Sumários
Class 10
13 Outubro 2014, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
3. CHARACTERISTICS OF ACTUARIAL MODELS
3.1. Parametric and scale distributions: scale distribution and scale parameter; location and shape parameters; the exponential family and the linear exponential family
3.2. Mixed distributions: discrete and continuous mixtures
Class 9
10 Outubro 2014, 08:00 • MARIA DE LURDES CARAÇAS CENTENO
2.8. The equilibrium distribution and the tail behaviour
Exercises
Class 8
8 Outubro 2014, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
2.8. 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;
Class 7
6 Outubro 2014, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
2.6. Sum of independent random variables;
2.7. Central limit theorem
Exercises