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Exam 2015 problem 2. Exam 2014 problems 1-3, and Exam 2012 problems 1-3.
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.
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.
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.
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
Lecture: Sections 10.1, 10.2, 10.3, 10.4.
Exercises: 10.6, 10.7, 10.8, 10.9, 10.11.
Lecture: Compete Solvency II, Start Chapter 10
Exercises: 9.32 and 9.33 based on pages 327-329 in the textbook.
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.
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.
Data for exercises now available and can be downloaded from the website.
A slight modification of Chapter 9 is stored under `pensumrevised'.
Lecture: Delays (note can be downloaded)
Exercises: 9.15, 16, 17, 19, 23, 24.
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
Lecture: Chapter 9 (Sections 9.1-9.4).
Exercises: 8.14, 8.17, 8.18, 8.19, 8.20. Software now available.
R-software for the exercises of the textbook is now available and can be downloaded.
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.
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.
Lecture: First part of Chapter 8.
Exercises: 3.1, 3.2, 3.3 of the textbook.
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.
The textbook of the course is Bølviken, 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.