Class 15

10 Novembro 2014, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

6.4. Classification of states

 Exercises

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Class 14

5 Novembro 2014, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

6. DISCRETE TIME MARKOV CHAINS

6.1. Definitions

6.2. Transition probability matrices

6.3. First step analysis

 

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Class 13

3 Novembro 2014, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

5. GENERAL NOTIONS OF STOCHASTIC PROCESSES

5.1. Some definitions

5.2. Specification of a stochastic process

5.3. Classification of a stochastic process

 

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Class 12

17 Outubro 2014, 08:00 • MARIA DE LURDES CARAÇAS CENTENO

Exercícios

 

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Class 11

15 Outubro 2014, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

4. SEVERITY MODELS (CONTINUOUS MODELS)

4.1. Creating new distributions: sums of distributions; transformation of random variables; mixing of distributions

4.2. Recognition of families of distributions and their relations

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