6. Ruin Theory

24 Abril 2024, 09:30 • Alfredo Egídio dos Reis

Functional equations, survival probability from zero, Exercises. 

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6. Ruin Theory

22 Abril 2024, 11:00 • Alfredo Egídio dos Reis

6. Lundberg's upper bound. Functional equations for the ultimate ruin probability. Examples.

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6. Ruin Theory

19 Abril 2024, 09:30 • Alfredo Egídio dos Reis

6. Surplus process, Lundberg's equation, adjustment coefficient. Examples.

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6. Ruin Theory

17 Abril 2024, 09:30 • Alfredo Egídio dos Reis

5. Reinsurance: Examples, exercises.

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5. Reinsurance

15 Abril 2024, 11:00 • Alfredo Egídio dos Reis

 5. Reinsurance: Quota-share, Surplus, Excess of Loss and Stop Loss.

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