Lecture 9

10 Outubro 2011, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

Exercises.

CHARACTERISTICS OF ACTUARIAL MODELS
Parametric and scale distributions: scale distribution and scale parameter; location and shape parameters; the exponential family and the linear exponential family
Mixed distributions: discrete and continuous mixtures

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Lecture 8

7 Outubro 2011, 09:30 • MARIA DE LURDES CARAÇAS CENTENO

Tails of distributions: The equilibrium distribution and the tail behaviour

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Lecture 7

3 Outubro 2011, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

Tails of distributions: comparison of the tail based on moments, on the limiting tail behavior, on the hazard rate function and on the mean excess loss function;

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Lecture 6

30 Setembro 2011, 09:30 • MARIA DE LURDES CARAÇAS CENTENO

Distribution and basic distributional quantities: Probability generating function; Sum of independent random variables; central limit theorem.
Exercises.

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Lecture 5

28 Setembro 2011, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

Distributions and Basic Distributional Quantities: Residual life; left censored and shifted random variable; limit loss variable; Quantiles;Moment generating function and cumulant generating function. 

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