Sumários
RUIN THEORY - Continuous time model
22 Maio 2019, 10:30 • MARIA DE LURDES CARAÇAS CENTENO
8. RUIN THEORY
8.1 Continuous time model versus discrete time model
8.2 Continuous time model
8.2.1 The adjustment coefficient
8.2.3 Lundberg's inequality
8.3 Discrete time model
8.3.1 The adjustment coefficient
8.3.2 The effect of reinsurance on the retained risk
REINSURANCE
15 Maio 2019, 10:30 • MARIA DE LURDES CARAÇAS CENTENO
7. REINSURANCE
7.1 Introduction
7.2 Quota share reinsurance
7.3 Surplus reinsurance
7.4 Excess of loss reinsurance, per risk and per event covers, working and clash covers