CENTENO

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

2.7. Quantiles

2.8.  Generating functions: the moment generating function and the cumulant generating function

 

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Class 4

25 Setembro 2017, 15:30 • MARIA DE LURDES CARAÇAS CENTENO

 

2.4. Multivariate random variables; independent random variables

2.5. Moments and related quantities

Exercises

 

 

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Class 3

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

 

2.2. D istribution function; continuous, discrete and mixed random variables

2.3. Hazard rate

 

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Class 2

20 Setembro 2017, 10:00 • MARIA DE LURDES CARAÇAS CENTENO

2. DISTRIBUTIONS AND BASIC DISTRIBUTIONAL QUANTITIES

2.1.      Overview of some concepts: experiment, outcome, sample space, event, event space, algebra of events, probability function, probability space, conditional probability, theorem of total probability, Bayes' formula, multiplication rule, independent events.

2.2. Random variable.

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Class1

18 Setembro 2017, 15:30 • MARIA DE LURDES CARAÇAS CENTENO

1.  Principles of Actuarial Modelling

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