<div dir="ltr"><div class="gmail_quote"><div class="gmail_attr">Caros redistas,</div><div class="gmail_attr"><br></div><div class="gmail_attr">Nesta semanda teremos uma palestra sobre 'Actuarial Statistics', que penso que pode interessar a vários de vocês. Como sempre, os seminários da EMAp ocorrem às 16h às quintas-feiras.</div><div class="gmail_attr"><br></div><div class="gmail_attr">Cordialmente,</div><div class="gmail_attr"><br></div><div class="gmail_attr">Luiz</div><div lang="PT-BR" link="#0563C1" vlink="#954F72"><div class="m_-1405946824303156094WordSection1"><p class="MsoNormal"><u></u></p>
<table border="0" cellspacing="0" cellpadding="0" align="left" width="100%" style="width:100.0%;background:white;margin-left:4.8pt;margin-right:4.8pt">
<tbody>
<tr>
<td width="100%" style="width:100.0%;padding:0cm 0cm 0cm 0cm">
<table border="0" cellspacing="0" cellpadding="0" align="left" width="100%" style="width:100.0%;background:white;margin-left:4.8pt;margin-right:4.8pt">
<tbody>
<tr>
<td width="100%" style="width:100.0%;padding:0cm 0cm 0cm 0cm">
<table border="0" cellspacing="0" cellpadding="0" align="left" width="100%" style="width:100.0%;background:white;margin-left:4.8pt;margin-right:4.8pt">
<tbody>
<tr>
<td width="99%" colspan="2" style="width:99.96%;padding:0cm 0cm 0cm 0cm">
<table border="0" cellspacing="0" cellpadding="0" align="left" width="100%" style="width:100.0%;background:white;margin-left:4.8pt;margin-right:4.8pt">
<tbody>
<tr>
<td width="100%" colspan="3" style="width:100.0%;padding:0cm 0cm 0cm 0cm">
<p class="m_-1405946824303156094xmsonormal" align="center" style="text-align:center;line-height:105%">
<span style="font-size:13.5pt;line-height:105%;color:black"><img width="600" height="182" style="width:6.25in;height:1.8958in" id="m_-1405946824303156094_x0000_i1025" src="cid:17abe9aca834ce8e91" alt="cid:image001.jpg@01D56E0B.2914C3E0"></span><u></u><u></u></p>
</td>
</tr>
<tr style="height:36.0pt">
<td width="100%" colspan="3" style="width:100.0%;padding:0cm 0cm 0cm 0cm;height:36.0pt">
</td>
</tr>
<tr style="height:27.0pt">
<td width="0%" style="width:.06%;padding:0cm 0cm 0cm 0cm;height:27.0pt"></td>
<td width="99%" style="width:99.88%;padding:0cm 0cm 0cm 0cm;height:27.0pt">
<div align="center">
<table border="0" cellspacing="0" cellpadding="0" width="0" style="width:450.0pt;background:#fefefe">
<tbody>
<tr style="height:57.75pt">
<td width="600" colspan="3" style="width:450.0pt;padding:0cm 0cm 0cm 0cm;height:57.75pt">
<p class="MsoNormal" align="center" style="text-align:center;line-height:115%">
<b><span style="font-size:13.0pt;line-height:115%;font-family:"Arial",sans-serif;color:#2f5597">SEQUENTIAL MONTE CARLO SAMPLERS TO FIT AND COMPARE INSURANCE LOSS MODELS
<u></u><u></u></span></b></p>
</td>
</tr>
<tr>
<td width="40" style="width:30.0pt;padding:0cm 0cm 0cm 0cm"></td>
<td width="520" style="width:390.0pt;padding:0cm 0cm 0cm 0cm">
<p class="MsoNormal" style="text-align:justify;line-height:115%">
<span style="font-size:10.5pt;line-height:115%;font-family:"Arial",sans-serif;color:#595959">Insurance loss distributions are characterized by a high frequency of small amounts and a lower, but not insignificant, occurrence of large claim amounts. Composite
 models, which link two probability distributions, one for the “belly” and the other for the “tail” of the loss distribution, have emerged in the actuarial literature to take this specificity into account. The parameters of these models summarize the distribution
 of the losses. One of them corresponds to the breaking point between small and large claim amounts. The composite models are usually fitted using maximum likelihood estimation. A Bayesian approach is considered in this work. Sequential Monte Carlo samplers
 are used to sample from the posterior distribution and compute the posterior model evidences to both fit and compare the competing models. The method is validated via a simulation study and illustrated on insurance loss datasets.<u></u><u></u></span></p>
<p class="MsoNormal" align="right" style="text-align:right;line-height:115%">
^{<span style="font-size:10.5pt;line-height:115%;font-family:"Arial",sans-serif;color:#1f497d"><u></u> <u></u></span>}</p>
<p class="MsoNormal" align="right" style="text-align:right;line-height:115%">
^{<span style="font-size:10.5pt;line-height:115%;font-family:"Arial",sans-serif;color:#595959">Texto informado pelo autor</span>}^{<span style="font-size:10.5pt;line-height:115%;font-family:"Arial",sans-serif;color:#3b3838">.
</span>}<u></u><u></u></p>
<p class="m_-1405946824303156094xmsonormal" style="line-height:115%">
<b><span style="font-size:10.5pt;line-height:115%;font-family:"Arial",sans-serif;color:#1f497d">Quando e Onde:</span></b><u></u><u></u></p>
<p class="m_-1405946824303156094xmsonormal" style="line-height:115%">
<span style="font-size:10.5pt;line-height:115%;font-family:"Arial",sans-serif;color:#595959">22 de Julho de 2021, às
<b>16h</b></span><span style="color:#595959"><u></u><u></u></span></p>
<p class="m_-1405946824303156094xmsonormal" style="line-height:115%">
<span style="font-size:10.5pt;line-height:115%;font-family:"Arial",sans-serif;color:#595959">Via Zoom</span><span style="color:#595959"><u></u><u></u></span></p>
<p class="MsoNormal" style="line-height:115%">
<span style="font-size:10.5pt;line-height:115%;font-family:"Arial",sans-serif;color:#595959">Registre-se com antecedência para este seminário:
</span><u></u><u></u></p>
<p class="MsoNormal">
<span style="font-size:10.5pt;font-family:"Arial",sans-serif"><a href="https://nam10.safelinks.protection.outlook.com/?url=https%3A%2F%2Ffgv-br.zoom.us%2Fmeeting%2Fregister%2FtJcsceyupjIjHtK9BmjGS2MH7CpndEK6GGZc&data=04%7C01%7Cemap%40fgv.br%7Cac2bcda829f74621076408d94a9ffb23%7C79f6b639ab1242808077bdbeef869b33%7C0%7C0%7C637622873306050172%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000&sdata=rGeqA1SLelYcTVsKEIrZuZvxoaBDqJKiV6JXsPiuJJ4%3D&reserved=0" target="_blank"><span style="font-size:10.0pt;color:#0e71eb">https://fgv-br.zoom.us/meeting/register/tJcsceyupjIjHtK9BmjGS2MH7CpndEK6GGZc
</span></a><u></u><u></u></span></p>
<p class="MsoNormal">
<span style="font-size:5.0pt;font-family:"Calibri",sans-serif;color:#1f497d"><u></u> <u></u></span></p>
<p class="MsoNormal" style="text-align:justify;line-height:115%">
<span style="font-size:10.5pt;line-height:115%;font-family:"Arial",sans-serif;color:#595959">Após o registro, você receberá um e-mail de confirmação contendo informações sobre conexão no seminário.</span><span style="font-size:10.5pt;line-height:115%;font-family:"Arial",sans-serif"><u></u><u></u></span></p>
<p class="MsoNormal" style="text-align:justify;line-height:115%">
<span style="font-size:11.0pt;line-height:115%;font-family:"Calibri",sans-serif;color:#1f497d"><u></u> <u></u></span></p>
<p class="m_-1405946824303156094xxmsonormal1" style="line-height:115%">
<b><span style="font-size:10.5pt;line-height:115%;font-family:"Arial",sans-serif;color:#1f4e79">Palestrante:</span></b><u></u><u></u></p>
<p class="MsoNormal" style="text-align:justify;line-height:115%">
<b><span style="font-size:10.5pt;line-height:115%;font-family:"Arial",sans-serif;color:#595959">Pierre-O. Goffard</span></b><span style="font-size:10.5pt;line-height:115%;font-family:"Arial",sans-serif;color:#595959"> - is an associate professor at l’Institut
 de Science Financière et d’Assurances a graduate school specialized in actuarial science part of the University Claude Bernard Lyon 1. His research interest lies at the intersection of probability and statistics applied to risk theory, claim modelling and
 blockchain analysis.<u></u><u></u></span></p>
<p class="MsoNormal" style="text-align:justify;line-height:115%">
<span style="font-size:11.0pt;line-height:115%;font-family:"Calibri",sans-serif;color:#1f497d"><u></u> <u></u></span></p>
</td>
<td width="40" style="width:30.0pt;padding:0cm 0cm 0cm 0cm"></td>
</tr>
</tbody>
</table>
</div>
</td>
<td width="0%" style="width:.08%;padding:0cm 0cm 0cm 0cm;height:27.0pt"></td>
</tr>
<tr>
<td width="100%" colspan="3" style="width:100.0%;padding:0cm 0cm 0cm 0cm">
<div align="center">
<table border="0" cellspacing="0" cellpadding="0" width="0" style="width:450.0pt;background:white">
<tbody>
<tr>
<td width="600" style="width:450.0pt;padding:0cm 0cm 0cm 0cm">
<p class="m_-1405946824303156094xmsonormal">
<span style="font-size:13.5pt;font-family:"Times New Roman",serif;color:black"><img border="0" width="599" height="66" style="width:6.2395in;height:.6875in" id="m_-1405946824303156094_x0000_i1026" src="cid:17abe9aca835b006a2" alt="Footer"></span><u></u><u></u></p>
</td>
</tr>
</tbody>
</table>
</div>
<p class="MsoNormal" align="center" style="text-align:center"><span style="display:none"><u></u> <u></u></span></p>
<div align="center">
<table border="0" cellspacing="0" cellpadding="0" width="0" style="width:450.0pt">
<tbody>
<tr>
<td style="padding:0cm 0cm 0cm 0cm">
<p class="m_-1405946824303156094xmsonormal">
<span style="font-size:13.5pt;font-family:"Times New Roman",serif;color:black"><img border="0" width="599" height="1" style="width:6.2395in;height:.0104in" id="m_-1405946824303156094_x0000_i1027" src="cid:17abe9aca83692e333" alt="linha"></span><u></u><u></u></p>
</td>
</tr>
</tbody>
</table>
</div>
<p class="MsoNormal" align="center" style="text-align:center"><span style="display:none"><u></u> <u></u></span></p>
<div align="center">
<table border="0" cellspacing="0" cellpadding="0" width="0" style="width:450.0pt">
<tbody>
<tr>
<td style="background:white;padding:0cm 0cm 0cm 0cm">
<p class="m_-1405946824303156094xmsonormal">
<a href="https://nam10.safelinks.protection.outlook.com/?url=https%3A%2F%2Fportal.fgv.br%2F&data=04%7C01%7Cemap%40fgv.br%7Cac2bcda829f74621076408d94a9ffb23%7C79f6b639ab1242808077bdbeef869b33%7C0%7C0%7C637622873306070160%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000&sdata=Rg9MOWt2HEJ54gtszD9%2FdbdbBCFjnb%2FdZaW3Ex1nPwo%3D&reserved=0" target="_blank"><span style="font-size:13.5pt;font-family:"Times New Roman",serif;color:blue;text-decoration:none"><img border="0" width="390" height="53" style="width:4.0625in;height:.552in" id="m_-1405946824303156094_x0000_i1028" src="cid:17abe9aca83772f6c4" alt="DICOM"></span></a><u></u><u></u></p>
</td>
<td style="background:white;padding:0cm 0cm 0cm 0cm">
<p class="m_-1405946824303156094xmsonormal">
<a href="https://nam10.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.linkedin.com%2Fcompany%2Ffgv&data=04%7C01%7Cemap%40fgv.br%7Cac2bcda829f74621076408d94a9ffb23%7C79f6b639ab1242808077bdbeef869b33%7C0%7C0%7C637622873306080155%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000&sdata=HHn6aYqcDTmdeROkUPiDO%2BZaXxWCugHT5vf3X2dmSUY%3D&reserved=0" target="_blank"><span style="font-size:13.5pt;font-family:"Times New Roman",serif;color:blue;text-decoration:none"><img border="0" width="23" height="53" style="width:.2395in;height:.552in" id="m_-1405946824303156094_x0000_i1029" src="cid:17abe9aca838546ed5" alt="LinkedIn"></span></a><u></u><u></u></p>
</td>
<td style="background:white;padding:0cm 0cm 0cm 0cm">
<p class="m_-1405946824303156094xmsonormal">
<a href="https://nam10.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.facebook.com%2FFGV%2F&data=04%7C01%7Cemap%40fgv.br%7Cac2bcda829f74621076408d94a9ffb23%7C79f6b639ab1242808077bdbeef869b33%7C0%7C0%7C637622873306090149%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000&sdata=kv1uZb7Yyl9BhrYwqvZ87LZrmdjs37pBSJidL3Irkp8%3D&reserved=0" target="_blank"><span style="font-size:13.5pt;font-family:"Times New Roman",serif;color:blue;text-decoration:none"><img border="0" width="23" height="53" style="width:.2395in;height:.552in" id="m_-1405946824303156094_x0000_i1030" src="cid:17abe9aca83935e6e6" alt="LinkedIn"></span></a><u></u><u></u></p>
</td>
<td style="background:white;padding:0cm 0cm 0cm 0cm">
<p class="m_-1405946824303156094xmsonormal">
<a href="https://nam10.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.instagram.com%2FFGV.OFICIAL%2F&data=04%7C01%7Cemap%40fgv.br%7Cac2bcda829f74621076408d94a9ffb23%7C79f6b639ab1242808077bdbeef869b33%7C0%7C0%7C637622873306100149%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000&sdata=cauN5t2k4SnHr%2B3o4cqUyAsS20VAJ2DUI%2FAzdVLCUcM%3D&reserved=0" target="_blank"><span style="font-size:13.5pt;font-family:"Times New Roman",serif;color:blue;text-decoration:none"><img border="0" width="23" height="53" style="width:.2395in;height:.552in" id="m_-1405946824303156094_x0000_i1031" src="cid:17abe9aca83a175ef7" alt="Facebook"></span></a><u></u><u></u></p>
</td>
<td style="background:white;padding:0cm 0cm 0cm 0cm">
<p class="m_-1405946824303156094xmsonormal">
<a href="https://nam10.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftwitter.com%2Ffgv&data=04%7C01%7Cemap%40fgv.br%7Cac2bcda829f74621076408d94a9ffb23%7C79f6b639ab1242808077bdbeef869b33%7C0%7C0%7C637622873306110140%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000&sdata=XCcz3J4cHYg3VO5QD7Qy7E%2FkYjesT6qoK3qKZs%2BToVQ%3D&reserved=0" target="_blank"><span style="font-size:13.5pt;font-family:"Times New Roman",serif;color:blue;text-decoration:none"><img border="0" width="23" height="53" style="width:.2395in;height:.552in" id="m_-1405946824303156094_x0000_i1032" src="cid:17abe9aca83af8d708" alt="Instagram"></span></a><u></u><u></u></p>
</td>
<td style="background:white;padding:0cm 0cm 0cm 0cm">
<p class="m_-1405946824303156094xmsonormal">
<a href="https://nam10.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.tiktok.com%2F%40fgv.oficial&data=04%7C01%7Cemap%40fgv.br%7Cac2bcda829f74621076408d94a9ffb23%7C79f6b639ab1242808077bdbeef869b33%7C0%7C0%7C637622873306120136%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000&sdata=MJX4nbTqGPppl5IH8Kqgc0sNZ926FiYptg%2F2KphYVuI%3D&reserved=0" target="_blank"><span style="font-size:13.5pt;font-family:"Times New Roman",serif;color:blue;text-decoration:none"><img border="0" width="23" height="52" style="width:.2395in;height:.5416in" id="m_-1405946824303156094_x0000_i1033" src="cid:17abe9aca83bda4f19" alt="Twitter"></span></a><u></u><u></u></p>
</td>
<td style="background:white;padding:0cm 0cm 0cm 0cm">
<p class="m_-1405946824303156094xmsonormal">
<a href="https://nam10.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtube.com%2Ffgv&data=04%7C01%7Cemap%40fgv.br%7Cac2bcda829f74621076408d94a9ffb23%7C79f6b639ab1242808077bdbeef869b33%7C0%7C0%7C637622873306130134%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000&sdata=fN%2FXiLBLWA1QBqUXur3G7wl1%2BPzrpeFQoe2qcGRKVpY%3D&reserved=0" target="_blank"><span style="font-size:13.5pt;font-family:"Times New Roman",serif;color:blue;text-decoration:none"><img border="0" width="23" height="52" style="width:.2395in;height:.5416in" id="m_-1405946824303156094_x0000_i1034" src="cid:17abe9aca841f3aa07a" alt="YouTube"></span></a><u></u><u></u></p>
</td>
<td style="background:white;padding:0cm 0cm 0cm 0cm">
<p class="m_-1405946824303156094xmsonormal">
<a href="https://nam10.safelinks.protection.outlook.com/?url=https%3A%2F%2Fportal.fgv.br%2Fredes-sociais&data=04%7C01%7Cemap%40fgv.br%7Cac2bcda829f74621076408d94a9ffb23%7C79f6b639ab1242808077bdbeef869b33%7C0%7C0%7C637622873306140130%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000&sdata=TaV6asgQpbXquMpZv9PRAHGBWCWBzeDXP7%2FSPIaCCEw%3D&reserved=0" target="_blank"><span style="font-size:13.5pt;font-family:"Times New Roman",serif;color:blue;text-decoration:none"><img border="0" width="17" height="53" style="width:.177in;height:.552in" id="m_-1405946824303156094_x0000_i1035" src="cid:17abe9aca84201c188b" alt="Mais"></span></a><u></u><u></u></p>
</td>
<td style="background:white;padding:0cm 0cm 0cm 0cm">
<p class="m_-1405946824303156094xmsonormal">
<a href="https://nam10.safelinks.protection.outlook.com/?url=https%3A%2F%2Fportal.fgv.br%2Fredes-sociais&data=04%7C01%7Cemap%40fgv.br%7Cac2bcda829f74621076408d94a9ffb23%7C79f6b639ab1242808077bdbeef869b33%7C0%7C0%7C637622873306150126%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000&sdata=GcBkp7%2Fb6QqPC%2BO2mU4bC0T8zHhiV0th1dh17nvSP68%3D&reserved=0" target="_blank"><span style="font-size:13.5pt;font-family:"Times New Roman",serif;color:blue;text-decoration:none"><img border="0" width="50" height="53" style="width:.5208in;height:.552in" id="m_-1405946824303156094_x0000_i1036" src="cid:17abe9aca8420fd909c" alt="Mais"></span></a><u></u><u></u></p>
</td>
</tr>
</tbody>
</table>
</div>
<p class="MsoNormal" align="center" style="text-align:center"><u></u><u></u></p>
</td>
</tr>
</tbody>
</table>
</td>
<td width="0%" style="width:.04%;padding:0cm 0cm 0cm 0cm"></td>
</tr>
<tr style="height:27.0pt">
<td width="0%" style="width:.1%;padding:0cm 0cm 0cm 0cm;height:27.0pt"></td>
<td width="99%" style="width:99.86%;padding:0cm 0cm 0cm 0cm;height:27.0pt">
<p class="MsoNormal" style="margin-bottom:12.0pt">
:<u></u><u></u></p>
<p class="MsoNormal">
<span style="font-size:10.0pt;color:#1f497d"><u></u> <u></u></span></p>
</td>
<td width="0%" style="width:.04%;padding:0cm 0cm 0cm 0cm;height:27.0pt"></td>
</tr>
<tr>
<td width="99%" colspan="2" style="width:99.96%;padding:0cm 0cm 0cm 0cm"></td>
<td width="0%" style="width:.04%;padding:0cm 0cm 0cm 0cm"></td>
</tr>
<tr>
<td width="0%" style="width:.1%;padding:0cm 0cm 0cm 0cm"></td>
<td width="99%" style="width:99.86%;padding:0cm 0cm 0cm 0cm"></td>
<td width="0%" style="width:.04%;padding:0cm 0cm 0cm 0cm"></td>
</tr>
</tbody>
</table>
</td>
</tr>
</tbody>
</table>
</td>
</tr>
</tbody>
</table>
<p class="MsoNormal"><u></u> <u></u></p>
</div>
</div>

</div><br clear="all"><div><br></div>-- <br><div dir="ltr" class="gmail_signature" data-smartmail="gmail_signature"><div dir="ltr"><div><div dir="ltr"><div dir="ltr" style="color:rgb(80,0,80)"><div dir="ltr">Luiz Max Fagundes de Carvalho</div><div dir="ltr">Lecturer, School of Applied Mathematics (EMAp), Getúlio Vargas Foundation (FGV), Brazil.</div><div dir="ltr">Praia de Botafogo, 190, Sala 511, Rio de Janeiro, RJ 22250-900.</div><div dir="ltr">Brazil</div></div></div></div></div></div></div>