Norwegian

Course description

• Course content
• Learning outcome
• Admission
• Prerequisites

• Overlapping courses
• Teaching
• Examination
• Evaluation

Course content

A fair range of practical examples or cases from insurance and finance will be discussed. The underlying theme is that of mathematical and statistical modelling as a multi-way process, involving various aspects, from constructing a model, exploiting relevant data, using the computer effectively, and the presentation
of results.

Learning outcome

Taking the course aims at training the student to carry out practical analysis of actuarial and financial risk, including the communicative aspect of clarifying assumptions and presenting conclusions in a clear fashion.

Admission

Students who are admitted to study programmes at UiO must each semester register which courses and exams they wish to sign up for in Studentweb.

If you are not already enrolled as a student at UiO, please see our information about admission requirements and procedures.

Prerequisites

Recommended previous knowledge

MAT1100 – Calculus, MAT1110 – Calculus and Linear Algebra, MAT1120 – Linear Algebra, MAT2700 – Introduction to mathematical finance and investment theory (continued), STK1100 – Probability and Statistical Modelling, STK1110 – Statistical Methods and Data Analysis and STK3505 – Problems and Methods in Actuarial Science.

Overlapping courses

10 credits overlap with STK9520 – Laboratory for Finance and Insurance Mathematics (discontinued)

For information about the potential partial overlap with other courses, contact the Department.

Teaching

4 hours of lectures/exercises each week through the semester.

Examination

1-2 mandatory assignments.

Final take-home examination, dealing with a practical problem in risk analysis followed by an oral presentation and discussion of the written report.

Examination support material

No examination support material is allowed.

Language of examination

Subjects taught in English will only offer the exam paper in English.

You may write your examination paper in Norwegian, Swedish, Danish or English.

Grading scale

Grades are awarded on a scale from A to F, where A is the best grade and F is a fail. Read more about the grading system.

Explanations and appeals

• Explanation of grades and appeals

Resit an examination

This course offers both postponed and resit of examination. Read more:

• Illness at exams / postponed exams
• Withdrawal during an examination / Resitting an examination

Withdrawal from an examination

It is possible to take the exam up to 3 times. If you withdraw from the exam after the deadline or during the exam, this will be counted as an examination attempt.

Special examination arrangements

Application form, deadline and requirements for special examination arrangements.

Evaluation

The course is subject to continuous evaluation. At regular intervals we also ask students to participate in a more comprehensive evaluation.