Sumários
Class 15
9 Novembro 2016, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
6.5. Limit Behaviour
6.6. Applications to no claim discount and bonus-malus systems
Class 14
7 Novembro 2016, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
6.4. Classification of states
Exercises
Class 13
2 Novembro 2016, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
6. DISCRETE TIME MARKOV CHAINS
6.1. Definitions
6.2. Transition probability matrices
6.3. First step analysis
Class 12
31 Outubro 2016, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
5. GENERAL NOTIONS OF STOCHASTIC PROCESSES
5.1. Some definitions
5.2. Specification of a stochastic process
5.3. Classification of a stochastic process