Sumários

Practical lecture

16 Maio 2024, 10:30 Alfredo Egídio dos Reis

Exercices + past exams.


6. Ruin theory

9 Maio 2024, 10:30 Alfredo Egídio dos Reis

Discrete time model. Exercises,


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.