Beskjeder
Tomorrow is the last lecture. I will give a brief summary of the course and answer any questions regarding the exercises from the book and previous exams.
- You are expected to know formulas and methods that were used frequently in the lectures and the exercises.
- You don't have to remember formulas for less popular probability distributions, distribution functions, probability functions and moments for those will be given. You DO however need to know basic distributions like the normal distribution, the Poisson distribution.
- To get a full score on a subproblem you need to give an explanation on how you arrived on the solution: methods used, assumptions, properties etc. It's not enough to give only the answer.
- There are no negative points.
- Sketches of programmes can be written in R commands (or other language) or pseudocode. If you decide for a particular language make sure that the code would actually work.
There are now available exams from 2010 and 2011 as well as answers to exams from 2014, 2016 and 2017
The curriculum is from the book:
Erik B?lviken (2014): Computation and Modelling in Insurance and Finance
Chapter 1: 1 - 3, 4.2, 4.4, 5
Chapter 2: 1 - 3.3, 4, 5,
Chapter 3: 1 - 7 except 6.5 - 6.6
Chapter 5: 1 - 6, 8.1 - 8.2
Chapter 6: 1 - 3
Chapter 7: 3
November 5: exercises 6.7 - 6.10, 6.24 - 6.25, 7.8 - 7.15
November 6 (and remainder of the semester): we go through exams from previous years starting with 2017, 2016 and 2014
The student representative for the course is Francesco Anello (f.anello1@campus.unimib.it)
I have now published exams from previous years. I encourage everyone to try and solve them on their own before we go through the solutions together during the lectures.
Lecture, October 29: we continue chapter 6
Exercises, October 30: 5.33 - 5.36, 6.1 - 8, 6.11 - 6.13
The assignment results are now available in canvas.
For those who did not pass the first time, the second deadline in on Tuesday, October 29th at 14.30. Please submit your new solutions to canvas in one pdf file. Those taking STK4505 course should type their answer in Latex.
Lecture, October 22: we finish chapter 5 and start chapter 6
Exercises, October 23: 5.27 - 32 and solution to the obligatory assignment
Lecture, October 15: we continue chapter 5
Exercises, October 16: 5.14 - 5.26
Lecture, October 8: we continue chapter 5
Exercises, October 9: 5.1 - 5.11
Lecture, October 1: we continue chapter 5.
Exercises, October 2: 3.28 - 3.36
Lecture, September 24: we finish chapter 3 and start chapter 5.
Exercises, September 25: 3.15 - 3.24.
"Aktuarforeningen arrangerer en samling for unge aktuarer torsdag 26. september, og vil i den anledning ogs? invitere masterstudenter p? UiO og UiB som studerer aktuar fag. P?melding gj?res p? e-post til admin@aktfor.no"
Lecture, September 10: we continue chapter 3.
Exercises, September 11: 3.1 - 3.12
On Wednesday August 28 we finished chapter 2.
Lecture, September 3: we start chapter 3.
Exercises, September 4: we go through exercises for chapter 2: 11, 12, 19 - 22, 24, 26, 28, 29, 31 and continue the following week if necessary.
Lecture, August 27: we continue with chapter 2.
Exercises, August 28: we start with exercises for chapter 2.
There is no class tomorrow, Wednesday August 21st
Lecture: we cover chapter 1 and start chapter 2
Exercises: no exercises this week
This is a preliminary curriculum, there will be changes in the final curriculum.
The written material for the course is from the book:
Erik B?lviken (2014): Computation and Modelling in Insurance and Finance. Cambridge University Press.
We will go through chapters 1, 2, 3, 5, 6 and 7 if time permits.