Class 25

14 Dezembro 2016, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

Exercises

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Class 24

12 Dezembro 2016, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

eXERCISES

 

 

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Class 23

7 Dezembro 2016, 11:00 • 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 22

5 Dezembro 2016, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

Exercises

 

 

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Class 21

30 Novembro 2016, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

 

8.6. The embedded Markov chain

8.7. Stationary and limiting distributions

 

 

 

 

 

 

 

 

 

 

 

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