Schedule
STK4400 is an advanced course in risk and reliability. It is a self-study course where the literature for the course can be found here. In order to assist the students in reading the different papers, we offer a few intensive lectures. Tentative dates, place and contents of these lectures are listed below.
NOTE: These lectures will only be given upon request. Thus, if you are interested in these lectures, please contact Arne Bang Huseby.
Lectures
1. Environmental contours
- Date: Wednesday, February 25th, 14.15-16.00, NHA - Room B1000
- Literature: Convex environmental contours, Environmental contours for mixtures of distributions
- Lecture notes: Slides part 1, Slides part 2, Slides part 3, Slides_used
- Video lectures: Part 1a, Part 1b, Part 2a, Part 2b, Part 3a, Part 3b
2. Optimizing reinsurance contracts
- Date: Wednesday, March 11th, 14.15-16.00, NHA - Room B1000
- Date: Wednesday, March 18th, 14.15-16.00, NHA - Room B1000
- Literature: Optimal reinsurance contracts in the multivariate case, Optimizing Multiple Reinsurance Contracts, Optimal Reinsurance Contracts under Conditional Value-at-risk
- Lecture notes: Slides
3. Multi-reservoir production optimization
- Date: Wednesday, April 8th, 14.15-16.00, NHA - Room B1000
- Literature: Multi-reservoir production optimization, Sequential optimization of oil production from multiple reservoirs under uncertainty
- Lecture notes: Slides part 1, Slides part 2.
- Video lectures: Part 1a, Part 1b, Part 2
4. Binary Decision Diagrams
- Date: Wednesday, April 13th, 14.15-16.00, NHA - Room B1000
- Literature: Compendium STK3405, Section 4.8, Constructing binary decision diagrams using machine learning
- Lecture notes: Slides
5. Multistate systems
- Date: Wednesday, April 15th, 14.15-16.00, NHA - Room B1000
- Literature: Birnbaum Criticality and Importance Measures for Multistate Systems, Importance Measures in Repairable Multistate Systems With Aging
- Lecure notes: Slides part 1, Slides part 2, Slides part 3.
- Video lectures: Part 1a, Part 1b, Part 2a, Part 2b, Part 3a, Part 3b
Mandatory assignment
- Publication: Wednesday, February 25th
- Deadline: Thursday, March 19th at 14.30
Exam
There will be an oral exam in this course. The oral exam will be held at:
- April 29th, 09.00-16.00, NHA - Room B1000.