Lesson 8

13 Outubro 2010, 09:30 • MARIA DE LURDES CARAÇAS CENTENO

1.6 Comparision of tails of distributions based on mean excess loss function, equilibrium distribution and tail behaviour.

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Lesson 7

11 Outubro 2010, 11:30 • MARIA DE LURDES CARAÇAS CENTENO

1.6 Comparision of tails of distributions based on the moments, limit tail behaviour and hazard rate function

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Lesson 6

6 Outubro 2010, 09:30 • MARIA DE LURDES CARAÇAS CENTENO

Exercises

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Lesson 5

4 Outubro 2010, 11:30 • MARIA DE LURDES CARAÇAS CENTENO

1.2 Moments for the following variables: Residual life or excess loss variable; Left sensored and shifted variable; Limit loss variable.
1.3 Quantiles
1.4 Generating functions
1.5 Sums of independent random variables

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Lesson 4

29 Setembro 2010, 09:30 • MARIA DE LURDES CARAÇAS CENTENO

1.2. Moments.

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