Class 25

11 Dezembro 2013, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

Exercises

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Class 25

9 Dezembro 2013, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

Exercises

 

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Class 24

4 Dezembro 2013, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

   

9.7.      Applications in insurance

 

 

 

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Class 23

2 Dezembro 2013, 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

 

 

 

 

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Class 22

27 Novembro 2013, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

8.6. The embedded Markov chain

8.7. Stationary and limiting distributions

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