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Published Dec. 4, 2017 3:11 PM

Exam 2014, Problems 1-3.

Published Nov. 27, 2017 4:00 PM

Exam 2015  problem 2. Exam 2014 problems 1-3,  and Exam 2012 problems 1-3. 

Published Nov. 13, 2017 4:36 PM

November 27:  Summary of the course,  Exam 2016 Problem 1,2, Exam 2015 Problem 1,2, Exam 2013 Problem 3.

December 4:  Exam 2014 Problem 1-3, Exam 2012 Problem 1-3.

Published Nov. 13, 2017 4:32 PM

Lectures: Oblig and repetition Solvency II

Exercises: 10.25, 10.26, 10.27. Exam 2013 Problem 3, Exam 2016 Problem 3.

Note: Exam 2016 can be downloaded from the webside.

 

Published Nov. 6, 2017 4:33 PM

Lecture: Section 10.6

Execises: 10.1, 10.2, 10.3, Exam 2013  Problem 3.

Problems from earlier exams can be downloaded form the webside. Go into "Oppgaver" in  the lower left corner.

Published Oct. 30, 2017 4:44 PM

Lecture: Section 10.5.

Exercises: 10.7, 10.8, 10.9, 6.9

Published Oct. 17, 2017 11:42 AM

Lecture: Section 10.4. Then   Section 6.3 (repetition from earlier course) which is connected to  Section 10.5 which we embark on if time permits.

Exercises:  10.1, 10.2, 10.3, 10.4, 10.5,10.8,10.9

Published Oct. 17, 2017 11:01 AM

Lecture: Sections 10.1, 10.2, 10.3, 10.4.

Exercises: 10.6, 10.7, 10.8, 10.9, 10.11.

Published Oct. 9, 2017 3:22 PM

Lecture: Compete Solvency II, Start Chapter 10

Exercises: 9.32 and 9.33 based on pages 327-329 in the textbook.

Published Oct. 2, 2017 10:02 AM

Lecture: Solvency II for the Oblig using the Oblig itself which is also a note on a simplified Solvency II solution in general insurance. The lecture will discuss the issues involved ending with how the Oblig can be programmed and solved.

Exercises: Those left from October 2 (if any) and 9.25, 26, 27, 29.

 

 

Published Oct. 2, 2017 9:56 AM

Oblig avilable on webside. Deliver it electronically to erikb@math.uio.no no later than November 3. Those that do not pass the first attempt get a second chance a week later after feedback.

Published Sep. 25, 2017 3:28 PM

Data for exercises now available and can be downloaded from the website.

A slight modification of Chapter 9 is stored under `pensumrevised'.

Published Sep. 25, 2017 3:26 PM

Lecture: Delays (note can be downloaded)

Exercises: 9.15, 16, 17, 19, 23, 24.

Published Sep. 18, 2017 4:47 PM

Lecture: Section 9.5 and 9.5

Exercises: 8.18, 8.19, 8.20, 9.1, 9.2, 9.5, 9.6, 9.12

Half the time to exercises

Published Sep. 11, 2017 5:06 PM

Lecture: Chapter 9 (Sections 9.1-9.4).

Exercises: 8.14, 8.17, 8.18, 8.19, 8.20. Software now available.

Published Sep. 11, 2017 5:04 PM

R-software for the exercises of the textbook is now available and can be downloaded.

Published Sep. 4, 2017 3:08 PM

Lecture on the use and interpretation of historical data: (i) In the negative binomial distribution (p 287-288) and (ii) in Poisson regression (p. 290-293). If time permits: Section 9.2.

Exercises: 8.9, 8.15, 8.11, 8.14.

 

Published Aug. 21, 2017 8:46 AM

Lectures: Complete ch 8 which consists of the sections 8.1,8.2,8.3,8.4. Continue from where we stopped on August 28.

Exercises: 8.1,8.2, 8.3, 8.8, 8.9.

Published Aug. 15, 2017 4:59 PM

Lecture: First part of Chapter 8.

Exercises: 3.1, 3.2, 3.3 of the textbook.

Published Aug. 15, 2017 4:56 PM

Two hour lecture starting at 11.15 at Auditorium 2, perhaps we need to go a little into the third hour.  No exercises that day.  

Material: Part of the note "Introduction to STK4540" and 3.2/3.3 of the textbook. The lecture is a repetition of basic concepts from STK3505 and an introduction to some new ideas that have been introduced in Europe during the past decade.

 

Published Aug. 15, 2017 4:53 PM

The textbook of the course is B?lviken, E. (2014). Computation and modelling in insurance and finance. Cambridge University Press. Some additional notes can be downloaded from the home page (look under  "Notes" on the right). Look up the note "Pensum and plan" for exactly such information.