Sumários

C30 - Continuous time homogeneous Markov chains

12 Novembro 2025, 10:30 • Alexandra Bugalho de Moura

Holding time.

7.4. The embedded Markov chain.

7.5. Stationary and limiting distributions.

Examples.

C29 - Continuous-time homogeneous Markov chains

10 Novembro 2025, 10:00 • Alexandra Bugalho de Moura

7.3 The forward and the backward differential equations.

Examples.

C28 - Continuous-time homogeneous Markov Chains

5 Novembro 2025, 10:30 • Alexandra Bugalho de Moura

6.6 Applications of discrete-time Markov chains to no claim discount and bonus-malus systems.
Exercises.

7. Continuous time homogeneous Markov chains

7.1. Introduction: time homogeneous Markov process; Chapman-Kolmogorov equations.

7.2. The transition probability matrix. 

C27 - Discrete-time Markov chains

3 Novembro 2025, 10:00 • Alexandra Bugalho de Moura

6.5 Limit behaviour.

6.6 Applications to NCD and Bonus-Malus systems.

C26 - Discrete time Markov chains

29 Outubro 2025, 10:30 • Alexandra Bugalho de Moura

6.3 First step analysis: exercises.

6.4 Classification of states
6.5 Limiting behaviour
Examples