Sumários
Class 21
5 Maio 2014, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
8.2.4 Beekman's formula
8.2.5 The maximum aggregate loss
Class 20
30 Abril 2014, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
8.2.3 Some functional equations for the ultimate probability of ruin
Class 19
28 Abril 2014, 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 Lundberg's inequality