Ruin Theory

19 Maio 2022, 10:30 • Alfredo Egídio dos Reis

Probability and severity of ruin (cont'd)

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Ch. 7

18 Maio 2022, 10:30 • Alfredo Egídio dos Reis

The probability and severity of ruin. Exercises.

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Ch. 7

16 Maio 2022, 11:00 • Alfredo Egídio dos Reis

Maximum aggregate loss and survival probability.

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Ch. 7

12 Maio 2022, 10:30 • Alfredo Egídio dos Reis

Functional equations (cont'd). Laplace transforms and ruin probabilities, with examples.

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Ch. 7

11 Maio 2022, 10:30 • Alfredo Egídio dos Reis

Lundberg's inequality.  Examples. Functional equations.

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