Class 25

12 Dezembro 2012, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

Exercises

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Class 24

10 Dezembro 2012, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

Exercises

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Class 23

5 Dezembro 2012, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

9. Time inhomogeneous Markov CHAINS

9.1. Introduction; Chapman-Kolmogorov equations

9.2. Kolmogorov's forward differential equations

9.3. Probabilities of remaining in states for given time periods

9.4. Kolmogorov's backward differential equations

9.5. Applications in insurance

 

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Class 22

3 Dezembro 2012, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

exercises

 

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Class 21

28 Novembro 2012, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

8.4. The embedded Markov chain

8.5. Stationary and limiting distributions

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