Sumários

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;

C15 - Severity Models

24 Setembro 2025, 10:30 • Alexandra Bugalho de Moura

  1. 3.1.  Creating new distributions: sums of distributions; transformation of random variables; mixing of distributions; frailty models;

C14 - Characteristics of Actuarial Models

22 Setembro 2025, 14:30 • Alexandra Bugalho de Moura

  1. 2.2.  Mixed distributions: discrete and continuous mixtures.

C13 - Characteristics of Actuarial Models

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

  1. 2.1.  Parametric and scale distributions: scale distribution and scale parameter; location and shape parameters; the exponential family and the linear exponential family and the overdispersed linear exponential family.


C12 - Distributions and basic distributional quantities

19 Setembro 2025, 11:00 • Alexandra Bugalho de Moura

  1. 1.9. The equilibrium distribution and the tail behaviour.

  2. Exercises.