C26 - Ruin theory

31 Março 2025, 11:00 • Alexandra Bugalho de Moura

8.1 Continuous time model versus discrete time model

8.2 Continuous time model

8.2.1 The adjustment coefficient

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C25 - Reinsurance

28 Março 2025, 09:30 • Alexandra Bugalho de Moura

7.4 Excess of loss reinsurance, per risk and per event covers, working and clash covers

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C24 - Reinsurance

26 Março 2025, 09:30 • Alexandra Bugalho de Moura

7.1 Introduction

7.2 Quota share reinsurance

7.3 Surplus reinsurance

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C23 - Risk measures

24 Março 2025, 11:00 • Alexandra Bugalho de Moura

6.3 Tail Value at Risk (TVaR)

6.4 Conditional Tail Expectation

6.5 Expected Shortfall (ES)

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C22 - Risk measures

21 Março 2025, 09:30 • Alexandra Bugalho de Moura

6.1 Coherent risk measures

6.2 Value at Risk (VaR)

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