Sumários
8. RUIN THEORY
4 Maio 2016, 11:00 • Alfredo Egídio dos Reis
8.2.6 The exact ruin probability in some simple cases (concl.)
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
2 Maio 2016, 11:00 • Alfredo Egídio dos Reis
8.2.4 The maximum aggregate loss
8.2.5 FBeekman's formula
8.2.6 FThe exact ruin probability in some simple cases
8. RUIN THEORY
27 Abril 2016, 11:00 • Alfredo Egídio dos Reis
8.2.2 Severity of ruin (concl.)
8.2.4 The maximum aggregate loss
8. RUIN THEORY
20 Abril 2016, 11:00 • Alfredo Egídio dos Reis
8.2.2 Some functional equations for the ultimate probability of ruin (cont.). Severity of ruin.