Class 25

16 Dezembro 2015, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

Exercises

---

Class 24

14 Dezembro 2015, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

eXERCISES

 

 

---

Class 23

9 Dezembro 2015, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

Exercises

---

Class 22

7 Dezembro 2015, 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

 

 

 

---

Class 21

2 Dezembro 2015, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

8.4.  Holding times

8.5.  Expected time to reach a given state

8.6. The embedded Markov chain

8.7. Stationary and limiting distributions

 

 

 

 

 

 

 

 

 

 

 

---