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


Class 19

8 Maio 2013, 11:00 MARIA DE LURDES CARAÇAS CENTENO

Exercíses