Sumários
Class 16
22 Abril 2015, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
7. REINSURANCE
7.1 Introduction
7.2 Quota share reinsurance
7.3 Surplus reinsurance
Class 14
15 Abril 2015, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
6. RISK 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)
Class 13
13 Abril 2015, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
5. PREMIUM PRINCIPLES
5.1 Some premium calculation principles
5.2 Properties