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The problems will be presented in English, but you may answer in Norwegian if that is your first language. There is no advantage for the grading of  having used English.

Last day of teaching.

First: Review of financial risk and problems 4 and 5 from the exam 2010, problem 3 from exam 2011 and the two remaining problems from chapter 5.

Then: Problems 1 and 2 from exam 2011.

Wrong problems were submitted for exam 2011, the correct one now available. We'll jump over the exams for 2012 and 2013..

We'll got hrough  Exercises 5.30 and 5.35, the oblig, exam stk 2520 in 2010 and 2011. Exam 2520 in 2010 and 2011 can be downloaded from the home page. Though they are without the university heading, they do are English translations of the problems put to the students of stk2520 which is esentilally the same course as stk3505.

These exercises represent a summary of stk3505 and we discuss them from this angle with brief, general lectures on the main points of the course in between. It is then most convenient to divide  thematically into property insurance, financial risk and life insurance so that we take all property insurance problems first, then the financial ones and finally  those on life insurance.

Obligs back on November 18 with brief comments individually.

I  have through an error sent false messages to a number of people that their obligs have not been accepted (will be corrected tomorrow). I appologize and promise never again to have anything to do with the electronic system that handles such things!

Erik B?lviken

Oneof the three lectures will be used to comment on the first oblig

as there are many students with non-acceptable reports.

Lecture: Sections 6.2 and 6.3.

Execises: 5.15, 5.16,  5.26. 5.27, 5.30, 5.35

Last day of teaching: November 25

Remaining topics: Sections 6.2 and 6.3

November 11: Lectures Section 6.2 and 6.3, Exercises from Section 5.5  and 5.6.

November 18: Oblig, Exercises 6.2,  6.3, former exams.

November 25: Summary of the course, remaining exercises/exams.

Lecture: Section 5.6 (first lecture)

Exercises: 3.30, 3.31, 3.32, 3.33,  5.3, 5.4, 5.14, 5.15, 5.16 (second and third lecture).

The New York stock exchange data can be downloaded form the web page.

Lecture:  Section 5.5 (first lecture only)

Exercises: 3.25, 3.26, 3.27, 3.28, 3.29, 3.30, 3.31, 3.32, 3.33 (last two lectures)

Lecture: Sections 5.2 and 5.4

Exercises: 3.23, 3.24, 3.25, 3.26, 3.27, 3.28, 3.29

Lecture: Section 3.6 (will terminate Chapter 3).

Exercises: 3.13, 3.15, 3.17, 3.18, 3.19, 3.20, 3.21.

Lecture: Section 3.5

Exercises: 3.7, 3.8, 3.9, 3.10, 3.11, 3.12, 3.13

Lecture: Section 3.4 and start of Section 3.5.

Exercises: 3.4, 3.5, 3.6, 3.7, 3.8, 3.9, 3.10.

Oblig available, the second problem is based on Section 3.5 of the textbook which will be lectured on October 6.

Answers to the numerical chapter 2 exercises available on the web

Lectures: Section 3.3,  start om 3.4.

Exercises: 2.28, 2.29, 2.30, 3.1, 3.3, 3.4, 3.5

Lecture: Sections 3.2 and 3.3.

Exercises: No new ones, we'll  go through 2.18, 2.19, 2.20, 2.21, 2.22, 2.28, 2.29,2.30.

Half the time will be used for the exercises.

Lecture : Finish Section 2.5 (one hour).

Exercises (two hours) : 2.9, 2.10, 2.11, 2.12, 2.18, 2.19, 2.20, 2.21, 2.22, 2.25, 2.26, 2.28, 2.29 2.30.

Lecture: Sections 2.4, 2.5.

Exercises: 2.5, 2.6, 2.8, 2.9, 2.10,  2.11, 2.12

The course offers the use of R software to solve the exercises. They are equipped with simple R commands you can type in yourself.

You can also download R commands from the web page of the book which is www.cambridge.org/9780521830485. The software for chapter 2 is named 'ch2.R'.  You make the R functions there available by storing the file 'ch2.R'  in the catalogue R is called from and give the command 'source  "ch2.R" ' after having entered R.

Lecture (two hours). Chapter 2, 2.1,2.2,  2.3 (only 2.3.1 and 2.3.2). If time permits, we start on 2.4 as well.

Exercises: 2.1, 2.2,  2.4,  2.5, 2.6, 2.8, 2.9.

F?rste forelesning er tirsdag 19/8, klokken 12.15. Vi bruker neppe mer enn to timer.  Siste gang er trolig tirsdag 18/11 med 25/11 som reserve. Eksamen er 3/12.

En forel?pig pensumliste er lagt ut under "Pensum".