3/4. Aggregate claims. Premium principles

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

 5. Risk measures. VaR, TVaR, Coditional Tail Expectation. Examples.

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3/4. Aggregate claims. Premium principles

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

 4. Premium principles. Jensen's inequality, Premium principles: Expected value to Exponential principle. Examples.

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4/5. Aggregate claims. Premium principles. Risk Measures.

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

4. Premium principles. Premium principles: Risk Adjusted Principle. Properties. Exercises. 

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3/4. Aggregate claims. Premium principles

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

 4. Premium principles. Jensen's inequality, Premium principles: Expected value to Exponential principle. Examples.

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3/4. Aggregate claims. Premium principles

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

3. Aggregate Claim distribution approximations, Normal, Normal Power and Translated Gamma. Exercise. 

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