Class 10

10 Outubro 2012, 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

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Class 9

8 Outubro 2012, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

2.8. Tails of distributions: comparison of the tail based the mean excess loss function; The equilibrium distribution and the tail behaviour

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Class 8

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

2.8. Tails of distributions: comparison of the tail based on moments, on the limiting tail behaviour and on the hazard rate function.

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Class 7

1 Outubro 2012, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

2.7. Central limit theorem

Exercises

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Class 6

28 Setembro 2012, 09:30 • MARIA DE LURDES CARAÇAS CENTENO

2.6. Moment generating function and probability generating function

2.7. Sum of independent random variables;

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