Objectivos
Mestrado Bolonha em Ciências Actuariais
- It is our aim with this Curricular Unit that students acquire the necessary background to precede to the study of other more advanced stochastic phenomena that arise in insurance business, in more advanced Curricular Units. - The first part of the Curricular Unit is intended to introduce important concepts of probability distributions and their characteristics. In addition to a more advanced study of topics already taught in the first cycle, new concepts are introduced, with actuarial science applications, as is the case of measures for evaluating the tails of the distributions. - In the second part some of the most relevant stochastic processes used for modelling actuarial phenomena are introduced.