Exercises

18 Maio 2023, 10:30 • Alfredo Egídio dos Reis

Old exam exercises

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Tutorial class

17 Maio 2023, 10:30 • Alfredo Egídio dos Reis

Exam Exercises

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Ch 6 Ruin theory

15 Maio 2023, 11:00 • Alfredo Egídio dos Reis

Exercises.

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6. Ruin Theory

11 Maio 2023, 10:30 • Alfredo Egídio dos Reis

6. Ruin Theory Continous time model: 

Approximations to ruin probability; 

the impact of reinsurance on the ruin probability;

Discrete time model.

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Ch 6 Ruin theory

10 Maio 2023, 10:30 • Alfredo Egídio dos Reis

6. Maximum aggregate loss (cont'd). The probability and severity of ruin.

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