Sumários
8. Ruin theory
24 Maio 2017, 11:00 • Alfredo Egídio dos Reis
8.3 Discrete time model
8.3.1 The adjustment coefficient
8.3.2 The impact of reinsurance on the adjustment coefficient
8. Ruin theory
22 Maio 2017, 11:00 • Alfredo Egídio dos Reis
8.2.4 The maximum aggregate loss
8.2.5 Beekman's formula
8.2.6 The exact ruin probability in some simple cases (cont'd)
8. Ruin theory
18 Maio 2017, 11:00 • Alfredo Egídio dos Reis
8.2.4 The maximum aggregate loss
8.2.5 Beekman's formula
8.2.6 The exact ruin probability in some simple cases (concl.)
8. Ruin theory
17 Maio 2017, 11:00 • Alfredo Egídio dos Reis
8.2.2 Some functional equations for the ultimate probability of ruin
8.2.6 The exact ruin probability in some simple cases