Sumários
Class 23
22 Maio 2013, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
8.3.2 The effect of reinsurance on the retained risk
Exercises
Class 22
20 Maio 2013, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
8.2.6 The exact ruin probability in some simple cases
8.3 Discrete time model
8.3.1 The adjustment coefficient
Class 21
15 Maio 2013, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
8.2.4 The maximum aggregate loss
8.2.5 Beekman's formula
Class 20
13 Maio 2013, 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