Sumários
C27 - Continuous time inhomogeneous Markov chains
30 Novembro 2022, 08:30 • Alexandra Bugalho de Moura
8.1. Introduction; Chapman-Kolmogorov equations.
8.2. Kolmogorov’s forward differential equations.
8.3. Probabilities of remaining in states for given time periods.
8.4. Kolmogorov’s backward differential equations.
8.5. Applications in insurance.
C26 - Continuous time homogeneous Markov chains
28 Novembro 2022, 16:30 • Alexandra Bugalho de Moura
7.4. The embedded Markov chain.
7.5. Stationary and limiting distributions.
C25 - Continuous time homogeneous Markov Chains
23 Novembro 2022, 13:30 • Alexandra Bugalho de Moura
7.3. The forward and backward differential equations.
Probabilities of remaining in states for given time periods.
Applications in actuarial science.