Sumários

ATP14

25 Março 2026, 11:00 • CARLOS MIGUEL DOS SANTOS OLIVEIRA

Tail value at risk, conditional tail expectation and expected shortfall.

Reinsurance: introduction, proportional insurance, quota-share.

Lecture of friday:
Reinsurance: surplus, excess of loss and stop loss.

ATP13

23 Março 2026, 11:00 • CARLOS MIGUEL DOS SANTOS OLIVEIRA

1. Premium princples. Exercises.
2. Risk measures: monetary and coherent risk measures. Exercises

ATP12

18 Março 2026, 11:00 • CARLOS MIGUEL DOS SANTOS OLIVEIRA

Exercises chapter 4.
Premium Principles: properties, moment based and emponential principles.



ATP12

16 Março 2026, 11:00 • CARLOS MIGUEL DOS SANTOS OLIVEIRA

NPower and Translated Gamma Approximation.

Examples in R.

ATP11

11 Março 2026, 11:00 • CARLOS MIGUEL DOS SANTOS OLIVEIRA

Arithmetic Distributions. Examples and implementation in R.

Impact of individual policy modifications on the aggregate claim distribution.
Individual Risk model.
2-parameter approximations