Sumários

C31 - Ruin Theory

11 Abril 2025, 09:30 Alexandra Bugalho de Moura

Exercises and examples.


C30 - Ruin theory

9 Abril 2025, 09:30 Alexandra Bugalho de Moura

8.3.2 The impact of reinsurance on the adjustment coefficient


C29 - Risk theory

7 Abril 2025, 11:00 Alexandra Bugalho de Moura

8.2.2 Lundberg's inequality. Continuous time classical risk model: the ultimate ruin probability.

8.3 Discrete time model
8.3.1 The adjustment coefficient


C28 - Ruin theory

4 Abril 2025, 09:30 Alexandra Bugalho de Moura

Ultimate ruin probability


C27 - Ruin theory

2 Abril 2025, 09:30 Alexandra Bugalho de Moura

8.2.2 Lundberg's inequality