Sumários
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.
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.
Ch 5 and 6
24 Abril 2023, 11:00 • Alfredo Egídio dos Reis
5. Reinsurance (cont'd)
Ch 5 and 6: Risk Measures and Reinsurance
19 Abril 2023, 10:30 • Alfredo Egídio dos Reis
Risk measures (cont'd). Reinsurance (inc.)