Class 16

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

6.5. Limit Behaviour

6.6. Applications to no claim discount and bonus-malus systems

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Class 15

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

6.4. Classification of states

 

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Class 14

30 Outubro 2013, 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

 

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Class 13

28 Outubro 2013, 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

 

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Class 12

11 Outubro 2013, 08:00 • MARIA DE LURDES CARAÇAS CENTENO

 

Exercises

 

 

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