Sumários
Class 23
16 Maio 2011, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
The maximum aggregate loss and the probability of ultimate ruin.
The discrete time model.
Class 22
11 Maio 2011, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
An integrodifferential equation. The maximum aggregate loss.
Class 21
9 Maio 2011, 11:00 • MARIA DE LURDES CARAÇAS CENTENO
Ruin Theory. Classical Model. The adjustment coefficient. Lundberg's inequalilty.