Sumários

Exercises

23 Maio 2019, 10:30 MARIA DE LURDES CARAÇAS CENTENO

Exercises

 


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

 

 


Continuation

20 Maio 2019, 11:00 MARIA DE LURDES CARAÇAS CENTENO

 

 

7.5            Stop loss reinsurance

 

 


 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

 

 

 


Exercises

13 Maio 2019, 11:00 MARIA DE LURDES CARAÇAS CENTENO

Exercises