Sumários
8. Ruin theory
15 Maio 2017, 11:00 • Alfredo Egídio dos Reis
8.2.2 Some functional equations for the ultimate probability of ruin
8.2.3 Lundberg's inequality
8. Ruin theory
10 Maio 2017, 11:00 • Alfredo Egídio dos Reis
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 (inc.)
5. PREMIUM PRINCIPLES
8 Maio 2017, 11:00 • Alfredo Egídio dos Reis
7.4 Excess of loss reinsurance, per risk and per event covers, working and clash covers
7.5 Stop loss reinsurance
8. Ruin Theory, introduction
5. PREMIUM PRINCIPLES
3 Maio 2017, 11:00 • Alfredo Egídio dos Reis
6. FRISK MEASURES
6.5 Expected Shortfall (ES).
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
7.5 Stop loss reinsurance