Ch. 6 and 7

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

Reinsurance cont'd. Ruin probability and Adjustment Coefficient.

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Ch. 6 Reinsurance

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

Non-Proportional: XoL Reinsurance. Stop Loss. Examples/Exercises.

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Ch. 6

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

Reinsurance: Proportional and Non proportional

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Ch. 5 and 6

27 Abril 2022, 11:00 • Alfredo Egídio dos Reis

Conditional Tail Expectation and Expected Shortfall (CTE, ES). Exercises. Reinsurance.

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Ch. 5

20 Abril 2022, 11:00 • Alfredo Egídio dos Reis

Some principles and Properties. Risk measures: VaR and TVaR.

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