Ch 6 Ruin Theory

8 maio 2023, 11:00 • Alfredo Egídio dos Reis

Exercícios. Solution of functional equation, Laplace transform, properties and solutions for the survival probability, examples.

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Ch 6. Ruin theory

3 maio 2023, 10:30 • Alfredo Egídio dos Reis

6. Ruin theory (con'd). Lundberg's coefficient and upper bound; Theorem and proof. Functional equations to the Ruin and Survival probabilities; Theorem and prooves. Examples and Exercises. Laplace transform definition.

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Ch 6

26 abril 2023, 09:00 • Alfredo Egídio dos Reis

Lundb

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Ch 5 and 6

24 abril 2023, 11:00 • Alfredo Egídio dos Reis

5. Reinsurance (cont'd)

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Ch 5 and 6: Risk Measures and Reinsurance

19 abril 2023, 10:30 • Alfredo Egídio dos Reis

Risk measures (cont'd). Reinsurance (inc.)

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