STK9520 - Laboratory for Finance and Insurance Mathematics

Schedule, syllabus and examination date

Choose semester

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

PhD candidates from the University of Oslo should apply for classes and register for examinations through Studentweb.

If a course has limited intake capacity, priority will be given to PhD candidates who follow an individual education plan where this particular course is included. Some national researchers’ schools may have specific rules for ranking applicants for courses with limited intake capacity.

PhD candidates who have been admitted to another higher education institution must apply for a position as a visiting student within a given deadline.

Overlapping courses

10 credits overlap with STK4520 - Laboratory for Finance and Insurance Mathematics

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 need to be passed in order to take the exam. The examination will be a take-home examination dealing with a practical problem in risk analysis followed by an oral presentation and discussion of the written report.

In addition, each phd student is expected to give a one hour oral presentation on a topic of relevance (chosen in cooperation with the lecturer). The presentation has to be approved by the lecturer for the student to be admitted to the final exam.

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

Resit an examination

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

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.

Facts about this course

Credits

10

Level

PhD

Teaching

Spring 2018

Spring 2016

Spring 2014

Spring 2012

Autumn 2010

Autumn 2008

Every second Spring from 2012

Examination

Spring 2018

Spring 2016

Spring 2014

Spring 2012

Autumn 2010

Autumn 2008

Every second Spring from 2012.

Teaching language

English

The course is given in English. If no students have asked for the course in English within the first lecture, it may be given in Norwegian.