Sumários
C24 - Continuous time homogeneous Markov Chains
21 Novembro 2022, 17:00 • Alexandra Bugalho de Moura
7.1. Introduction: time homogeneous Markov process; Chapman-Kolmogorov equations.
7.2. The transition probability matrix.
7.3. The forward and backward differential equations.
C23 - Discrete Time Markov Chains
18 Novembro 2022, 14:00 • Alexandra Bugalho de Moura
6.5. Limit behaviour.
6.6. Applications to no claim discount and bonus-malus systems.
C22 - Discrete time Markov chains
16 Novembro 2022, 09:00 • Alexandra Bugalho de Moura
6.4. Classification of states.
C21 - Discrete-time Markov Chains
11 Novembro 2022, 14:00 • Alexandra Bugalho de Moura
6.2. Transition probability matrices.
Chapman-Kolmogorov equations.
Applications in Actuarial Science: No claim discount (NCD) model.
6.3. First step analysis.
C21 - General notions of stochastic processes
9 Novembro 2022, 09:00 • Alexandra Bugalho de Moura
5. GENERAL NOTIONS OF STOCHASTIC PROCESSES
5.1. Some definitions.
5.2. Specification of a stochastic process.
5.3. Classification of a stochastic process.
6. DISCRETE TIME MARKOV CHAINS
6.1. Definitions.
6.2. Transition probability matrices.