Sumários
Class 21
11 Maio 2015, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
8.2.4 The maximum aggregate loss
8.2.5 Beekman's formula
8.2.6 The exact ruin probability in some simple cases
Class 19
4 Maio 2015, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
8. RUIN THEORY
8.1 Continuous time model versus discrete time model
8.2 Continuous time model
8.2.1 The adjustment coefficient
8.2.2 Some functional equations for the ultimate probability of ruin
8.2.3 Lundberg's inequality
Class 17
27 Abril 2015, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
7.4 Excess of loss reinsurance, per risk and per event covers, working and clash covers
7.5 Stop loss reinsurance