Sumários
5. PREMIUM PRINCIPLES
19 Abril 2017, 11:00 • Alfredo Egídio dos Reis
5. PREMIUM PRINCIPLES (concl.)
6. FRISK MEASURES
6.1 Coherent risk measures
6.2 Value at Risk (VaR)
6.3 Tail Value at Risk (TVaR)
6.4 Conditional Tail Expectation (CTE)
6.5 Expected Shortfall (ES)F
5. PREMIUM PRINCIPLES
5 Abril 2017, 11:00 • Alfredo Egídio dos Reis
5. PREMIUM PRINCIPLES
5.2 Properties
5. PREMIUM PRINCIPLES
3 Abril 2017, 11:00 • Alfredo Egídio dos Reis
5. PREMIUM PRINCIPLES
5.1 Some premium calculation principles
5.2 Properties
4./5. Aggregate loss models
29 Março 2017, 11:00 • Alfredo Egídio dos Reis
Approximating methods, Exercises.
5. PREMIUM PRINCIPLES
5.1 Some premium calculation principles (intro.)