Extra material, STK4550 and Aktuarfokus 2022

I have uploaded some extra material reviewing basic concepts that will be used in the coming lectures. This is a small chapter about concepts of probability theory. In particular, it would be nice if you could read/review from Definition 2.11 (Integral w.r.t. measure) up to Section 2.2. (specially the concept of conditional expectation w.r.t. a sigma-algebra is important). You can find it in "lecture notes" or by clicking here.

Also, there is a course on extreme values and large deviations this semester, see STK4550, which has abundant applications in modelling non-life insurance. Now that teaching is physical you can drop by and consider taking it if you are planning to go to the non-life insurance sector!

Aktuarfokus is a yearly meeting of actuaries in Norway. You can check this years' schedule here. It is free for students.

Published Jan. 27, 2022 9:10 AM - Last modified Mar. 23, 2023 10:21 AM