Sumários
Class 20
7 Maio 2018, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
8.2.2 Some functional equations for the ultimate probability of ruin
8.2.3 Lundberg's inequality
Class 19
2 Maio 2018, 11:00 • 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
8.2.2 Some functional equations for the ultimate probability of ruin
8.2.3 Lundberg's inequality
Class 16
18 Abril 2018, 11:00 • 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