Sumários

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.

C10 - Distributions and basic distributional quantities

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

    1. 1.8.  Sum of independent random variables; central limit theorem.

    2. Exercises.

C11 - Distributions and distributional quantities

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

  1. 1.9.  Tails of distributions: comparison of the tail based on moments, on the limiting tail behaviour, on the hazard rate function and on the mean excess loss function;