Sumários
6. Ruin Theory
3 maio 2024, 09:30 • Alfredo Egídio dos Reis
Exercise. The probability and severity of ruin;
de Vylder approximation to ruin probability.
6. Ruin theory
29 abril 2024, 11:00 • Alfredo Egídio dos Reis
6. Maximum Agregate Loss. Compound geometric distribution. Laplace Transform.
The probability and Severity of Ruin.
6. Ruin theory
26 abril 2024, 09:30 • Alfredo Egídio dos Reis
6. Laplace Transform properties. Examples of Inverse Laplace Transforms.
Transform of the Survival probability. Examples.
Maximum Agregate Loss. Distribution of the Number of Drops.