L25

21 Maio 2012, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

Exercises

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L24

18 Maio 2012, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

 

8.3 Discrete time model

8.3.1 The adjustment coefficient

8.3.2 The impact of reinsurance on the adjustment coefficient

 

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L23

16 Maio 2012, 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

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L22

14 Maio 2012, 11:00 • MARIA DE LURDES CARAÇAS CENTENO

8.2.2 Some functional equations for the ultimate probability of ruin

8.2.3 Lundberg's inequality

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L21

9 Maio 2012, 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

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