Probabilidade e Processos Estocásticos
(1
º Sem
2017/2018)
CA (Actuarial Science)
Bibliografia
Principal
-
Klugman, S.A.; Panjer, H.H. & Willmot, G.E. ,
Loss Models, From Data to Decisions
,
(3rd edition), John Wiley & Sons, Hoboken NJ.,
2008
-
Ross. S. M.,,
Stochastic Processes
,
2nd ed. John Wiley & Sons, New York.,
1996
-
Core Reading 2011,
CT4 Models
,
The Actuarial Profession,
2011
-
Dickson, D., Hardy, M., and Waters, H.,
Actuarial Mathematics for Life Contigent Risks
,
Cambridge University Press,
2009
-
Ross, S. M.,
Introduction to Probability Models
,
(10th edition), Academic Press, New York,
2010
Secundária
-
Taylor, H. M. and Karlin, S.,
An Introduction to Stochastic Modeling
,
(3rd edition), Academic Press, New York,
1998
-
Centeno, M.L. ,
Teoria do Risco na Actividade Seguradora
,
Celta Editora, Oeiras, Portugal.,
2003