Ch 3. Agregate

22 Março 2024, 09:30 • Alfredo Egídio dos Reis

 Chapter 3. Compound Poisson Approximations, also with Panjer's recursion. Discretization. Concl. Approximations to Aggregate claim distributions by Normal, Normal Power and Translated Gamma

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Ch 3. Agregate

20 Março 2024, 09:30 • Alfredo Egídio dos Reis

 Chapter 3. Examples with Compound Poisson, Compound Poisson Approximations, also with Panjer's recursion. Discretization. Concl.

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Ch 3. Agregate

18 Março 2024, 11:00 • Alfredo Egídio dos Reis

 Chapter 3. Aggregate risk models, moments, computations using convolutions, Sum of independent Compound Poisson's, Examples with Compound Poisson, Compound Poisson Approximations, also with Panjer's recursion

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Ch 3. Agregate

15 Março 2024, 09:30 • Alfredo Egídio dos Reis

 Chapter 3. Aggregate risk models, moments, computations using convolutions, Nomal approximation, Sum of independent Compound Poisson's. Examples

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Ch 3.

13 Março 2024, 09:30 • Alfredo Egídio dos Reis

 Ch.2: Exercises; Chapter 3. Agregate risk models

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