Class 10

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

Frailty models. Splicing distributions.

Exercícios

 

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Class 9

12 Outubro 2015, 11:00 • 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 8

9 Outubro 2015, 08:00 • 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

3.2. Mixed distributions: discrete and continuous mixtures

 

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Class 7

7 Outubro 2015, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

2.8. The equilibrium distribution and the tail behaviour

 

Exercises

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Class 6

5 Outubro 2015, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

2.8. 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;

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