Sumários

C15 - Severity models (continuous models)

19 Outubro 2022, 09:00 • Alexandra Bugalho de Moura

3.1. Creating new distributions: spliced distributions.

3.2. Recognition of families of distributions and their relations.

3.3. Extreme value distributions: distribution of the maximum; stability of the maximum of the

extreme value distribution;

C14 - Severity models (continuous models)

7 Outubro 2022, 16:00 • Alexandra Bugalho de Moura

3.1. Creating new distributions: sums of distributions; transformation of random variables; mixing of
distributions; frailty models; spliced distributions.

C13 - Characteristics of actuarial models

3 Outubro 2022, 15:00 • Alexandra Bugalho de Moura

2.1 The exponential family and the linear exponential family and the overdispersed linear
exponential family.
2.2. Mixed distributions: discrete and continuous mixtures.

C12 - Distributions and basic distributional quantities

30 Setembro 2022, 14:00 • Alexandra Bugalho de Moura

Exercises

C11 - Characteristics of actuarial models

30 Setembro 2022, 08:30 • Alexandra Bugalho de Moura

2.1. Parametric and scale distributions: scale distribution and scale parameter; location and shape
parameters;