Sumários

C20 - Introduction to Copulas

10 Outubro 2025, 11:00 • Alexandra Bugalho de Moura

4.3 Measures of dependence

Probabilities of concordance and discordance.
Kendal's tau.
Spearman's rho.

C19 - Introduction to Copulas

6 Outubro 2025, 10:00 • Alexandra Bugalho de Moura

Conditional probabilities, copula density and joint density.
Survival copula.
Co-monotonicity and counter-monotonicity: Frechét upper and lower bound copulas.
Examples

C18 - Introduction to copulas

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

4.1. Copulas: introduction 

4.2. Skalar’s theorem and copulas

C17 - Severity Models

29 Setembro 2025, 10:00 • Alexandra Bugalho de Moura

  1. 3.3.  Extreme value distributions: distribution of the maximum; stability of the maximum of the extreme value distribution; generalised Pareto distribution.

C16 - Severity Models

24 Setembro 2025, 13:30 • Alexandra Bugalho de Moura

  1. 3.1.  Creating new distributions:  spliced distributions.

  2. 3.2.  Recognition of families of distributions and their relations.

  3. 3.3.  Extreme value distributions: distribution of the maximum;