8. RUIN THEORY

18 Abril 2016, 11:00 • Alfredo Egídio dos Reis

8.2.2 Some functional equations for the ultimate probability of ruin

8.2.3 Lundberg's inequality

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8. RUIN THEORY

13 Abril 2016, 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

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7. REINSURANCE

11 Abril 2016, 11:00 • Alfredo Egídio dos Reis

7.3 Surplus reinsurance

7.4 Excess of loss, stop loss reinsurance (concl.)

 

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6. Risk measures

6 Abril 2016, 11:00 • Alfredo Egídio dos Reis

Tutorial

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7. REINSURANCE

4 Abril 2016, 11:00 • Alfredo Egídio dos Reis

6. RISK MEASURES (concl.)

7. REINSURANCE

7.1 Introduction

7.2 Quota share reinsurance

7.3 Surplus reinsurance

7.4 Excess of loss reinsurance (inc.)

 

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