Messages

Published Nov. 23, 2016 12:40 PM

The lecture on Wednesday, November 30 (the last) has been moved to November 28, 09.15-12 at Room 81 on the eight floor of the math building.

Program: Exam 2012 prob 2, exam 2015 prob 1 and 4 and exam 2014 prob 2

Published Nov. 16, 2016 2:10 PM

1. Oblig discussion with  Exam 2015 problem 2.

2. Repetition pricing (regression, credibility) with Exam 2013  problems 2 and 3, Exam 2014 problem 1.

Published Nov. 9, 2016 1:02 PM

Lecture (half the time) is  Repetition1: basis of general insurance with special emphasis on reinsurance in Section 10.6.

Exercises (half the time) is problem 1 of  Exam 2012, problem 1 of 2013 and problem 2 of 2014.

Published Nov. 2, 2016 2:39 PM

Lecture: Complete Section 10.5 and then Section 10.6.

Exercises: Exercise 10.11 (from November 2) and then those under "Plan for November")

Published Nov. 2, 2016 2:29 PM

There were some errors in the note on the chain ladder method. Those have now been corrected and a revised version made available. In particular, look at the text at the end of Section 4. We shall discuss this again in connection with one of the exam problems.

Published Nov. 2, 2016 1:17 PM

The lecture on Wednesday November 30 is moved to Monday November 28,

Time: From  09.15 to 12.00.

Room: Room 801 on the eighth floor of the math building (Niels Henrik Abel)

 

Published Oct. 28, 2016 12:20 PM

November 9: Complete Section 10.5, then Section 10.6. Exercise: Exam 2015 problem 2 and  Exercses 10.14, 10.15, 10.16, 10.17.

November 16, 23 and (probably) 29: Summary of the course jointly with Exam problems for the years 2012-2015 (Available under "oppgaver" in web-page). Perhaps not all will be discussed, but at least most of them. Their order of presentation (according to their topics) is. as follows: First 2012.1, 2013.1, then 2015.1, 2015.2,  then 2014.3,  2014.4, 2015.3, then 2012.2, 2013.4, then 2013.2, 2014.1, and finally  2012.3, 2013.3, 2014.2 .

November 23: The oblig will be discussed

Published Oct. 27, 2016 7:12 PM

Lecture: On delayed claims (note available), start on Section 10.5.

Exercises: 10.6, 10.7, 10.8, 10.9, 10.11

Published Oct. 24, 2016 3:44 PM

A revised, FINAL version of the oblig is now available (see "Oblig Material" at the lower part of the web-side). The oblig  is a good deal extended  and changed from the first version and is part of the pensum in this course. It will be presented on Wednesday October 26 with the details you are supposed to program yourself . A key part of the program has been put at your disposal as the R-function "preres".

Timing: Send your report to erikb@math.uio.no (or on paper in the mail box of Erik B?lviken on the seventh floor of the Math-building) no later than midnight,Monday November 14. Those who haven't passed, will be notified on Wednesday, November 16 and will get a second chance with deadline 13.00,  Friday November 19.

Format: Electronic reports have to be in pdf-form.

 

Published Oct. 19, 2016 12:38 PM

Lecture: Complete the introduction of Solvency II.

Exercises: 9.32 and 9.33 which are based on Algorithm 9.2 on p. 329.

 

Published Oct. 19, 2016 12:33 PM

The oblig (only PRELIMINARY version) should now be available. Section 4 (oblig questions) not finished. The final version will appear on Friday October 23.  The outline of Solvency II in Sections 1-3 should be okay to read, although there will be a little revision even here.

Published Oct. 18, 2016 5:34 PM

We'll postpone Section 10.5 for a week and the European Union Solvency II regulation regime will be introduced in its place. This is part of the curriculum of the course, and is introduced as part of the oblig. A preliminary note (entitled "Oblig") is on the web and the first three sections will be presented. Section 4 of this  oblig note will be revised shortly and the entire note will be finished and  available from the afternoon of October 20 and onwards.

Published Oct. 12, 2016 3:47 PM

Lecture. Finalise Section  10.4 + Section 10.5.

Exercises: 9.23. 9.24, 9.25, 9.26. 9.27, 9.29.

Published Oct. 10, 2016 11:17 AM

Sorry for late message due to illness.

Lecture: Continue Chapter 10, from Section 10.3.

Exercises: 9.18, 9.19, 9.21, 9.22.

 

 

Published Sep. 28, 2016 5:18 PM

Lecture: Section 10.1-10.3.

Exercises: 9.5, 9.11, 9.12, 9.15, 9.16, 9.17.  Exercise 9.6 from last week is similar to Exercise 9.5  and will be dropped.

 

Published Sep. 21, 2016 1:21 PM

Lecture: The rest of ch 9, principally the extreme value theory and the Pareto distribution in  Sections 9.4 and 9.5.

Exercises: 8.19, 8.20, 9.1, 9.2, 9.5, 9.6.


 

Published Sep. 14, 2016 12:25 PM

Lecture: Sections 9.2, 9.3, 9.4 (less than two lessons)

Exercises: 8.15,8.11, 8.17, 8.18, 8.19, 8.20 (more than one lesson)

Published Sep. 7, 2016 2:33 PM

Lecture. Section 8.4 + Start ch 9 if time permits.

Exercises: 8.2, 8.8, 8.9, 8.15, 8.11.

Published Aug. 31, 2016 1:32 PM

Preliminary pensum and R-software are noe available

Published Aug. 31, 2016 1:15 PM

Lecture:: Sections 8.3 and 8.4

Exercises: 3.1, 3.3, 8.1, 8.2, 8.3, 8.8, 8.9

Published Aug. 24, 2016 12:41 PM

Lecture: Chapter 8 in textbook.

Exercises: 3.1, 3.3, 3.6, 3.7, 3.8

Published Aug. 22, 2016 2:46 PM

Topic: Introductory on what general insurance is about with 3.2 and 3.3 in textbook  (pensum i earlier course) quickly reviewed on the way. Pensum is Chapter 8,9 and parts of chapters 10 and 11 with an introduction to the European Solvency II system of insurance regulation added. The latter will be made available in mid September. No exercises until second week.

Textbook: B?lviken, E. (2014). Computation and modelling in Insurance and Finance. Cambridge University Press.