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Published June 15, 2010 11:41 AM

The home assignment exam has now also been published under undervisningsmateriale (separate sub-folder exam-2010).

Published June 15, 2010 1:20 AM

The home assignment exam will be disseminated by e-mail directly to all students Tuesday 15 June 9.00 hrs.

Published May 3, 2010 10:53 AM

For Monday 10 May:

Classes conclude with the lessons Monday 10 May.

Published Apr. 26, 2010 11:51 AM

Suggested solution for Oppgave 14 published under underviningsmateriale.

For Monday 3 May: Oppgave 16, published under undervisningsmateriale

Published Apr. 19, 2010 11:25 AM

Suggested solution for Exam 2009 published under underviningsmateriale.

Suggested solution for Oppgave 17 published under underviningsmateriale.

For Monday 26 April: Oppgave 14 and Oppgave 15, both published under undervisningsmateriale

Published Mar. 29, 2010 12:28 PM

For Monday 12 April:

  • Oppgave 8x
  • Oppgave 17
  • Eksamensoppgave 2009
All exercises are filed under undervisningsmateriale. Put emphasis on eksamensoppgave 2009 as if it was an "oblig".

Published Mar. 25, 2010 3:03 PM

Date for the EXAM.

The written assignment will be available Tuesday June 15th at 9.00 and it is to be handed in on Thursday June 17th at 14.00. The Oral exam will be held in week 25.

Published Mar. 17, 2010 2:43 PM

Oppgave 9; suggested solution, filed under undervisningsmateriale

For Monday 22 March:

  • Oppgave 10, filed under undervisningsmateriale.

Published Mar. 9, 2010 12:20 PM

Suggested solution for Oppgave 12 is now filed under undervisningsmateriale.

For Monday 15 March:

  • We will consider defined contribution pension plans (Norwegian: innskuddsbasert pensjon). Study and prepare for Oppgave 9 (filed under undervisningsmateriale), which covers this subject.

Published Mar. 3, 2010 9:28 AM

The Exam in STK4500 will be a project assignment followed by an oral exam.Time and dates for the project and oral exam will follow. The oral exam may be held on two successive days.

Published Mar. 1, 2010 9:53 AM

Teaching material for Monday 1 March:

  • Oppgave 7; suggested solution, filed under undervisningsmateriale

For Monday 8 March:

  • Oppgave 12, filed under undervisningsmateriale. Prepare for the solution of Oppgave 12 and study the article and slide presentation "Pricing of minimum interest ...." (both filed under undervisningsmateriale) in conjunction.

Published Feb. 15, 2010 10:19 AM

Teaching material for Monday 15 February, filed under undervisningsmateriale:

  • Oppgave 5; suggested solution
  • Oppgave 6; suggested solution

Published Feb. 11, 2010 7:10 PM

At the first lecture, the course syllabus was presented to comprise 1) theory and applications as presented during the lectures 2) training exercises and 3) written notes/articles to be disseminated during the course.

I am not aware of any single textbook well suited for the course. However, one textbook that covers many of the topics of the course is: Harry Panjer et. al.: Financial Economics, with Applications to Investments, Insurance and Pensions. ISBN 0-938959-48-4.

The training exercises ("oppgaver") will not be translated to English.

Published Feb. 8, 2010 10:58 AM

Teaching material for Monday 8 February, filed under undervisningsmateriale:

  • Oppgave 4; suggested solution

For Monday 15 February: Oppgave 5 and Oppgave 6, filed under undervisningsmateriale. Oppgave 4 still pending.

Published Feb. 1, 2010 10:22 AM

Teaching material for Monday 1 February, filed under undervisningsmateriale:

  • Oppgave 2; suggested solution
  • Oppgave 3; suggested solution

For Monday 8 February: Oppgave 4, filed under undervisningsmateriale. Oppgave 3, outstanding from Monday 1 February.

Some of the pdf printouts for suggested solutions have some vanishing text on the very right hand side, where the source code extends the pdf print margin. You should note the complete text during classes.

Published Jan. 24, 2010 11:14 AM

Teaching material for Monday 25 January, filed under undervisningsmateriale:

  • Oppgave 1; suggested solution
  • Aksjekurser som Geometrisk Brownsk bevegelse; presentation slides

For Monday 1 February: Oppgave 2 and 3, filed under undervisningsmateriale

Teaching hours will be 10.15 - 12.00.

Published Jan. 17, 2010 10:25 AM

Stoff for gjennomgang p? forelesning mandag 18. januar og oppgave 1 til mandag 25. januar er n? lagt ut under undervisningsmateriale.

Published Jan. 4, 2010 5:28 PM

Velkommen til STK4500, med undervisningsstart mandag 18. januar 2010 kl. 10.15 i rom 534, NHA. NB, merk tidspunktet!

I dette kurset vil vi beskrive, modellere og analysere komplekse og sammensatte fenomener som inneb?rer b?de forsikringsmessig og finansiell risiko, og vi vil vise hvordan ulike modeller kan operasjonaliseres ved hjelp av computer-basert regnekraft. Fenomenene vi studerer vil v?re forankret i reelle problemstillinger som forsikringsselskaper og pensjonskasser st?r overfor.

Undervisningen legges opp som en blanding av teorigjennomgang og oppgavel?sning, herunder utstrakt bruk av computer for konkrete beregninger.

Betydelig egeninnsats gjennom oppgavel?sning er en forutsetning for ? f? utbytte av kurset.