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16/11 and 17/11: Oblig and Exercises 11.2.7-9, 11.5.1-11.5.7 23/11: Trial exam and brief summary of the course. 23/11 is the last day.
9/11: Continue on Monte Carlo solutions of the ruin equation 10/11: Exercises 10.6.3-8
Lecture 2/11: Start on "Risk over time". Exercise 3/11: Sorry for the problems last week. We discuss exercises that should have been covered then.
Lecture 26/10: Re-insurance. Exercises 27/10: Exercies 10.5.1,2,3,5.
Lecture 20/10: Complete the discussion of credibility, next section on re-insurance if time permits as it probbely will. Exercises 21/10: 10.2.4,5, 10.3.1-6, 10.5.1,2.
12/10: Lecture on credibility methods: 13/10: Exercises 9.5.8,9, 9.6.1,2, 10.2.1-5
5/10: Lecture Sections 1-3 in "Solvency and pricing" 6/10: Exercises 9.4.5,7, 9.5.1,2,5,6,7,8,9
Lecture 28/9: Section 5 and 6 in "Modelling claim size". Exercises 29/9: 9.2.2,8,9,9.3.3,6,7,8,9.4.2,5,7. Hurricane-dataene er lagt ut og kan downloades.
Corrections R-commands: In 8.4.5 use "age=c(0,b[2:7]); gender=c(0,b[8])" and in Exercise 8.5.4a two of the commands should be changed to "z=n[row(n)+col(n)<=L+2" and v=~glm(a+b+offset(log(rep(JT,length(z)))),poisson)
Claim size modelling will be completed on September 28. Exercises for Thursday September 22: Left-over from September 15 plus 9.2.1,2,5,8,9,9.3.3. The Belgian fire data can be downloaded from the web page.
The lecture September 21 has to go out because lecturer has to attend the funeral of close family member.
14/9: Lecturing on claim size modeling, specifically the Gamma, log-normal and Pareto families and hopefully extreme value methods if time permits. 15/9: Exercises 8.3.2-3,8.4.2-10 and 8.5.2-6. We won't have enough time for all of them, and those remaining will be discussed a week later.
7/9: Delay modelling, section 5 of "Claim frequency", and then start on "Claim size". 8/9: Exercises 8.2.9,10 and 8.3.1-6.
31/8: Continue lecturing on "Modelling claim size". 1/9: Discuss Exercises 8.2.1-8.2.10 in that chapter. Use the R-instructions accompanying these exercises.
Written material for the course will be handed out at the lectures during the first couple of weeks. R software will be made available early next week.